NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
104.34 |
107.04 |
2.70 |
2.6% |
105.59 |
| High |
107.21 |
109.70 |
2.49 |
2.3% |
105.59 |
| Low |
104.10 |
106.96 |
2.86 |
2.7% |
102.13 |
| Close |
106.90 |
107.84 |
0.94 |
0.9% |
104.53 |
| Range |
3.11 |
2.74 |
-0.37 |
-11.9% |
3.46 |
| ATR |
1.69 |
1.77 |
0.08 |
4.7% |
0.00 |
| Volume |
36,589 |
114,244 |
77,655 |
212.2% |
399,752 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.39 |
114.85 |
109.35 |
|
| R3 |
113.65 |
112.11 |
108.59 |
|
| R2 |
110.91 |
110.91 |
108.34 |
|
| R1 |
109.37 |
109.37 |
108.09 |
110.14 |
| PP |
108.17 |
108.17 |
108.17 |
108.55 |
| S1 |
106.63 |
106.63 |
107.59 |
107.40 |
| S2 |
105.43 |
105.43 |
107.34 |
|
| S3 |
102.69 |
103.89 |
107.09 |
|
| S4 |
99.95 |
101.15 |
106.33 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.46 |
112.96 |
106.43 |
|
| R3 |
111.00 |
109.50 |
105.48 |
|
| R2 |
107.54 |
107.54 |
105.16 |
|
| R1 |
106.04 |
106.04 |
104.85 |
105.06 |
| PP |
104.08 |
104.08 |
104.08 |
103.60 |
| S1 |
102.58 |
102.58 |
104.21 |
101.60 |
| S2 |
100.62 |
100.62 |
103.90 |
|
| S3 |
97.16 |
99.12 |
103.58 |
|
| S4 |
93.70 |
95.66 |
102.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.70 |
102.13 |
7.57 |
7.0% |
2.15 |
2.0% |
75% |
True |
False |
76,987 |
| 10 |
109.70 |
102.13 |
7.57 |
7.0% |
1.75 |
1.6% |
75% |
True |
False |
75,591 |
| 20 |
109.70 |
99.65 |
10.05 |
9.3% |
1.74 |
1.6% |
81% |
True |
False |
69,332 |
| 40 |
109.70 |
96.48 |
13.22 |
12.3% |
1.65 |
1.5% |
86% |
True |
False |
76,940 |
| 60 |
109.70 |
91.05 |
18.65 |
17.3% |
1.67 |
1.6% |
90% |
True |
False |
75,669 |
| 80 |
109.70 |
90.69 |
19.01 |
17.6% |
1.70 |
1.6% |
90% |
True |
False |
70,634 |
| 100 |
109.70 |
85.52 |
24.18 |
22.4% |
1.79 |
1.7% |
92% |
True |
False |
68,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.35 |
|
2.618 |
116.87 |
|
1.618 |
114.13 |
|
1.000 |
112.44 |
|
0.618 |
111.39 |
|
HIGH |
109.70 |
|
0.618 |
108.65 |
|
0.500 |
108.33 |
|
0.382 |
108.01 |
|
LOW |
106.96 |
|
0.618 |
105.27 |
|
1.000 |
104.22 |
|
1.618 |
102.53 |
|
2.618 |
99.79 |
|
4.250 |
95.32 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
108.33 |
107.49 |
| PP |
108.17 |
107.14 |
| S1 |
108.00 |
106.79 |
|