NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
103.34 |
104.95 |
1.61 |
1.6% |
105.59 |
| High |
104.82 |
105.32 |
0.50 |
0.5% |
105.59 |
| Low |
102.68 |
103.87 |
1.19 |
1.2% |
102.13 |
| Close |
104.53 |
104.16 |
-0.37 |
-0.4% |
104.53 |
| Range |
2.14 |
1.45 |
-0.69 |
-32.2% |
3.46 |
| ATR |
1.59 |
1.58 |
-0.01 |
-0.6% |
0.00 |
| Volume |
72,064 |
74,169 |
2,105 |
2.9% |
399,752 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.80 |
107.93 |
104.96 |
|
| R3 |
107.35 |
106.48 |
104.56 |
|
| R2 |
105.90 |
105.90 |
104.43 |
|
| R1 |
105.03 |
105.03 |
104.29 |
104.74 |
| PP |
104.45 |
104.45 |
104.45 |
104.31 |
| S1 |
103.58 |
103.58 |
104.03 |
103.29 |
| S2 |
103.00 |
103.00 |
103.89 |
|
| S3 |
101.55 |
102.13 |
103.76 |
|
| S4 |
100.10 |
100.68 |
103.36 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.46 |
112.96 |
106.43 |
|
| R3 |
111.00 |
109.50 |
105.48 |
|
| R2 |
107.54 |
107.54 |
105.16 |
|
| R1 |
106.04 |
106.04 |
104.85 |
105.06 |
| PP |
104.08 |
104.08 |
104.08 |
103.60 |
| S1 |
102.58 |
102.58 |
104.21 |
101.60 |
| S2 |
100.62 |
100.62 |
103.90 |
|
| S3 |
97.16 |
99.12 |
103.58 |
|
| S4 |
93.70 |
95.66 |
102.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.32 |
102.13 |
3.19 |
3.1% |
1.64 |
1.6% |
64% |
True |
False |
81,059 |
| 10 |
105.59 |
102.13 |
3.46 |
3.3% |
1.41 |
1.4% |
59% |
False |
False |
71,746 |
| 20 |
105.59 |
99.65 |
5.94 |
5.7% |
1.61 |
1.5% |
76% |
False |
False |
67,546 |
| 40 |
105.59 |
93.94 |
11.65 |
11.2% |
1.58 |
1.5% |
88% |
False |
False |
77,266 |
| 60 |
105.59 |
90.69 |
14.90 |
14.3% |
1.65 |
1.6% |
90% |
False |
False |
75,318 |
| 80 |
105.59 |
90.69 |
14.90 |
14.3% |
1.68 |
1.6% |
90% |
False |
False |
70,476 |
| 100 |
105.59 |
85.52 |
20.07 |
19.3% |
1.76 |
1.7% |
93% |
False |
False |
68,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.48 |
|
2.618 |
109.12 |
|
1.618 |
107.67 |
|
1.000 |
106.77 |
|
0.618 |
106.22 |
|
HIGH |
105.32 |
|
0.618 |
104.77 |
|
0.500 |
104.60 |
|
0.382 |
104.42 |
|
LOW |
103.87 |
|
0.618 |
102.97 |
|
1.000 |
102.42 |
|
1.618 |
101.52 |
|
2.618 |
100.07 |
|
4.250 |
97.71 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.60 |
104.02 |
| PP |
104.45 |
103.87 |
| S1 |
104.31 |
103.73 |
|