NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
101.77 |
104.24 |
2.47 |
2.4% |
102.24 |
| High |
104.03 |
106.22 |
2.19 |
2.1% |
102.56 |
| Low |
101.54 |
103.83 |
2.29 |
2.3% |
100.00 |
| Close |
103.88 |
104.60 |
0.72 |
0.7% |
101.72 |
| Range |
2.49 |
2.39 |
-0.10 |
-4.0% |
2.56 |
| ATR |
1.28 |
1.36 |
0.08 |
6.2% |
0.00 |
| Volume |
5,816 |
15,985 |
10,169 |
174.8% |
54,800 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.05 |
110.72 |
105.91 |
|
| R3 |
109.66 |
108.33 |
105.26 |
|
| R2 |
107.27 |
107.27 |
105.04 |
|
| R1 |
105.94 |
105.94 |
104.82 |
106.61 |
| PP |
104.88 |
104.88 |
104.88 |
105.22 |
| S1 |
103.55 |
103.55 |
104.38 |
104.22 |
| S2 |
102.49 |
102.49 |
104.16 |
|
| S3 |
100.10 |
101.16 |
103.94 |
|
| S4 |
97.71 |
98.77 |
103.29 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.11 |
107.97 |
103.13 |
|
| R3 |
106.55 |
105.41 |
102.42 |
|
| R2 |
103.99 |
103.99 |
102.19 |
|
| R1 |
102.85 |
102.85 |
101.95 |
102.14 |
| PP |
101.43 |
101.43 |
101.43 |
101.07 |
| S1 |
100.29 |
100.29 |
101.49 |
99.58 |
| S2 |
98.87 |
98.87 |
101.25 |
|
| S3 |
96.31 |
97.73 |
101.02 |
|
| S4 |
93.75 |
95.17 |
100.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.22 |
100.05 |
6.17 |
5.9% |
1.66 |
1.6% |
74% |
True |
False |
11,954 |
| 10 |
106.22 |
100.00 |
6.22 |
5.9% |
1.34 |
1.3% |
74% |
True |
False |
10,264 |
| 20 |
106.22 |
97.46 |
8.76 |
8.4% |
1.35 |
1.3% |
82% |
True |
False |
9,461 |
| 40 |
106.22 |
95.28 |
10.94 |
10.5% |
1.20 |
1.1% |
85% |
True |
False |
10,009 |
| 60 |
106.22 |
90.05 |
16.17 |
15.5% |
1.20 |
1.2% |
90% |
True |
False |
8,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.38 |
|
2.618 |
112.48 |
|
1.618 |
110.09 |
|
1.000 |
108.61 |
|
0.618 |
107.70 |
|
HIGH |
106.22 |
|
0.618 |
105.31 |
|
0.500 |
105.03 |
|
0.382 |
104.74 |
|
LOW |
103.83 |
|
0.618 |
102.35 |
|
1.000 |
101.44 |
|
1.618 |
99.96 |
|
2.618 |
97.57 |
|
4.250 |
93.67 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.03 |
104.32 |
| PP |
104.88 |
104.04 |
| S1 |
104.74 |
103.76 |
|