NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
98.44 |
99.29 |
0.85 |
0.9% |
99.56 |
High |
99.78 |
100.48 |
0.70 |
0.7% |
100.63 |
Low |
98.25 |
99.01 |
0.76 |
0.8% |
97.46 |
Close |
99.73 |
100.42 |
0.69 |
0.7% |
99.73 |
Range |
1.53 |
1.47 |
-0.06 |
-3.9% |
3.17 |
ATR |
1.30 |
1.31 |
0.01 |
0.9% |
0.00 |
Volume |
10,907 |
10,115 |
-792 |
-7.3% |
39,791 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.38 |
103.87 |
101.23 |
|
R3 |
102.91 |
102.40 |
100.82 |
|
R2 |
101.44 |
101.44 |
100.69 |
|
R1 |
100.93 |
100.93 |
100.55 |
101.19 |
PP |
99.97 |
99.97 |
99.97 |
100.10 |
S1 |
99.46 |
99.46 |
100.29 |
99.72 |
S2 |
98.50 |
98.50 |
100.15 |
|
S3 |
97.03 |
97.99 |
100.02 |
|
S4 |
95.56 |
96.52 |
99.61 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.78 |
107.43 |
101.47 |
|
R3 |
105.61 |
104.26 |
100.60 |
|
R2 |
102.44 |
102.44 |
100.31 |
|
R1 |
101.09 |
101.09 |
100.02 |
101.77 |
PP |
99.27 |
99.27 |
99.27 |
99.61 |
S1 |
97.92 |
97.92 |
99.44 |
98.60 |
S2 |
96.10 |
96.10 |
99.15 |
|
S3 |
92.93 |
94.75 |
98.86 |
|
S4 |
89.76 |
91.58 |
97.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.63 |
97.46 |
3.17 |
3.2% |
1.51 |
1.5% |
93% |
False |
False |
8,481 |
10 |
101.48 |
97.46 |
4.02 |
4.0% |
1.39 |
1.4% |
74% |
False |
False |
8,724 |
20 |
101.48 |
97.46 |
4.02 |
4.0% |
1.26 |
1.3% |
74% |
False |
False |
8,655 |
40 |
101.48 |
90.05 |
11.43 |
11.4% |
1.19 |
1.2% |
91% |
False |
False |
8,329 |
60 |
101.48 |
90.05 |
11.43 |
11.4% |
1.22 |
1.2% |
91% |
False |
False |
6,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.73 |
2.618 |
104.33 |
1.618 |
102.86 |
1.000 |
101.95 |
0.618 |
101.39 |
HIGH |
100.48 |
0.618 |
99.92 |
0.500 |
99.75 |
0.382 |
99.57 |
LOW |
99.01 |
0.618 |
98.10 |
1.000 |
97.54 |
1.618 |
96.63 |
2.618 |
95.16 |
4.250 |
92.76 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
100.20 |
99.94 |
PP |
99.97 |
99.45 |
S1 |
99.75 |
98.97 |
|