NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
103.00 |
102.53 |
-0.47 |
-0.5% |
100.98 |
| High |
103.46 |
102.61 |
-0.85 |
-0.8% |
103.91 |
| Low |
102.03 |
101.01 |
-1.02 |
-1.0% |
100.24 |
| Close |
102.33 |
101.25 |
-1.08 |
-1.1% |
103.72 |
| Range |
1.43 |
1.60 |
0.17 |
11.9% |
3.67 |
| ATR |
1.36 |
1.38 |
0.02 |
1.3% |
0.00 |
| Volume |
16,438 |
32,880 |
16,442 |
100.0% |
103,106 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.42 |
105.44 |
102.13 |
|
| R3 |
104.82 |
103.84 |
101.69 |
|
| R2 |
103.22 |
103.22 |
101.54 |
|
| R1 |
102.24 |
102.24 |
101.40 |
101.93 |
| PP |
101.62 |
101.62 |
101.62 |
101.47 |
| S1 |
100.64 |
100.64 |
101.10 |
100.33 |
| S2 |
100.02 |
100.02 |
100.96 |
|
| S3 |
98.42 |
99.04 |
100.81 |
|
| S4 |
96.82 |
97.44 |
100.37 |
|
|
| 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 |
101.01 |
2.91 |
2.9% |
1.17 |
1.2% |
8% |
False |
True |
22,336 |
| 10 |
103.92 |
98.55 |
5.37 |
5.3% |
1.36 |
1.3% |
50% |
False |
False |
22,345 |
| 20 |
103.92 |
98.55 |
5.37 |
5.3% |
1.39 |
1.4% |
50% |
False |
False |
19,478 |
| 40 |
103.92 |
91.40 |
12.52 |
12.4% |
1.35 |
1.3% |
79% |
False |
False |
20,009 |
| 60 |
103.92 |
90.35 |
13.57 |
13.4% |
1.39 |
1.4% |
80% |
False |
False |
16,059 |
| 80 |
103.92 |
88.45 |
15.47 |
15.3% |
1.44 |
1.4% |
83% |
False |
False |
13,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.41 |
|
2.618 |
106.80 |
|
1.618 |
105.20 |
|
1.000 |
104.21 |
|
0.618 |
103.60 |
|
HIGH |
102.61 |
|
0.618 |
102.00 |
|
0.500 |
101.81 |
|
0.382 |
101.62 |
|
LOW |
101.01 |
|
0.618 |
100.02 |
|
1.000 |
99.41 |
|
1.618 |
98.42 |
|
2.618 |
96.82 |
|
4.250 |
94.21 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.81 |
102.47 |
| PP |
101.62 |
102.06 |
| S1 |
101.44 |
101.66 |
|