NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
100.74 |
100.71 |
-0.03 |
0.0% |
99.56 |
High |
101.12 |
101.32 |
0.20 |
0.2% |
100.63 |
Low |
100.18 |
100.50 |
0.32 |
0.3% |
97.46 |
Close |
101.10 |
101.27 |
0.17 |
0.2% |
99.73 |
Range |
0.94 |
0.82 |
-0.12 |
-12.8% |
3.17 |
ATR |
1.28 |
1.25 |
-0.03 |
-2.6% |
0.00 |
Volume |
8,427 |
7,674 |
-753 |
-8.9% |
39,791 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.49 |
103.20 |
101.72 |
|
R3 |
102.67 |
102.38 |
101.50 |
|
R2 |
101.85 |
101.85 |
101.42 |
|
R1 |
101.56 |
101.56 |
101.35 |
101.71 |
PP |
101.03 |
101.03 |
101.03 |
101.10 |
S1 |
100.74 |
100.74 |
101.19 |
100.89 |
S2 |
100.21 |
100.21 |
101.12 |
|
S3 |
99.39 |
99.92 |
101.04 |
|
S4 |
98.57 |
99.10 |
100.82 |
|
|
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 |
101.32 |
97.46 |
3.86 |
3.8% |
1.35 |
1.3% |
99% |
True |
False |
9,216 |
10 |
101.48 |
97.46 |
4.02 |
4.0% |
1.36 |
1.3% |
95% |
False |
False |
8,658 |
20 |
101.48 |
97.46 |
4.02 |
4.0% |
1.24 |
1.2% |
95% |
False |
False |
8,651 |
40 |
101.48 |
90.05 |
11.43 |
11.3% |
1.21 |
1.2% |
98% |
False |
False |
8,593 |
60 |
101.48 |
90.05 |
11.43 |
11.3% |
1.22 |
1.2% |
98% |
False |
False |
6,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.81 |
2.618 |
103.47 |
1.618 |
102.65 |
1.000 |
102.14 |
0.618 |
101.83 |
HIGH |
101.32 |
0.618 |
101.01 |
0.500 |
100.91 |
0.382 |
100.81 |
LOW |
100.50 |
0.618 |
99.99 |
1.000 |
99.68 |
1.618 |
99.17 |
2.618 |
98.35 |
4.250 |
97.02 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
101.15 |
100.90 |
PP |
101.03 |
100.53 |
S1 |
100.91 |
100.17 |
|