NYMEX Light Sweet Crude Oil Future March 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 |
100.95 |
100.44 |
-0.51 |
-0.5% |
101.21 |
| High |
100.95 |
102.66 |
1.71 |
1.7% |
101.28 |
| Low |
100.09 |
100.40 |
0.31 |
0.3% |
98.98 |
| Close |
100.25 |
102.50 |
2.25 |
2.2% |
100.49 |
| Range |
0.86 |
2.26 |
1.40 |
162.8% |
2.30 |
| ATR |
1.15 |
1.24 |
0.09 |
7.8% |
0.00 |
| Volume |
10,551 |
6,868 |
-3,683 |
-34.9% |
76,630 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.63 |
107.83 |
103.74 |
|
| R3 |
106.37 |
105.57 |
103.12 |
|
| R2 |
104.11 |
104.11 |
102.91 |
|
| R1 |
103.31 |
103.31 |
102.71 |
103.71 |
| PP |
101.85 |
101.85 |
101.85 |
102.06 |
| S1 |
101.05 |
101.05 |
102.29 |
101.45 |
| S2 |
99.59 |
99.59 |
102.09 |
|
| S3 |
97.33 |
98.79 |
101.88 |
|
| S4 |
95.07 |
96.53 |
101.26 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.15 |
106.12 |
101.76 |
|
| R3 |
104.85 |
103.82 |
101.12 |
|
| R2 |
102.55 |
102.55 |
100.91 |
|
| R1 |
101.52 |
101.52 |
100.70 |
100.89 |
| PP |
100.25 |
100.25 |
100.25 |
99.93 |
| S1 |
99.22 |
99.22 |
100.28 |
98.59 |
| S2 |
97.95 |
97.95 |
100.07 |
|
| S3 |
95.65 |
96.92 |
99.86 |
|
| S4 |
93.35 |
94.62 |
99.23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.27 |
|
2.618 |
108.58 |
|
1.618 |
106.32 |
|
1.000 |
104.92 |
|
0.618 |
104.06 |
|
HIGH |
102.66 |
|
0.618 |
101.80 |
|
0.500 |
101.53 |
|
0.382 |
101.26 |
|
LOW |
100.40 |
|
0.618 |
99.00 |
|
1.000 |
98.14 |
|
1.618 |
96.74 |
|
2.618 |
94.48 |
|
4.250 |
90.80 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.18 |
101.97 |
| PP |
101.85 |
101.44 |
| S1 |
101.53 |
100.91 |
|