NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
99.45 |
98.75 |
-0.70 |
-0.7% |
97.86 |
High |
100.65 |
99.37 |
-1.28 |
-1.3% |
98.20 |
Low |
98.69 |
97.60 |
-1.09 |
-1.1% |
96.41 |
Close |
99.47 |
98.23 |
-1.24 |
-1.2% |
97.58 |
Range |
1.96 |
1.77 |
-0.19 |
-9.7% |
1.79 |
ATR |
1.19 |
1.23 |
0.05 |
4.1% |
0.00 |
Volume |
33,048 |
29,752 |
-3,296 |
-10.0% |
101,592 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.71 |
102.74 |
99.20 |
|
R3 |
101.94 |
100.97 |
98.72 |
|
R2 |
100.17 |
100.17 |
98.55 |
|
R1 |
99.20 |
99.20 |
98.39 |
98.80 |
PP |
98.40 |
98.40 |
98.40 |
98.20 |
S1 |
97.43 |
97.43 |
98.07 |
97.03 |
S2 |
96.63 |
96.63 |
97.91 |
|
S3 |
94.86 |
95.66 |
97.74 |
|
S4 |
93.09 |
93.89 |
97.26 |
|
|
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 |
100.65 |
96.55 |
4.10 |
4.2% |
1.58 |
1.6% |
41% |
False |
False |
21,974 |
10 |
100.65 |
96.41 |
4.24 |
4.3% |
1.23 |
1.3% |
43% |
False |
False |
21,311 |
20 |
100.65 |
93.99 |
6.66 |
6.8% |
1.19 |
1.2% |
64% |
False |
False |
18,462 |
40 |
100.65 |
92.50 |
8.15 |
8.3% |
1.10 |
1.1% |
70% |
False |
False |
20,937 |
60 |
100.65 |
88.11 |
12.54 |
12.8% |
1.18 |
1.2% |
81% |
False |
False |
20,805 |
80 |
100.65 |
88.11 |
12.54 |
12.8% |
1.23 |
1.3% |
81% |
False |
False |
18,948 |
100 |
100.65 |
84.84 |
15.81 |
16.1% |
1.30 |
1.3% |
85% |
False |
False |
17,182 |
120 |
100.65 |
84.84 |
15.81 |
16.1% |
1.24 |
1.3% |
85% |
False |
False |
15,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.89 |
2.618 |
104.00 |
1.618 |
102.23 |
1.000 |
101.14 |
0.618 |
100.46 |
HIGH |
99.37 |
0.618 |
98.69 |
0.500 |
98.49 |
0.382 |
98.28 |
LOW |
97.60 |
0.618 |
96.51 |
1.000 |
95.83 |
1.618 |
94.74 |
2.618 |
92.97 |
4.250 |
90.08 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
98.49 |
98.92 |
PP |
98.40 |
98.69 |
S1 |
98.32 |
98.46 |
|