NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
106.12 |
105.61 |
-0.51 |
-0.5% |
106.78 |
| High |
106.58 |
108.65 |
2.07 |
1.9% |
106.78 |
| Low |
105.01 |
105.31 |
0.30 |
0.3% |
103.07 |
| Close |
105.35 |
108.30 |
2.95 |
2.8% |
105.72 |
| Range |
1.57 |
3.34 |
1.77 |
112.7% |
3.71 |
| ATR |
1.68 |
1.80 |
0.12 |
7.0% |
0.00 |
| Volume |
78,514 |
39,503 |
-39,011 |
-49.7% |
358,103 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.44 |
116.21 |
110.14 |
|
| R3 |
114.10 |
112.87 |
109.22 |
|
| R2 |
110.76 |
110.76 |
108.91 |
|
| R1 |
109.53 |
109.53 |
108.61 |
110.15 |
| PP |
107.42 |
107.42 |
107.42 |
107.73 |
| S1 |
106.19 |
106.19 |
107.99 |
106.81 |
| S2 |
104.08 |
104.08 |
107.69 |
|
| S3 |
100.74 |
102.85 |
107.38 |
|
| S4 |
97.40 |
99.51 |
106.46 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.32 |
114.73 |
107.76 |
|
| R3 |
112.61 |
111.02 |
106.74 |
|
| R2 |
108.90 |
108.90 |
106.40 |
|
| R1 |
107.31 |
107.31 |
106.06 |
106.25 |
| PP |
105.19 |
105.19 |
105.19 |
104.66 |
| S1 |
103.60 |
103.60 |
105.38 |
102.54 |
| S2 |
101.48 |
101.48 |
105.04 |
|
| S3 |
97.77 |
99.89 |
104.70 |
|
| S4 |
94.06 |
96.18 |
103.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.65 |
103.07 |
5.58 |
5.2% |
2.08 |
1.9% |
94% |
True |
False |
70,989 |
| 10 |
108.65 |
103.07 |
5.58 |
5.2% |
1.73 |
1.6% |
94% |
True |
False |
65,250 |
| 20 |
108.65 |
100.80 |
7.85 |
7.2% |
1.82 |
1.7% |
96% |
True |
False |
57,846 |
| 40 |
108.65 |
95.99 |
12.66 |
11.7% |
1.72 |
1.6% |
97% |
True |
False |
49,534 |
| 60 |
108.65 |
91.95 |
16.70 |
15.4% |
1.69 |
1.6% |
98% |
True |
False |
40,889 |
| 80 |
108.65 |
91.22 |
17.43 |
16.1% |
1.69 |
1.6% |
98% |
True |
False |
33,666 |
| 100 |
108.65 |
85.96 |
22.69 |
21.0% |
1.72 |
1.6% |
98% |
True |
False |
28,690 |
| 120 |
108.65 |
85.96 |
22.69 |
21.0% |
1.63 |
1.5% |
98% |
True |
False |
24,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.85 |
|
2.618 |
117.39 |
|
1.618 |
114.05 |
|
1.000 |
111.99 |
|
0.618 |
110.71 |
|
HIGH |
108.65 |
|
0.618 |
107.37 |
|
0.500 |
106.98 |
|
0.382 |
106.59 |
|
LOW |
105.31 |
|
0.618 |
103.25 |
|
1.000 |
101.97 |
|
1.618 |
99.91 |
|
2.618 |
96.57 |
|
4.250 |
91.12 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.86 |
107.59 |
| PP |
107.42 |
106.88 |
| S1 |
106.98 |
106.17 |
|