NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
100.67 |
102.30 |
1.63 |
1.6% |
102.24 |
| High |
101.90 |
102.31 |
0.41 |
0.4% |
102.56 |
| Low |
100.30 |
101.30 |
1.00 |
1.0% |
100.00 |
| Close |
101.72 |
101.45 |
-0.27 |
-0.3% |
101.72 |
| Range |
1.60 |
1.01 |
-0.59 |
-36.9% |
2.56 |
| ATR |
1.19 |
1.18 |
-0.01 |
-1.1% |
0.00 |
| Volume |
14,465 |
8,714 |
-5,751 |
-39.8% |
54,800 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.72 |
104.09 |
102.01 |
|
| R3 |
103.71 |
103.08 |
101.73 |
|
| R2 |
102.70 |
102.70 |
101.64 |
|
| R1 |
102.07 |
102.07 |
101.54 |
101.88 |
| PP |
101.69 |
101.69 |
101.69 |
101.59 |
| S1 |
101.06 |
101.06 |
101.36 |
100.87 |
| S2 |
100.68 |
100.68 |
101.26 |
|
| S3 |
99.67 |
100.05 |
101.17 |
|
| S4 |
98.66 |
99.04 |
100.89 |
|
|
| 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 |
102.31 |
100.00 |
2.31 |
2.3% |
1.14 |
1.1% |
63% |
True |
False |
11,315 |
| 10 |
102.56 |
100.00 |
2.56 |
2.5% |
1.03 |
1.0% |
57% |
False |
False |
9,694 |
| 20 |
102.56 |
97.46 |
5.10 |
5.0% |
1.21 |
1.2% |
78% |
False |
False |
9,209 |
| 40 |
102.56 |
93.50 |
9.06 |
8.9% |
1.11 |
1.1% |
88% |
False |
False |
9,720 |
| 60 |
102.56 |
90.05 |
12.51 |
12.3% |
1.16 |
1.1% |
91% |
False |
False |
7,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.60 |
|
2.618 |
104.95 |
|
1.618 |
103.94 |
|
1.000 |
103.32 |
|
0.618 |
102.93 |
|
HIGH |
102.31 |
|
0.618 |
101.92 |
|
0.500 |
101.81 |
|
0.382 |
101.69 |
|
LOW |
101.30 |
|
0.618 |
100.68 |
|
1.000 |
100.29 |
|
1.618 |
99.67 |
|
2.618 |
98.66 |
|
4.250 |
97.01 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.81 |
101.36 |
| PP |
101.69 |
101.27 |
| S1 |
101.57 |
101.18 |
|