NYMEX Light Sweet Crude Oil Future October 2013
| 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 |
109.22 |
109.53 |
0.31 |
0.3% |
107.57 |
| High |
112.24 |
110.07 |
-2.17 |
-1.9% |
107.60 |
| Low |
109.11 |
107.72 |
-1.39 |
-1.3% |
103.53 |
| Close |
110.10 |
108.80 |
-1.30 |
-1.2% |
106.42 |
| Range |
3.13 |
2.35 |
-0.78 |
-24.9% |
4.07 |
| ATR |
2.08 |
2.10 |
0.02 |
1.0% |
0.00 |
| Volume |
336,171 |
250,038 |
-86,133 |
-25.6% |
1,305,749 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.91 |
114.71 |
110.09 |
|
| R3 |
113.56 |
112.36 |
109.45 |
|
| R2 |
111.21 |
111.21 |
109.23 |
|
| R1 |
110.01 |
110.01 |
109.02 |
109.44 |
| PP |
108.86 |
108.86 |
108.86 |
108.58 |
| S1 |
107.66 |
107.66 |
108.58 |
107.09 |
| S2 |
106.51 |
106.51 |
108.37 |
|
| S3 |
104.16 |
105.31 |
108.15 |
|
| S4 |
101.81 |
102.96 |
107.51 |
|
|
| 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 |
104.30 |
7.94 |
7.3% |
2.67 |
2.5% |
57% |
False |
False |
261,536 |
| 10 |
112.24 |
103.53 |
8.71 |
8.0% |
2.21 |
2.0% |
61% |
False |
False |
253,899 |
| 20 |
112.24 |
101.82 |
10.42 |
9.6% |
2.03 |
1.9% |
67% |
False |
False |
185,543 |
| 40 |
112.24 |
99.44 |
12.80 |
11.8% |
1.95 |
1.8% |
73% |
False |
False |
126,880 |
| 60 |
112.24 |
92.24 |
20.00 |
18.4% |
1.91 |
1.8% |
83% |
False |
False |
100,420 |
| 80 |
112.24 |
91.54 |
20.70 |
19.0% |
1.87 |
1.7% |
83% |
False |
False |
80,436 |
| 100 |
112.24 |
86.47 |
25.77 |
23.7% |
1.89 |
1.7% |
87% |
False |
False |
67,290 |
| 120 |
112.24 |
86.47 |
25.77 |
23.7% |
1.80 |
1.7% |
87% |
False |
False |
57,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.06 |
|
2.618 |
116.22 |
|
1.618 |
113.87 |
|
1.000 |
112.42 |
|
0.618 |
111.52 |
|
HIGH |
110.07 |
|
0.618 |
109.17 |
|
0.500 |
108.90 |
|
0.382 |
108.62 |
|
LOW |
107.72 |
|
0.618 |
106.27 |
|
1.000 |
105.37 |
|
1.618 |
103.92 |
|
2.618 |
101.57 |
|
4.250 |
97.73 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
108.90 |
109.06 |
| PP |
108.86 |
108.97 |
| S1 |
108.83 |
108.89 |
|