NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
103.32 |
102.94 |
-0.38 |
-0.4% |
103.91 |
| High |
103.57 |
105.57 |
2.00 |
1.9% |
103.92 |
| Low |
102.57 |
102.70 |
0.13 |
0.1% |
101.01 |
| Close |
102.78 |
105.37 |
2.59 |
2.5% |
103.11 |
| Range |
1.00 |
2.87 |
1.87 |
187.0% |
2.91 |
| ATR |
1.36 |
1.47 |
0.11 |
7.9% |
0.00 |
| Volume |
17,845 |
10,968 |
-6,877 |
-38.5% |
123,057 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.16 |
112.13 |
106.95 |
|
| R3 |
110.29 |
109.26 |
106.16 |
|
| R2 |
107.42 |
107.42 |
105.90 |
|
| R1 |
106.39 |
106.39 |
105.63 |
106.91 |
| PP |
104.55 |
104.55 |
104.55 |
104.80 |
| S1 |
103.52 |
103.52 |
105.11 |
104.04 |
| S2 |
101.68 |
101.68 |
104.84 |
|
| S3 |
98.81 |
100.65 |
104.58 |
|
| S4 |
95.94 |
97.78 |
103.79 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.41 |
110.17 |
104.71 |
|
| R3 |
108.50 |
107.26 |
103.91 |
|
| R2 |
105.59 |
105.59 |
103.64 |
|
| R1 |
104.35 |
104.35 |
103.38 |
103.52 |
| PP |
102.68 |
102.68 |
102.68 |
102.26 |
| S1 |
101.44 |
101.44 |
102.84 |
100.61 |
| S2 |
99.77 |
99.77 |
102.58 |
|
| S3 |
96.86 |
98.53 |
102.31 |
|
| S4 |
93.95 |
95.62 |
101.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.57 |
101.01 |
4.56 |
4.3% |
1.69 |
1.6% |
96% |
True |
False |
23,029 |
| 10 |
105.57 |
101.01 |
4.56 |
4.3% |
1.38 |
1.3% |
96% |
True |
False |
21,215 |
| 20 |
105.57 |
98.55 |
7.02 |
6.7% |
1.50 |
1.4% |
97% |
True |
False |
20,652 |
| 40 |
105.57 |
94.43 |
11.14 |
10.6% |
1.38 |
1.3% |
98% |
True |
False |
20,861 |
| 60 |
105.57 |
90.40 |
15.17 |
14.4% |
1.39 |
1.3% |
99% |
True |
False |
17,079 |
| 80 |
105.57 |
90.35 |
15.22 |
14.4% |
1.41 |
1.3% |
99% |
True |
False |
14,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.77 |
|
2.618 |
113.08 |
|
1.618 |
110.21 |
|
1.000 |
108.44 |
|
0.618 |
107.34 |
|
HIGH |
105.57 |
|
0.618 |
104.47 |
|
0.500 |
104.14 |
|
0.382 |
103.80 |
|
LOW |
102.70 |
|
0.618 |
100.93 |
|
1.000 |
99.83 |
|
1.618 |
98.06 |
|
2.618 |
95.19 |
|
4.250 |
90.50 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.96 |
104.75 |
| PP |
104.55 |
104.12 |
| S1 |
104.14 |
103.50 |
|