NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
100.98 |
101.55 |
0.57 |
0.6% |
101.45 |
High |
101.76 |
102.56 |
0.80 |
0.8% |
102.24 |
Low |
100.24 |
101.42 |
1.18 |
1.2% |
98.55 |
Close |
101.68 |
102.42 |
0.74 |
0.7% |
101.03 |
Range |
1.52 |
1.14 |
-0.38 |
-25.0% |
3.69 |
ATR |
1.51 |
1.48 |
-0.03 |
-1.7% |
0.00 |
Volume |
23,277 |
19,545 |
-3,732 |
-16.0% |
94,631 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.55 |
105.13 |
103.05 |
|
R3 |
104.41 |
103.99 |
102.73 |
|
R2 |
103.27 |
103.27 |
102.63 |
|
R1 |
102.85 |
102.85 |
102.52 |
103.06 |
PP |
102.13 |
102.13 |
102.13 |
102.24 |
S1 |
101.71 |
101.71 |
102.32 |
101.92 |
S2 |
100.99 |
100.99 |
102.21 |
|
S3 |
99.85 |
100.57 |
102.11 |
|
S4 |
98.71 |
99.43 |
101.79 |
|
|
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 |
102.56 |
98.55 |
4.01 |
3.9% |
1.51 |
1.5% |
97% |
True |
False |
21,769 |
10 |
102.93 |
98.55 |
4.38 |
4.3% |
1.63 |
1.6% |
88% |
False |
False |
20,089 |
20 |
102.93 |
98.55 |
4.38 |
4.3% |
1.47 |
1.4% |
88% |
False |
False |
17,631 |
40 |
102.93 |
90.40 |
12.53 |
12.2% |
1.45 |
1.4% |
96% |
False |
False |
18,264 |
60 |
102.93 |
90.35 |
12.58 |
12.3% |
1.43 |
1.4% |
96% |
False |
False |
14,351 |
80 |
102.93 |
87.41 |
15.52 |
15.2% |
1.46 |
1.4% |
97% |
False |
False |
12,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.41 |
2.618 |
105.54 |
1.618 |
104.40 |
1.000 |
103.70 |
0.618 |
103.26 |
HIGH |
102.56 |
0.618 |
102.12 |
0.500 |
101.99 |
0.382 |
101.86 |
LOW |
101.42 |
0.618 |
100.72 |
1.000 |
100.28 |
1.618 |
99.58 |
2.618 |
98.44 |
4.250 |
96.58 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
102.28 |
101.92 |
PP |
102.13 |
101.41 |
S1 |
101.99 |
100.91 |
|