NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
106.14 |
109.22 |
3.08 |
2.9% |
107.57 |
| High |
109.32 |
112.24 |
2.92 |
2.7% |
107.60 |
| Low |
105.88 |
109.11 |
3.23 |
3.1% |
103.53 |
| Close |
109.01 |
110.10 |
1.09 |
1.0% |
106.42 |
| Range |
3.44 |
3.13 |
-0.31 |
-9.0% |
4.07 |
| ATR |
1.99 |
2.08 |
0.09 |
4.5% |
0.00 |
| Volume |
295,934 |
336,171 |
40,237 |
13.6% |
1,305,749 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.87 |
118.12 |
111.82 |
|
| R3 |
116.74 |
114.99 |
110.96 |
|
| R2 |
113.61 |
113.61 |
110.67 |
|
| R1 |
111.86 |
111.86 |
110.39 |
112.74 |
| PP |
110.48 |
110.48 |
110.48 |
110.92 |
| S1 |
108.73 |
108.73 |
109.81 |
109.61 |
| S2 |
107.35 |
107.35 |
109.53 |
|
| S3 |
104.22 |
105.60 |
109.24 |
|
| S4 |
101.09 |
102.47 |
108.38 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.06 |
116.31 |
108.66 |
|
| R3 |
113.99 |
112.24 |
107.54 |
|
| R2 |
109.92 |
109.92 |
107.17 |
|
| R1 |
108.17 |
108.17 |
106.79 |
107.01 |
| PP |
105.85 |
105.85 |
105.85 |
105.27 |
| S1 |
104.10 |
104.10 |
106.05 |
102.94 |
| S2 |
101.78 |
101.78 |
105.67 |
|
| S3 |
97.71 |
100.03 |
105.30 |
|
| S4 |
93.64 |
95.96 |
104.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.24 |
103.53 |
8.71 |
7.9% |
2.55 |
2.3% |
75% |
True |
False |
252,467 |
| 10 |
112.24 |
103.53 |
8.71 |
7.9% |
2.10 |
1.9% |
75% |
True |
False |
245,391 |
| 20 |
112.24 |
101.82 |
10.42 |
9.5% |
2.05 |
1.9% |
79% |
True |
False |
177,478 |
| 40 |
112.24 |
98.38 |
13.86 |
12.6% |
1.95 |
1.8% |
85% |
True |
False |
124,412 |
| 60 |
112.24 |
92.24 |
20.00 |
18.2% |
1.89 |
1.7% |
89% |
True |
False |
96,790 |
| 80 |
112.24 |
91.54 |
20.70 |
18.8% |
1.86 |
1.7% |
90% |
True |
False |
77,580 |
| 100 |
112.24 |
86.47 |
25.77 |
23.4% |
1.88 |
1.7% |
92% |
True |
False |
64,841 |
| 120 |
112.24 |
86.47 |
25.77 |
23.4% |
1.79 |
1.6% |
92% |
True |
False |
55,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.54 |
|
2.618 |
120.43 |
|
1.618 |
117.30 |
|
1.000 |
115.37 |
|
0.618 |
114.17 |
|
HIGH |
112.24 |
|
0.618 |
111.04 |
|
0.500 |
110.68 |
|
0.382 |
110.31 |
|
LOW |
109.11 |
|
0.618 |
107.18 |
|
1.000 |
105.98 |
|
1.618 |
104.05 |
|
2.618 |
100.92 |
|
4.250 |
95.81 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
110.68 |
109.70 |
| PP |
110.48 |
109.30 |
| S1 |
110.29 |
108.90 |
|