NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
102.24 |
101.68 |
-0.56 |
-0.5% |
99.29 |
High |
102.56 |
102.11 |
-0.45 |
-0.4% |
102.51 |
Low |
101.76 |
100.84 |
-0.92 |
-0.9% |
99.01 |
Close |
101.98 |
101.12 |
-0.86 |
-0.8% |
102.35 |
Range |
0.80 |
1.27 |
0.47 |
58.8% |
3.50 |
ATR |
1.19 |
1.20 |
0.01 |
0.5% |
0.00 |
Volume |
6,937 |
6,329 |
-608 |
-8.8% |
43,549 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.17 |
104.41 |
101.82 |
|
R3 |
103.90 |
103.14 |
101.47 |
|
R2 |
102.63 |
102.63 |
101.35 |
|
R1 |
101.87 |
101.87 |
101.24 |
101.62 |
PP |
101.36 |
101.36 |
101.36 |
101.23 |
S1 |
100.60 |
100.60 |
101.00 |
100.35 |
S2 |
100.09 |
100.09 |
100.89 |
|
S3 |
98.82 |
99.33 |
100.77 |
|
S4 |
97.55 |
98.06 |
100.42 |
|
|
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 |
100.50 |
2.06 |
2.0% |
0.98 |
1.0% |
30% |
False |
False |
7,654 |
10 |
102.56 |
97.46 |
5.10 |
5.0% |
1.18 |
1.2% |
72% |
False |
False |
8,227 |
20 |
102.56 |
97.46 |
5.10 |
5.0% |
1.21 |
1.2% |
72% |
False |
False |
8,413 |
40 |
102.56 |
91.35 |
11.21 |
11.1% |
1.10 |
1.1% |
87% |
False |
False |
9,065 |
60 |
102.56 |
90.05 |
12.51 |
12.4% |
1.20 |
1.2% |
88% |
False |
False |
7,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.51 |
2.618 |
105.43 |
1.618 |
104.16 |
1.000 |
103.38 |
0.618 |
102.89 |
HIGH |
102.11 |
0.618 |
101.62 |
0.500 |
101.48 |
0.382 |
101.33 |
LOW |
100.84 |
0.618 |
100.06 |
1.000 |
99.57 |
1.618 |
98.79 |
2.618 |
97.52 |
4.250 |
95.44 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
101.48 |
101.70 |
PP |
101.36 |
101.51 |
S1 |
101.24 |
101.31 |
|