NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
101.55 |
102.03 |
0.48 |
0.5% |
101.45 |
High |
102.56 |
102.66 |
0.10 |
0.1% |
102.24 |
Low |
101.42 |
101.56 |
0.14 |
0.1% |
98.55 |
Close |
102.42 |
102.57 |
0.15 |
0.1% |
101.03 |
Range |
1.14 |
1.10 |
-0.04 |
-3.5% |
3.69 |
ATR |
1.48 |
1.45 |
-0.03 |
-1.8% |
0.00 |
Volume |
19,545 |
18,204 |
-1,341 |
-6.9% |
94,631 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.56 |
105.17 |
103.18 |
|
R3 |
104.46 |
104.07 |
102.87 |
|
R2 |
103.36 |
103.36 |
102.77 |
|
R1 |
102.97 |
102.97 |
102.67 |
103.17 |
PP |
102.26 |
102.26 |
102.26 |
102.36 |
S1 |
101.87 |
101.87 |
102.47 |
102.07 |
S2 |
101.16 |
101.16 |
102.37 |
|
S3 |
100.06 |
100.77 |
102.27 |
|
S4 |
98.96 |
99.67 |
101.97 |
|
|
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 |
102.66 |
98.55 |
4.11 |
4.0% |
1.54 |
1.5% |
98% |
True |
False |
22,354 |
10 |
102.93 |
98.55 |
4.38 |
4.3% |
1.57 |
1.5% |
92% |
False |
False |
19,554 |
20 |
102.93 |
98.55 |
4.38 |
4.3% |
1.47 |
1.4% |
92% |
False |
False |
17,900 |
40 |
102.93 |
90.40 |
12.53 |
12.2% |
1.46 |
1.4% |
97% |
False |
False |
18,542 |
60 |
102.93 |
90.35 |
12.58 |
12.3% |
1.42 |
1.4% |
97% |
False |
False |
14,570 |
80 |
102.93 |
87.41 |
15.52 |
15.1% |
1.46 |
1.4% |
98% |
False |
False |
12,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.34 |
2.618 |
105.54 |
1.618 |
104.44 |
1.000 |
103.76 |
0.618 |
103.34 |
HIGH |
102.66 |
0.618 |
102.24 |
0.500 |
102.11 |
0.382 |
101.98 |
LOW |
101.56 |
0.618 |
100.88 |
1.000 |
100.46 |
1.618 |
99.78 |
2.618 |
98.68 |
4.250 |
96.89 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
102.42 |
102.20 |
PP |
102.26 |
101.82 |
S1 |
102.11 |
101.45 |
|