NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
100.05 |
100.67 |
0.62 |
0.6% |
102.24 |
High |
100.86 |
101.90 |
1.04 |
1.0% |
102.56 |
Low |
100.05 |
100.30 |
0.25 |
0.2% |
100.00 |
Close |
100.71 |
101.72 |
1.01 |
1.0% |
101.72 |
Range |
0.81 |
1.60 |
0.79 |
97.5% |
2.56 |
ATR |
1.16 |
1.19 |
0.03 |
2.7% |
0.00 |
Volume |
14,791 |
14,465 |
-326 |
-2.2% |
54,800 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.11 |
105.51 |
102.60 |
|
R3 |
104.51 |
103.91 |
102.16 |
|
R2 |
102.91 |
102.91 |
102.01 |
|
R1 |
102.31 |
102.31 |
101.87 |
102.61 |
PP |
101.31 |
101.31 |
101.31 |
101.46 |
S1 |
100.71 |
100.71 |
101.57 |
101.01 |
S2 |
99.71 |
99.71 |
101.43 |
|
S3 |
98.11 |
99.11 |
101.28 |
|
S4 |
96.51 |
97.51 |
100.84 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.11 |
107.97 |
103.13 |
|
R3 |
106.55 |
105.41 |
102.42 |
|
R2 |
103.99 |
103.99 |
102.19 |
|
R1 |
102.85 |
102.85 |
101.95 |
102.14 |
PP |
101.43 |
101.43 |
101.43 |
101.07 |
S1 |
100.29 |
100.29 |
101.49 |
99.58 |
S2 |
98.87 |
98.87 |
101.25 |
|
S3 |
96.31 |
97.73 |
101.02 |
|
S4 |
93.75 |
95.17 |
100.31 |
|
|
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 |
2.5% |
1.10 |
1.1% |
67% |
False |
False |
10,960 |
10 |
102.56 |
99.01 |
3.55 |
3.5% |
1.08 |
1.1% |
76% |
False |
False |
9,834 |
20 |
102.56 |
97.46 |
5.10 |
5.0% |
1.20 |
1.2% |
84% |
False |
False |
9,051 |
40 |
102.56 |
92.82 |
9.74 |
9.6% |
1.12 |
1.1% |
91% |
False |
False |
9,578 |
60 |
102.56 |
90.05 |
12.51 |
12.3% |
1.16 |
1.1% |
93% |
False |
False |
7,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.70 |
2.618 |
106.09 |
1.618 |
104.49 |
1.000 |
103.50 |
0.618 |
102.89 |
HIGH |
101.90 |
0.618 |
101.29 |
0.500 |
101.10 |
0.382 |
100.91 |
LOW |
100.30 |
0.618 |
99.31 |
1.000 |
98.70 |
1.618 |
97.71 |
2.618 |
96.11 |
4.250 |
93.50 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
101.51 |
101.46 |
PP |
101.31 |
101.21 |
S1 |
101.10 |
100.95 |
|