NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
105.50 |
104.34 |
-1.16 |
-1.1% |
103.32 |
| High |
106.12 |
105.10 |
-1.02 |
-1.0% |
107.94 |
| Low |
104.04 |
103.22 |
-0.82 |
-0.8% |
102.57 |
| Close |
104.95 |
104.17 |
-0.78 |
-0.7% |
104.17 |
| Range |
2.08 |
1.88 |
-0.20 |
-9.6% |
5.37 |
| ATR |
1.59 |
1.61 |
0.02 |
1.3% |
0.00 |
| Volume |
26,227 |
18,255 |
-7,972 |
-30.4% |
105,913 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.80 |
108.87 |
105.20 |
|
| R3 |
107.92 |
106.99 |
104.69 |
|
| R2 |
106.04 |
106.04 |
104.51 |
|
| R1 |
105.11 |
105.11 |
104.34 |
104.64 |
| PP |
104.16 |
104.16 |
104.16 |
103.93 |
| S1 |
103.23 |
103.23 |
104.00 |
102.76 |
| S2 |
102.28 |
102.28 |
103.83 |
|
| S3 |
100.40 |
101.35 |
103.65 |
|
| S4 |
98.52 |
99.47 |
103.14 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.00 |
117.96 |
107.12 |
|
| R3 |
115.63 |
112.59 |
105.65 |
|
| R2 |
110.26 |
110.26 |
105.15 |
|
| R1 |
107.22 |
107.22 |
104.66 |
108.74 |
| PP |
104.89 |
104.89 |
104.89 |
105.66 |
| S1 |
101.85 |
101.85 |
103.68 |
103.37 |
| S2 |
99.52 |
99.52 |
103.19 |
|
| S3 |
94.15 |
96.48 |
102.69 |
|
| S4 |
88.78 |
91.11 |
101.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.94 |
102.57 |
5.37 |
5.2% |
2.08 |
2.0% |
30% |
False |
False |
21,182 |
| 10 |
107.94 |
101.01 |
6.93 |
6.7% |
1.72 |
1.7% |
46% |
False |
False |
22,897 |
| 20 |
107.94 |
98.55 |
9.39 |
9.0% |
1.56 |
1.5% |
60% |
False |
False |
21,335 |
| 40 |
107.94 |
97.17 |
10.77 |
10.3% |
1.43 |
1.4% |
65% |
False |
False |
20,606 |
| 60 |
107.94 |
90.40 |
17.54 |
16.8% |
1.45 |
1.4% |
79% |
False |
False |
18,019 |
| 80 |
107.94 |
90.35 |
17.59 |
16.9% |
1.45 |
1.4% |
79% |
False |
False |
14,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.09 |
|
2.618 |
110.02 |
|
1.618 |
108.14 |
|
1.000 |
106.98 |
|
0.618 |
106.26 |
|
HIGH |
105.10 |
|
0.618 |
104.38 |
|
0.500 |
104.16 |
|
0.382 |
103.94 |
|
LOW |
103.22 |
|
0.618 |
102.06 |
|
1.000 |
101.34 |
|
1.618 |
100.18 |
|
2.618 |
98.30 |
|
4.250 |
95.23 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.17 |
105.58 |
| PP |
104.16 |
105.11 |
| S1 |
104.16 |
104.64 |
|