NYMEX Light Sweet Crude Oil Future November 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 |
108.92 |
107.43 |
-1.49 |
-1.4% |
106.12 |
| High |
109.33 |
108.14 |
-1.19 |
-1.1% |
111.34 |
| Low |
107.10 |
106.20 |
-0.90 |
-0.8% |
105.01 |
| Close |
108.15 |
107.08 |
-1.07 |
-1.0% |
107.08 |
| Range |
2.23 |
1.94 |
-0.29 |
-13.0% |
6.33 |
| ATR |
1.92 |
1.92 |
0.00 |
0.1% |
0.00 |
| Volume |
81,250 |
57,173 |
-24,077 |
-29.6% |
346,095 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.96 |
111.96 |
108.15 |
|
| R3 |
111.02 |
110.02 |
107.61 |
|
| R2 |
109.08 |
109.08 |
107.44 |
|
| R1 |
108.08 |
108.08 |
107.26 |
107.61 |
| PP |
107.14 |
107.14 |
107.14 |
106.91 |
| S1 |
106.14 |
106.14 |
106.90 |
105.67 |
| S2 |
105.20 |
105.20 |
106.72 |
|
| S3 |
103.26 |
104.20 |
106.55 |
|
| S4 |
101.32 |
102.26 |
106.01 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.80 |
123.27 |
110.56 |
|
| R3 |
120.47 |
116.94 |
108.82 |
|
| R2 |
114.14 |
114.14 |
108.24 |
|
| R1 |
110.61 |
110.61 |
107.66 |
112.38 |
| PP |
107.81 |
107.81 |
107.81 |
108.69 |
| S1 |
104.28 |
104.28 |
106.50 |
106.05 |
| S2 |
101.48 |
101.48 |
105.92 |
|
| S3 |
95.15 |
97.95 |
105.34 |
|
| S4 |
88.82 |
91.62 |
103.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.34 |
105.01 |
6.33 |
5.9% |
2.39 |
2.2% |
33% |
False |
False |
69,219 |
| 10 |
111.34 |
103.07 |
8.27 |
7.7% |
2.06 |
1.9% |
48% |
False |
False |
70,419 |
| 20 |
111.34 |
100.80 |
10.54 |
9.8% |
1.85 |
1.7% |
60% |
False |
False |
61,477 |
| 40 |
111.34 |
99.73 |
11.61 |
10.8% |
1.74 |
1.6% |
63% |
False |
False |
50,611 |
| 60 |
111.34 |
91.95 |
19.39 |
18.1% |
1.74 |
1.6% |
78% |
False |
False |
43,718 |
| 80 |
111.34 |
91.22 |
20.12 |
18.8% |
1.73 |
1.6% |
79% |
False |
False |
36,131 |
| 100 |
111.34 |
85.96 |
25.38 |
23.7% |
1.76 |
1.6% |
83% |
False |
False |
30,756 |
| 120 |
111.34 |
85.96 |
25.38 |
23.7% |
1.66 |
1.6% |
83% |
False |
False |
26,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.39 |
|
2.618 |
113.22 |
|
1.618 |
111.28 |
|
1.000 |
110.08 |
|
0.618 |
109.34 |
|
HIGH |
108.14 |
|
0.618 |
107.40 |
|
0.500 |
107.17 |
|
0.382 |
106.94 |
|
LOW |
106.20 |
|
0.618 |
105.00 |
|
1.000 |
104.26 |
|
1.618 |
103.06 |
|
2.618 |
101.12 |
|
4.250 |
97.96 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.17 |
108.77 |
| PP |
107.14 |
108.21 |
| S1 |
107.11 |
107.64 |
|