NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
102.30 |
101.77 |
-0.53 |
-0.5% |
102.24 |
| High |
102.31 |
104.03 |
1.72 |
1.7% |
102.56 |
| Low |
101.30 |
101.54 |
0.24 |
0.2% |
100.00 |
| Close |
101.45 |
103.88 |
2.43 |
2.4% |
101.72 |
| Range |
1.01 |
2.49 |
1.48 |
146.5% |
2.56 |
| ATR |
1.18 |
1.28 |
0.10 |
8.5% |
0.00 |
| Volume |
8,714 |
5,816 |
-2,898 |
-33.3% |
54,800 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.62 |
109.74 |
105.25 |
|
| R3 |
108.13 |
107.25 |
104.56 |
|
| R2 |
105.64 |
105.64 |
104.34 |
|
| R1 |
104.76 |
104.76 |
104.11 |
105.20 |
| PP |
103.15 |
103.15 |
103.15 |
103.37 |
| S1 |
102.27 |
102.27 |
103.65 |
102.71 |
| S2 |
100.66 |
100.66 |
103.42 |
|
| S3 |
98.17 |
99.78 |
103.20 |
|
| S4 |
95.68 |
97.29 |
102.51 |
|
|
| 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 |
104.03 |
100.00 |
4.03 |
3.9% |
1.39 |
1.3% |
96% |
True |
False |
11,212 |
| 10 |
104.03 |
100.00 |
4.03 |
3.9% |
1.19 |
1.1% |
96% |
True |
False |
9,433 |
| 20 |
104.03 |
97.46 |
6.57 |
6.3% |
1.30 |
1.3% |
98% |
True |
False |
9,252 |
| 40 |
104.03 |
93.89 |
10.14 |
9.8% |
1.16 |
1.1% |
99% |
True |
False |
9,779 |
| 60 |
104.03 |
90.05 |
13.98 |
13.5% |
1.19 |
1.1% |
99% |
True |
False |
7,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.61 |
|
2.618 |
110.55 |
|
1.618 |
108.06 |
|
1.000 |
106.52 |
|
0.618 |
105.57 |
|
HIGH |
104.03 |
|
0.618 |
103.08 |
|
0.500 |
102.79 |
|
0.382 |
102.49 |
|
LOW |
101.54 |
|
0.618 |
100.00 |
|
1.000 |
99.05 |
|
1.618 |
97.51 |
|
2.618 |
95.02 |
|
4.250 |
90.96 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.52 |
103.31 |
| PP |
103.15 |
102.74 |
| S1 |
102.79 |
102.17 |
|