NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
105.54 |
105.50 |
-0.04 |
0.0% |
103.91 |
| High |
107.94 |
106.12 |
-1.82 |
-1.7% |
103.92 |
| Low |
105.38 |
104.04 |
-1.34 |
-1.3% |
101.01 |
| Close |
106.18 |
104.95 |
-1.23 |
-1.2% |
103.11 |
| Range |
2.56 |
2.08 |
-0.48 |
-18.8% |
2.91 |
| ATR |
1.55 |
1.59 |
0.04 |
2.7% |
0.00 |
| Volume |
32,618 |
26,227 |
-6,391 |
-19.6% |
123,057 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.28 |
110.19 |
106.09 |
|
| R3 |
109.20 |
108.11 |
105.52 |
|
| R2 |
107.12 |
107.12 |
105.33 |
|
| R1 |
106.03 |
106.03 |
105.14 |
105.54 |
| PP |
105.04 |
105.04 |
105.04 |
104.79 |
| S1 |
103.95 |
103.95 |
104.76 |
103.46 |
| S2 |
102.96 |
102.96 |
104.57 |
|
| S3 |
100.88 |
101.87 |
104.38 |
|
| S4 |
98.80 |
99.79 |
103.81 |
|
|
| 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 |
101.42 |
6.52 |
6.2% |
2.08 |
2.0% |
54% |
False |
False |
22,198 |
| 10 |
107.94 |
101.01 |
6.93 |
6.6% |
1.65 |
1.6% |
57% |
False |
False |
23,005 |
| 20 |
107.94 |
98.55 |
9.39 |
8.9% |
1.55 |
1.5% |
68% |
False |
False |
21,614 |
| 40 |
107.94 |
96.23 |
11.71 |
11.2% |
1.43 |
1.4% |
74% |
False |
False |
21,015 |
| 60 |
107.94 |
90.40 |
17.54 |
16.7% |
1.43 |
1.4% |
83% |
False |
False |
17,802 |
| 80 |
107.94 |
90.35 |
17.59 |
16.8% |
1.43 |
1.4% |
83% |
False |
False |
14,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.96 |
|
2.618 |
111.57 |
|
1.618 |
109.49 |
|
1.000 |
108.20 |
|
0.618 |
107.41 |
|
HIGH |
106.12 |
|
0.618 |
105.33 |
|
0.500 |
105.08 |
|
0.382 |
104.83 |
|
LOW |
104.04 |
|
0.618 |
102.75 |
|
1.000 |
101.96 |
|
1.618 |
100.67 |
|
2.618 |
98.59 |
|
4.250 |
95.20 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.08 |
105.32 |
| PP |
105.04 |
105.20 |
| S1 |
104.99 |
105.07 |
|