NYMEX Light Sweet Crude Oil Future December 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 |
107.04 |
107.45 |
0.41 |
0.4% |
105.59 |
| High |
109.70 |
107.79 |
-1.91 |
-1.7% |
105.59 |
| Low |
106.96 |
105.64 |
-1.32 |
-1.2% |
102.13 |
| Close |
107.84 |
106.60 |
-1.24 |
-1.1% |
104.53 |
| Range |
2.74 |
2.15 |
-0.59 |
-21.5% |
3.46 |
| ATR |
1.77 |
1.80 |
0.03 |
1.8% |
0.00 |
| Volume |
114,244 |
95,075 |
-19,169 |
-16.8% |
399,752 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.13 |
112.01 |
107.78 |
|
| R3 |
110.98 |
109.86 |
107.19 |
|
| R2 |
108.83 |
108.83 |
106.99 |
|
| R1 |
107.71 |
107.71 |
106.80 |
107.20 |
| PP |
106.68 |
106.68 |
106.68 |
106.42 |
| S1 |
105.56 |
105.56 |
106.40 |
105.05 |
| S2 |
104.53 |
104.53 |
106.21 |
|
| S3 |
102.38 |
103.41 |
106.01 |
|
| S4 |
100.23 |
101.26 |
105.42 |
|
|
| 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 |
109.70 |
102.68 |
7.02 |
6.6% |
2.32 |
2.2% |
56% |
False |
False |
78,428 |
| 10 |
109.70 |
102.13 |
7.57 |
7.1% |
1.86 |
1.7% |
59% |
False |
False |
78,554 |
| 20 |
109.70 |
99.65 |
10.05 |
9.4% |
1.74 |
1.6% |
69% |
False |
False |
70,966 |
| 40 |
109.70 |
97.17 |
12.53 |
11.8% |
1.65 |
1.5% |
75% |
False |
False |
75,602 |
| 60 |
109.70 |
91.05 |
18.65 |
17.5% |
1.69 |
1.6% |
83% |
False |
False |
75,880 |
| 80 |
109.70 |
90.69 |
19.01 |
17.8% |
1.72 |
1.6% |
84% |
False |
False |
71,065 |
| 100 |
109.70 |
85.52 |
24.18 |
22.7% |
1.80 |
1.7% |
87% |
False |
False |
68,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.93 |
|
2.618 |
113.42 |
|
1.618 |
111.27 |
|
1.000 |
109.94 |
|
0.618 |
109.12 |
|
HIGH |
107.79 |
|
0.618 |
106.97 |
|
0.500 |
106.72 |
|
0.382 |
106.46 |
|
LOW |
105.64 |
|
0.618 |
104.31 |
|
1.000 |
103.49 |
|
1.618 |
102.16 |
|
2.618 |
100.01 |
|
4.250 |
96.50 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.72 |
106.90 |
| PP |
106.68 |
106.80 |
| S1 |
106.64 |
106.70 |
|