NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
104.18 |
102.30 |
-1.88 |
-1.8% |
102.30 |
High |
104.54 |
103.48 |
-1.06 |
-1.0% |
106.22 |
Low |
102.48 |
101.69 |
-0.79 |
-0.8% |
101.30 |
Close |
103.37 |
102.71 |
-0.66 |
-0.6% |
102.71 |
Range |
2.06 |
1.79 |
-0.27 |
-13.1% |
4.92 |
ATR |
1.41 |
1.44 |
0.03 |
1.9% |
0.00 |
Volume |
11,798 |
9,276 |
-2,522 |
-21.4% |
51,589 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.00 |
107.14 |
103.69 |
|
R3 |
106.21 |
105.35 |
103.20 |
|
R2 |
104.42 |
104.42 |
103.04 |
|
R1 |
103.56 |
103.56 |
102.87 |
103.99 |
PP |
102.63 |
102.63 |
102.63 |
102.84 |
S1 |
101.77 |
101.77 |
102.55 |
102.20 |
S2 |
100.84 |
100.84 |
102.38 |
|
S3 |
99.05 |
99.98 |
102.22 |
|
S4 |
97.26 |
98.19 |
101.73 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.17 |
115.36 |
105.42 |
|
R3 |
113.25 |
110.44 |
104.06 |
|
R2 |
108.33 |
108.33 |
103.61 |
|
R1 |
105.52 |
105.52 |
103.16 |
106.93 |
PP |
103.41 |
103.41 |
103.41 |
104.11 |
S1 |
100.60 |
100.60 |
102.26 |
102.01 |
S2 |
98.49 |
98.49 |
101.81 |
|
S3 |
93.57 |
95.68 |
101.36 |
|
S4 |
88.65 |
90.76 |
100.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106.22 |
101.30 |
4.92 |
4.8% |
1.95 |
1.9% |
29% |
False |
False |
10,317 |
10 |
106.22 |
100.00 |
6.22 |
6.1% |
1.53 |
1.5% |
44% |
False |
False |
10,638 |
20 |
106.22 |
97.46 |
8.76 |
8.5% |
1.38 |
1.3% |
60% |
False |
False |
9,486 |
40 |
106.22 |
96.28 |
9.94 |
9.7% |
1.24 |
1.2% |
65% |
False |
False |
9,901 |
60 |
106.22 |
90.05 |
16.17 |
15.7% |
1.24 |
1.2% |
78% |
False |
False |
8,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.09 |
2.618 |
108.17 |
1.618 |
106.38 |
1.000 |
105.27 |
0.618 |
104.59 |
HIGH |
103.48 |
0.618 |
102.80 |
0.500 |
102.59 |
0.382 |
102.37 |
LOW |
101.69 |
0.618 |
100.58 |
1.000 |
99.90 |
1.618 |
98.79 |
2.618 |
97.00 |
4.250 |
94.08 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
102.67 |
103.96 |
PP |
102.63 |
103.54 |
S1 |
102.59 |
103.13 |
|