NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
109.53 |
108.17 |
-1.36 |
-1.2% |
106.91 |
| High |
110.07 |
108.75 |
-1.32 |
-1.2% |
112.24 |
| Low |
107.72 |
106.75 |
-0.97 |
-0.9% |
105.56 |
| Close |
108.80 |
107.65 |
-1.15 |
-1.1% |
107.65 |
| Range |
2.35 |
2.00 |
-0.35 |
-14.9% |
6.68 |
| ATR |
2.10 |
2.10 |
0.00 |
-0.2% |
0.00 |
| Volume |
250,038 |
234,394 |
-15,644 |
-6.3% |
1,282,532 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.72 |
112.68 |
108.75 |
|
| R3 |
111.72 |
110.68 |
108.20 |
|
| R2 |
109.72 |
109.72 |
108.02 |
|
| R1 |
108.68 |
108.68 |
107.83 |
108.20 |
| PP |
107.72 |
107.72 |
107.72 |
107.48 |
| S1 |
106.68 |
106.68 |
107.47 |
106.20 |
| S2 |
105.72 |
105.72 |
107.28 |
|
| S3 |
103.72 |
104.68 |
107.10 |
|
| S4 |
101.72 |
102.68 |
106.55 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.52 |
124.77 |
111.32 |
|
| R3 |
121.84 |
118.09 |
109.49 |
|
| R2 |
115.16 |
115.16 |
108.87 |
|
| R1 |
111.41 |
111.41 |
108.26 |
113.29 |
| PP |
108.48 |
108.48 |
108.48 |
109.42 |
| S1 |
104.73 |
104.73 |
107.04 |
106.61 |
| S2 |
101.80 |
101.80 |
106.43 |
|
| S3 |
95.12 |
98.05 |
105.81 |
|
| S4 |
88.44 |
91.37 |
103.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.24 |
105.56 |
6.68 |
6.2% |
2.55 |
2.4% |
31% |
False |
False |
256,506 |
| 10 |
112.24 |
103.53 |
8.71 |
8.1% |
2.26 |
2.1% |
47% |
False |
False |
258,828 |
| 20 |
112.24 |
101.82 |
10.42 |
9.7% |
2.02 |
1.9% |
56% |
False |
False |
191,773 |
| 40 |
112.24 |
100.93 |
11.31 |
10.5% |
1.94 |
1.8% |
59% |
False |
False |
129,966 |
| 60 |
112.24 |
92.24 |
20.00 |
18.6% |
1.92 |
1.8% |
77% |
False |
False |
103,766 |
| 80 |
112.24 |
91.54 |
20.70 |
19.2% |
1.88 |
1.7% |
78% |
False |
False |
83,207 |
| 100 |
112.24 |
86.47 |
25.77 |
23.9% |
1.90 |
1.8% |
82% |
False |
False |
69,520 |
| 120 |
112.24 |
86.47 |
25.77 |
23.9% |
1.80 |
1.7% |
82% |
False |
False |
59,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.25 |
|
2.618 |
113.99 |
|
1.618 |
111.99 |
|
1.000 |
110.75 |
|
0.618 |
109.99 |
|
HIGH |
108.75 |
|
0.618 |
107.99 |
|
0.500 |
107.75 |
|
0.382 |
107.51 |
|
LOW |
106.75 |
|
0.618 |
105.51 |
|
1.000 |
104.75 |
|
1.618 |
103.51 |
|
2.618 |
101.51 |
|
4.250 |
98.25 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.75 |
109.50 |
| PP |
107.72 |
108.88 |
| S1 |
107.68 |
108.27 |
|