NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
101.28 |
102.11 |
0.83 |
0.8% |
103.91 |
High |
102.10 |
103.32 |
1.22 |
1.2% |
103.92 |
Low |
101.03 |
101.42 |
0.39 |
0.4% |
101.01 |
Close |
101.96 |
103.11 |
1.15 |
1.1% |
103.11 |
Range |
1.07 |
1.90 |
0.83 |
77.6% |
2.91 |
ATR |
1.35 |
1.39 |
0.04 |
2.9% |
0.00 |
Volume |
30,121 |
23,332 |
-6,789 |
-22.5% |
123,057 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.32 |
107.61 |
104.16 |
|
R3 |
106.42 |
105.71 |
103.63 |
|
R2 |
104.52 |
104.52 |
103.46 |
|
R1 |
103.81 |
103.81 |
103.28 |
104.17 |
PP |
102.62 |
102.62 |
102.62 |
102.79 |
S1 |
101.91 |
101.91 |
102.94 |
102.27 |
S2 |
100.72 |
100.72 |
102.76 |
|
S3 |
98.82 |
100.01 |
102.59 |
|
S4 |
96.92 |
98.11 |
102.07 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.41 |
110.17 |
104.71 |
|
R3 |
108.50 |
107.26 |
103.91 |
|
R2 |
105.59 |
105.59 |
103.64 |
|
R1 |
104.35 |
104.35 |
103.38 |
103.52 |
PP |
102.68 |
102.68 |
102.68 |
102.26 |
S1 |
101.44 |
101.44 |
102.84 |
100.61 |
S2 |
99.77 |
99.77 |
102.58 |
|
S3 |
96.86 |
98.53 |
102.31 |
|
S4 |
93.95 |
95.62 |
101.51 |
|
|
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 |
2.8% |
1.37 |
1.3% |
72% |
False |
False |
24,611 |
10 |
103.92 |
100.24 |
3.68 |
3.6% |
1.26 |
1.2% |
78% |
False |
False |
22,616 |
20 |
103.92 |
98.55 |
5.37 |
5.2% |
1.41 |
1.4% |
85% |
False |
False |
20,244 |
40 |
103.92 |
93.38 |
10.54 |
10.2% |
1.35 |
1.3% |
92% |
False |
False |
20,544 |
60 |
103.92 |
90.35 |
13.57 |
13.2% |
1.38 |
1.3% |
94% |
False |
False |
16,799 |
80 |
103.92 |
89.23 |
14.69 |
14.2% |
1.42 |
1.4% |
94% |
False |
False |
13,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.40 |
2.618 |
108.29 |
1.618 |
106.39 |
1.000 |
105.22 |
0.618 |
104.49 |
HIGH |
103.32 |
0.618 |
102.59 |
0.500 |
102.37 |
0.382 |
102.15 |
LOW |
101.42 |
0.618 |
100.25 |
1.000 |
99.52 |
1.618 |
98.35 |
2.618 |
96.45 |
4.250 |
93.35 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
102.86 |
102.80 |
PP |
102.62 |
102.48 |
S1 |
102.37 |
102.17 |
|