NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
107.45 |
105.99 |
-1.46 |
-1.4% |
104.95 |
| High |
107.79 |
106.71 |
-1.08 |
-1.0% |
109.70 |
| Low |
105.64 |
104.79 |
-0.85 |
-0.8% |
103.87 |
| Close |
106.60 |
105.71 |
-0.89 |
-0.8% |
105.71 |
| Range |
2.15 |
1.92 |
-0.23 |
-10.7% |
5.83 |
| ATR |
1.80 |
1.81 |
0.01 |
0.5% |
0.00 |
| Volume |
95,075 |
72,128 |
-22,947 |
-24.1% |
392,205 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.50 |
110.52 |
106.77 |
|
| R3 |
109.58 |
108.60 |
106.24 |
|
| R2 |
107.66 |
107.66 |
106.06 |
|
| R1 |
106.68 |
106.68 |
105.89 |
106.21 |
| PP |
105.74 |
105.74 |
105.74 |
105.50 |
| S1 |
104.76 |
104.76 |
105.53 |
104.29 |
| S2 |
103.82 |
103.82 |
105.36 |
|
| S3 |
101.90 |
102.84 |
105.18 |
|
| S4 |
99.98 |
100.92 |
104.65 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.92 |
120.64 |
108.92 |
|
| R3 |
118.09 |
114.81 |
107.31 |
|
| R2 |
112.26 |
112.26 |
106.78 |
|
| R1 |
108.98 |
108.98 |
106.24 |
110.62 |
| PP |
106.43 |
106.43 |
106.43 |
107.25 |
| S1 |
103.15 |
103.15 |
105.18 |
104.79 |
| S2 |
100.60 |
100.60 |
104.64 |
|
| S3 |
94.77 |
97.32 |
104.11 |
|
| S4 |
88.94 |
91.49 |
102.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.70 |
103.87 |
5.83 |
5.5% |
2.27 |
2.2% |
32% |
False |
False |
78,441 |
| 10 |
109.70 |
102.13 |
7.57 |
7.2% |
1.93 |
1.8% |
47% |
False |
False |
79,195 |
| 20 |
109.70 |
99.65 |
10.05 |
9.5% |
1.75 |
1.7% |
60% |
False |
False |
70,079 |
| 40 |
109.70 |
98.37 |
11.33 |
10.7% |
1.64 |
1.6% |
65% |
False |
False |
73,540 |
| 60 |
109.70 |
91.05 |
18.65 |
17.6% |
1.70 |
1.6% |
79% |
False |
False |
76,058 |
| 80 |
109.70 |
90.69 |
19.01 |
18.0% |
1.72 |
1.6% |
79% |
False |
False |
71,409 |
| 100 |
109.70 |
85.52 |
24.18 |
22.9% |
1.80 |
1.7% |
83% |
False |
False |
68,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.87 |
|
2.618 |
111.74 |
|
1.618 |
109.82 |
|
1.000 |
108.63 |
|
0.618 |
107.90 |
|
HIGH |
106.71 |
|
0.618 |
105.98 |
|
0.500 |
105.75 |
|
0.382 |
105.52 |
|
LOW |
104.79 |
|
0.618 |
103.60 |
|
1.000 |
102.87 |
|
1.618 |
101.68 |
|
2.618 |
99.76 |
|
4.250 |
96.63 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.75 |
107.25 |
| PP |
105.74 |
106.73 |
| S1 |
105.72 |
106.22 |
|