NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
102.03 |
102.85 |
0.82 |
0.8% |
101.45 |
High |
102.66 |
103.33 |
0.67 |
0.7% |
102.24 |
Low |
101.56 |
102.46 |
0.90 |
0.9% |
98.55 |
Close |
102.57 |
103.16 |
0.59 |
0.6% |
101.03 |
Range |
1.10 |
0.87 |
-0.23 |
-20.9% |
3.69 |
ATR |
1.45 |
1.41 |
-0.04 |
-2.9% |
0.00 |
Volume |
18,204 |
22,745 |
4,541 |
24.9% |
94,631 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.59 |
105.25 |
103.64 |
|
R3 |
104.72 |
104.38 |
103.40 |
|
R2 |
103.85 |
103.85 |
103.32 |
|
R1 |
103.51 |
103.51 |
103.24 |
103.68 |
PP |
102.98 |
102.98 |
102.98 |
103.07 |
S1 |
102.64 |
102.64 |
103.08 |
102.81 |
S2 |
102.11 |
102.11 |
103.00 |
|
S3 |
101.24 |
101.77 |
102.92 |
|
S4 |
100.37 |
100.90 |
102.68 |
|
|
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 |
103.33 |
99.26 |
4.07 |
3.9% |
1.29 |
1.3% |
96% |
True |
False |
22,663 |
10 |
103.33 |
98.55 |
4.78 |
4.6% |
1.46 |
1.4% |
96% |
True |
False |
20,224 |
20 |
103.33 |
98.55 |
4.78 |
4.6% |
1.44 |
1.4% |
96% |
True |
False |
18,382 |
40 |
103.33 |
90.40 |
12.93 |
12.5% |
1.46 |
1.4% |
99% |
True |
False |
18,993 |
60 |
103.33 |
90.35 |
12.98 |
12.6% |
1.42 |
1.4% |
99% |
True |
False |
14,857 |
80 |
103.33 |
88.45 |
14.88 |
14.4% |
1.46 |
1.4% |
99% |
True |
False |
12,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.03 |
2.618 |
105.61 |
1.618 |
104.74 |
1.000 |
104.20 |
0.618 |
103.87 |
HIGH |
103.33 |
0.618 |
103.00 |
0.500 |
102.90 |
0.382 |
102.79 |
LOW |
102.46 |
0.618 |
101.92 |
1.000 |
101.59 |
1.618 |
101.05 |
2.618 |
100.18 |
4.250 |
98.76 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
103.07 |
102.90 |
PP |
102.98 |
102.64 |
S1 |
102.90 |
102.38 |
|