NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
99.35 |
100.98 |
1.63 |
1.6% |
101.45 |
High |
101.10 |
101.76 |
0.66 |
0.7% |
102.24 |
Low |
99.26 |
100.24 |
0.98 |
1.0% |
98.55 |
Close |
101.03 |
101.68 |
0.65 |
0.6% |
101.03 |
Range |
1.84 |
1.52 |
-0.32 |
-17.4% |
3.69 |
ATR |
1.51 |
1.51 |
0.00 |
0.1% |
0.00 |
Volume |
29,548 |
23,277 |
-6,271 |
-21.2% |
94,631 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.79 |
105.25 |
102.52 |
|
R3 |
104.27 |
103.73 |
102.10 |
|
R2 |
102.75 |
102.75 |
101.96 |
|
R1 |
102.21 |
102.21 |
101.82 |
102.48 |
PP |
101.23 |
101.23 |
101.23 |
101.36 |
S1 |
100.69 |
100.69 |
101.54 |
100.96 |
S2 |
99.71 |
99.71 |
101.40 |
|
S3 |
98.19 |
99.17 |
101.26 |
|
S4 |
96.67 |
97.65 |
100.84 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.68 |
110.04 |
103.06 |
|
R3 |
107.99 |
106.35 |
102.04 |
|
R2 |
104.30 |
104.30 |
101.71 |
|
R1 |
102.66 |
102.66 |
101.37 |
101.64 |
PP |
100.61 |
100.61 |
100.61 |
100.09 |
S1 |
98.97 |
98.97 |
100.69 |
97.95 |
S2 |
96.92 |
96.92 |
100.35 |
|
S3 |
93.23 |
95.28 |
100.02 |
|
S4 |
89.54 |
91.59 |
99.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.06 |
98.55 |
3.51 |
3.5% |
1.63 |
1.6% |
89% |
False |
False |
20,095 |
10 |
102.93 |
98.55 |
4.38 |
4.3% |
1.62 |
1.6% |
71% |
False |
False |
19,017 |
20 |
102.93 |
98.55 |
4.38 |
4.3% |
1.46 |
1.4% |
71% |
False |
False |
17,176 |
40 |
102.93 |
90.40 |
12.53 |
12.3% |
1.45 |
1.4% |
90% |
False |
False |
18,026 |
60 |
102.93 |
90.35 |
12.58 |
12.4% |
1.43 |
1.4% |
90% |
False |
False |
14,088 |
80 |
102.93 |
87.01 |
15.92 |
15.7% |
1.45 |
1.4% |
92% |
False |
False |
11,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.22 |
2.618 |
105.74 |
1.618 |
104.22 |
1.000 |
103.28 |
0.618 |
102.70 |
HIGH |
101.76 |
0.618 |
101.18 |
0.500 |
101.00 |
0.382 |
100.82 |
LOW |
100.24 |
0.618 |
99.30 |
1.000 |
98.72 |
1.618 |
97.78 |
2.618 |
96.26 |
4.250 |
93.78 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
101.45 |
101.17 |
PP |
101.23 |
100.66 |
S1 |
101.00 |
100.16 |
|