NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
102.94 |
105.54 |
2.60 |
2.5% |
103.91 |
| High |
105.57 |
107.94 |
2.37 |
2.2% |
103.92 |
| Low |
102.70 |
105.38 |
2.68 |
2.6% |
101.01 |
| Close |
105.37 |
106.18 |
0.81 |
0.8% |
103.11 |
| Range |
2.87 |
2.56 |
-0.31 |
-10.8% |
2.91 |
| ATR |
1.47 |
1.55 |
0.08 |
5.3% |
0.00 |
| Volume |
10,968 |
32,618 |
21,650 |
197.4% |
123,057 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.18 |
112.74 |
107.59 |
|
| R3 |
111.62 |
110.18 |
106.88 |
|
| R2 |
109.06 |
109.06 |
106.65 |
|
| R1 |
107.62 |
107.62 |
106.41 |
108.34 |
| PP |
106.50 |
106.50 |
106.50 |
106.86 |
| S1 |
105.06 |
105.06 |
105.95 |
105.78 |
| S2 |
103.94 |
103.94 |
105.71 |
|
| S3 |
101.38 |
102.50 |
105.48 |
|
| S4 |
98.82 |
99.94 |
104.77 |
|
|
| 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 |
107.94 |
101.03 |
6.91 |
6.5% |
1.88 |
1.8% |
75% |
True |
False |
22,976 |
| 10 |
107.94 |
101.01 |
6.93 |
6.5% |
1.53 |
1.4% |
75% |
True |
False |
22,656 |
| 20 |
107.94 |
98.55 |
9.39 |
8.8% |
1.55 |
1.5% |
81% |
True |
False |
21,105 |
| 40 |
107.94 |
96.02 |
11.92 |
11.2% |
1.41 |
1.3% |
85% |
True |
False |
21,223 |
| 60 |
107.94 |
90.40 |
17.54 |
16.5% |
1.41 |
1.3% |
90% |
True |
False |
17,526 |
| 80 |
107.94 |
90.35 |
17.59 |
16.6% |
1.42 |
1.3% |
90% |
True |
False |
14,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.82 |
|
2.618 |
114.64 |
|
1.618 |
112.08 |
|
1.000 |
110.50 |
|
0.618 |
109.52 |
|
HIGH |
107.94 |
|
0.618 |
106.96 |
|
0.500 |
106.66 |
|
0.382 |
106.36 |
|
LOW |
105.38 |
|
0.618 |
103.80 |
|
1.000 |
102.82 |
|
1.618 |
101.24 |
|
2.618 |
98.68 |
|
4.250 |
94.50 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.66 |
105.87 |
| PP |
106.50 |
105.56 |
| S1 |
106.34 |
105.26 |
|