NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
103.08 |
103.91 |
0.83 |
0.8% |
100.98 |
High |
103.91 |
103.92 |
0.01 |
0.0% |
103.91 |
Low |
102.77 |
103.09 |
0.32 |
0.3% |
100.24 |
Close |
103.72 |
103.32 |
-0.40 |
-0.4% |
103.72 |
Range |
1.14 |
0.83 |
-0.31 |
-27.2% |
3.67 |
ATR |
1.39 |
1.35 |
-0.04 |
-2.9% |
0.00 |
Volume |
19,335 |
20,286 |
951 |
4.9% |
103,106 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.93 |
105.46 |
103.78 |
|
R3 |
105.10 |
104.63 |
103.55 |
|
R2 |
104.27 |
104.27 |
103.47 |
|
R1 |
103.80 |
103.80 |
103.40 |
103.62 |
PP |
103.44 |
103.44 |
103.44 |
103.36 |
S1 |
102.97 |
102.97 |
103.24 |
102.79 |
S2 |
102.61 |
102.61 |
103.17 |
|
S3 |
101.78 |
102.14 |
103.09 |
|
S4 |
100.95 |
101.31 |
102.86 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.63 |
112.35 |
105.74 |
|
R3 |
109.96 |
108.68 |
104.73 |
|
R2 |
106.29 |
106.29 |
104.39 |
|
R1 |
105.01 |
105.01 |
104.06 |
105.65 |
PP |
102.62 |
102.62 |
102.62 |
102.95 |
S1 |
101.34 |
101.34 |
103.38 |
101.98 |
S2 |
98.95 |
98.95 |
103.05 |
|
S3 |
95.28 |
97.67 |
102.71 |
|
S4 |
91.61 |
94.00 |
101.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.92 |
101.42 |
2.50 |
2.4% |
1.02 |
1.0% |
76% |
True |
False |
20,023 |
10 |
103.92 |
98.55 |
5.37 |
5.2% |
1.32 |
1.3% |
89% |
True |
False |
20,059 |
20 |
103.92 |
98.55 |
5.37 |
5.2% |
1.39 |
1.3% |
89% |
True |
False |
18,452 |
40 |
103.92 |
90.40 |
13.52 |
13.1% |
1.37 |
1.3% |
96% |
True |
False |
19,392 |
60 |
103.92 |
90.35 |
13.57 |
13.1% |
1.40 |
1.4% |
96% |
True |
False |
15,380 |
80 |
103.92 |
88.45 |
15.47 |
15.0% |
1.44 |
1.4% |
96% |
True |
False |
12,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.45 |
2.618 |
106.09 |
1.618 |
105.26 |
1.000 |
104.75 |
0.618 |
104.43 |
HIGH |
103.92 |
0.618 |
103.60 |
0.500 |
103.51 |
0.382 |
103.41 |
LOW |
103.09 |
0.618 |
102.58 |
1.000 |
102.26 |
1.618 |
101.75 |
2.618 |
100.92 |
4.250 |
99.56 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
103.51 |
103.28 |
PP |
103.44 |
103.23 |
S1 |
103.38 |
103.19 |
|