NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
101.68 |
100.73 |
-0.95 |
-0.9% |
99.29 |
High |
102.11 |
101.03 |
-1.08 |
-1.1% |
102.51 |
Low |
100.84 |
100.00 |
-0.84 |
-0.8% |
99.01 |
Close |
101.12 |
100.13 |
-0.99 |
-1.0% |
102.35 |
Range |
1.27 |
1.03 |
-0.24 |
-18.9% |
3.50 |
ATR |
1.20 |
1.19 |
-0.01 |
-0.4% |
0.00 |
Volume |
6,329 |
12,278 |
5,949 |
94.0% |
43,549 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.48 |
102.83 |
100.70 |
|
R3 |
102.45 |
101.80 |
100.41 |
|
R2 |
101.42 |
101.42 |
100.32 |
|
R1 |
100.77 |
100.77 |
100.22 |
100.58 |
PP |
100.39 |
100.39 |
100.39 |
100.29 |
S1 |
99.74 |
99.74 |
100.04 |
99.55 |
S2 |
99.36 |
99.36 |
99.94 |
|
S3 |
98.33 |
98.71 |
99.85 |
|
S4 |
97.30 |
97.68 |
99.56 |
|
|
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 |
100.00 |
2.56 |
2.6% |
1.03 |
1.0% |
5% |
False |
True |
8,575 |
10 |
102.56 |
97.46 |
5.10 |
5.1% |
1.19 |
1.2% |
52% |
False |
False |
8,896 |
20 |
102.56 |
97.46 |
5.10 |
5.1% |
1.18 |
1.2% |
52% |
False |
False |
8,576 |
40 |
102.56 |
91.35 |
11.21 |
11.2% |
1.11 |
1.1% |
78% |
False |
False |
9,184 |
60 |
102.56 |
90.05 |
12.51 |
12.5% |
1.18 |
1.2% |
81% |
False |
False |
7,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.41 |
2.618 |
103.73 |
1.618 |
102.70 |
1.000 |
102.06 |
0.618 |
101.67 |
HIGH |
101.03 |
0.618 |
100.64 |
0.500 |
100.52 |
0.382 |
100.39 |
LOW |
100.00 |
0.618 |
99.36 |
1.000 |
98.97 |
1.618 |
98.33 |
2.618 |
97.30 |
4.250 |
95.62 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
100.52 |
101.28 |
PP |
100.39 |
100.90 |
S1 |
100.26 |
100.51 |
|