NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
101.55 |
101.65 |
0.10 |
0.1% |
99.29 |
High |
102.00 |
102.51 |
0.51 |
0.5% |
102.51 |
Low |
101.07 |
101.41 |
0.34 |
0.3% |
99.01 |
Close |
101.82 |
102.35 |
0.53 |
0.5% |
102.35 |
Range |
0.93 |
1.10 |
0.17 |
18.3% |
3.50 |
ATR |
1.23 |
1.22 |
-0.01 |
-0.7% |
0.00 |
Volume |
9,367 |
7,966 |
-1,401 |
-15.0% |
43,549 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.39 |
104.97 |
102.96 |
|
R3 |
104.29 |
103.87 |
102.65 |
|
R2 |
103.19 |
103.19 |
102.55 |
|
R1 |
102.77 |
102.77 |
102.45 |
102.98 |
PP |
102.09 |
102.09 |
102.09 |
102.20 |
S1 |
101.67 |
101.67 |
102.25 |
101.88 |
S2 |
100.99 |
100.99 |
102.15 |
|
S3 |
99.89 |
100.57 |
102.05 |
|
S4 |
98.79 |
99.47 |
101.75 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.79 |
110.57 |
104.28 |
|
R3 |
108.29 |
107.07 |
103.31 |
|
R2 |
104.79 |
104.79 |
102.99 |
|
R1 |
103.57 |
103.57 |
102.67 |
104.18 |
PP |
101.29 |
101.29 |
101.29 |
101.60 |
S1 |
100.07 |
100.07 |
102.03 |
100.68 |
S2 |
97.79 |
97.79 |
101.71 |
|
S3 |
94.29 |
96.57 |
101.39 |
|
S4 |
90.79 |
93.07 |
100.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.51 |
99.01 |
3.50 |
3.4% |
1.05 |
1.0% |
95% |
True |
False |
8,709 |
10 |
102.51 |
97.46 |
5.05 |
4.9% |
1.24 |
1.2% |
97% |
True |
False |
8,334 |
20 |
102.51 |
97.46 |
5.05 |
4.9% |
1.21 |
1.2% |
97% |
True |
False |
8,501 |
40 |
102.51 |
90.05 |
12.46 |
12.2% |
1.17 |
1.1% |
99% |
True |
False |
8,941 |
60 |
102.51 |
90.05 |
12.46 |
12.2% |
1.21 |
1.2% |
99% |
True |
False |
6,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.19 |
2.618 |
105.39 |
1.618 |
104.29 |
1.000 |
103.61 |
0.618 |
103.19 |
HIGH |
102.51 |
0.618 |
102.09 |
0.500 |
101.96 |
0.382 |
101.83 |
LOW |
101.41 |
0.618 |
100.73 |
1.000 |
100.31 |
1.618 |
99.63 |
2.618 |
98.53 |
4.250 |
96.74 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
102.22 |
102.07 |
PP |
102.09 |
101.79 |
S1 |
101.96 |
101.51 |
|