NYMEX Light Sweet Crude Oil Future June 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 |
96.91 |
97.89 |
0.98 |
1.0% |
97.86 |
High |
97.78 |
97.93 |
0.15 |
0.2% |
98.20 |
Low |
96.55 |
97.17 |
0.62 |
0.6% |
96.41 |
Close |
97.58 |
97.36 |
-0.22 |
-0.2% |
97.58 |
Range |
1.23 |
0.76 |
-0.47 |
-38.2% |
1.79 |
ATR |
1.07 |
1.05 |
-0.02 |
-2.1% |
0.00 |
Volume |
16,406 |
21,601 |
5,195 |
31.7% |
101,592 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.77 |
99.32 |
97.78 |
|
R3 |
99.01 |
98.56 |
97.57 |
|
R2 |
98.25 |
98.25 |
97.50 |
|
R1 |
97.80 |
97.80 |
97.43 |
97.65 |
PP |
97.49 |
97.49 |
97.49 |
97.41 |
S1 |
97.04 |
97.04 |
97.29 |
96.89 |
S2 |
96.73 |
96.73 |
97.22 |
|
S3 |
95.97 |
96.28 |
97.15 |
|
S4 |
95.21 |
95.52 |
96.94 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.77 |
101.96 |
98.56 |
|
R3 |
100.98 |
100.17 |
98.07 |
|
R2 |
99.19 |
99.19 |
97.91 |
|
R1 |
98.38 |
98.38 |
97.74 |
97.89 |
PP |
97.40 |
97.40 |
97.40 |
97.15 |
S1 |
96.59 |
96.59 |
97.42 |
96.10 |
S2 |
95.61 |
95.61 |
97.25 |
|
S3 |
93.82 |
94.80 |
97.09 |
|
S4 |
92.03 |
93.01 |
96.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.02 |
96.41 |
1.61 |
1.7% |
0.96 |
1.0% |
59% |
False |
False |
21,097 |
10 |
98.20 |
96.32 |
1.88 |
1.9% |
0.87 |
0.9% |
55% |
False |
False |
18,966 |
20 |
98.20 |
93.99 |
4.21 |
4.3% |
1.06 |
1.1% |
80% |
False |
False |
16,875 |
40 |
98.20 |
90.96 |
7.24 |
7.4% |
1.03 |
1.1% |
88% |
False |
False |
21,074 |
60 |
98.20 |
88.11 |
10.09 |
10.4% |
1.14 |
1.2% |
92% |
False |
False |
20,707 |
80 |
98.20 |
88.11 |
10.09 |
10.4% |
1.21 |
1.2% |
92% |
False |
False |
18,453 |
100 |
98.20 |
84.84 |
13.36 |
13.7% |
1.25 |
1.3% |
94% |
False |
False |
16,798 |
120 |
98.20 |
84.84 |
13.36 |
13.7% |
1.21 |
1.2% |
94% |
False |
False |
15,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.16 |
2.618 |
99.92 |
1.618 |
99.16 |
1.000 |
98.69 |
0.618 |
98.40 |
HIGH |
97.93 |
0.618 |
97.64 |
0.500 |
97.55 |
0.382 |
97.46 |
LOW |
97.17 |
0.618 |
96.70 |
1.000 |
96.41 |
1.618 |
95.94 |
2.618 |
95.18 |
4.250 |
93.94 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
97.55 |
97.32 |
PP |
97.49 |
97.28 |
S1 |
97.42 |
97.24 |
|