NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
101.65 |
102.24 |
0.59 |
0.6% |
99.29 |
High |
102.51 |
102.56 |
0.05 |
0.0% |
102.51 |
Low |
101.41 |
101.76 |
0.35 |
0.3% |
99.01 |
Close |
102.35 |
101.98 |
-0.37 |
-0.4% |
102.35 |
Range |
1.10 |
0.80 |
-0.30 |
-27.3% |
3.50 |
ATR |
1.22 |
1.19 |
-0.03 |
-2.5% |
0.00 |
Volume |
7,966 |
6,937 |
-1,029 |
-12.9% |
43,549 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.50 |
104.04 |
102.42 |
|
R3 |
103.70 |
103.24 |
102.20 |
|
R2 |
102.90 |
102.90 |
102.13 |
|
R1 |
102.44 |
102.44 |
102.05 |
102.27 |
PP |
102.10 |
102.10 |
102.10 |
102.02 |
S1 |
101.64 |
101.64 |
101.91 |
101.47 |
S2 |
101.30 |
101.30 |
101.83 |
|
S3 |
100.50 |
100.84 |
101.76 |
|
S4 |
99.70 |
100.04 |
101.54 |
|
|
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 |
102.56 |
100.18 |
2.38 |
2.3% |
0.92 |
0.9% |
76% |
True |
False |
8,074 |
10 |
102.56 |
97.46 |
5.10 |
5.0% |
1.22 |
1.2% |
89% |
True |
False |
8,277 |
20 |
102.56 |
97.46 |
5.10 |
5.0% |
1.20 |
1.2% |
89% |
True |
False |
8,383 |
40 |
102.56 |
90.05 |
12.51 |
12.3% |
1.13 |
1.1% |
95% |
True |
False |
8,993 |
60 |
102.56 |
90.05 |
12.51 |
12.3% |
1.20 |
1.2% |
95% |
True |
False |
6,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.96 |
2.618 |
104.65 |
1.618 |
103.85 |
1.000 |
103.36 |
0.618 |
103.05 |
HIGH |
102.56 |
0.618 |
102.25 |
0.500 |
102.16 |
0.382 |
102.07 |
LOW |
101.76 |
0.618 |
101.27 |
1.000 |
100.96 |
1.618 |
100.47 |
2.618 |
99.67 |
4.250 |
98.36 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
102.16 |
101.93 |
PP |
102.10 |
101.87 |
S1 |
102.04 |
101.82 |
|