NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
102.53 |
101.28 |
-1.25 |
-1.2% |
100.98 |
| High |
102.61 |
102.10 |
-0.51 |
-0.5% |
103.91 |
| Low |
101.01 |
101.03 |
0.02 |
0.0% |
100.24 |
| Close |
101.25 |
101.96 |
0.71 |
0.7% |
103.72 |
| Range |
1.60 |
1.07 |
-0.53 |
-33.1% |
3.67 |
| ATR |
1.38 |
1.35 |
-0.02 |
-1.6% |
0.00 |
| Volume |
32,880 |
30,121 |
-2,759 |
-8.4% |
103,106 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.91 |
104.50 |
102.55 |
|
| R3 |
103.84 |
103.43 |
102.25 |
|
| R2 |
102.77 |
102.77 |
102.16 |
|
| R1 |
102.36 |
102.36 |
102.06 |
102.57 |
| PP |
101.70 |
101.70 |
101.70 |
101.80 |
| S1 |
101.29 |
101.29 |
101.86 |
101.50 |
| S2 |
100.63 |
100.63 |
101.76 |
|
| S3 |
99.56 |
100.22 |
101.67 |
|
| S4 |
98.49 |
99.15 |
101.37 |
|
|
| 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% |
1.21 |
1.2% |
33% |
False |
False |
23,812 |
| 10 |
103.92 |
99.26 |
4.66 |
4.6% |
1.25 |
1.2% |
58% |
False |
False |
23,237 |
| 20 |
103.92 |
98.55 |
5.37 |
5.3% |
1.37 |
1.3% |
64% |
False |
False |
20,072 |
| 40 |
103.92 |
92.85 |
11.07 |
10.9% |
1.34 |
1.3% |
82% |
False |
False |
20,198 |
| 60 |
103.92 |
90.35 |
13.57 |
13.3% |
1.38 |
1.4% |
86% |
False |
False |
16,478 |
| 80 |
103.92 |
88.45 |
15.47 |
15.2% |
1.43 |
1.4% |
87% |
False |
False |
13,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.65 |
|
2.618 |
104.90 |
|
1.618 |
103.83 |
|
1.000 |
103.17 |
|
0.618 |
102.76 |
|
HIGH |
102.10 |
|
0.618 |
101.69 |
|
0.500 |
101.57 |
|
0.382 |
101.44 |
|
LOW |
101.03 |
|
0.618 |
100.37 |
|
1.000 |
99.96 |
|
1.618 |
99.30 |
|
2.618 |
98.23 |
|
4.250 |
96.48 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.83 |
102.24 |
| PP |
101.70 |
102.14 |
| S1 |
101.57 |
102.05 |
|