NYMEX Light Sweet Crude Oil Future February 2014
| 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 |
104.24 |
104.18 |
-0.06 |
-0.1% |
102.24 |
| High |
106.22 |
104.54 |
-1.68 |
-1.6% |
102.56 |
| Low |
103.83 |
102.48 |
-1.35 |
-1.3% |
100.00 |
| Close |
104.60 |
103.37 |
-1.23 |
-1.2% |
101.72 |
| Range |
2.39 |
2.06 |
-0.33 |
-13.8% |
2.56 |
| ATR |
1.36 |
1.41 |
0.05 |
4.0% |
0.00 |
| Volume |
15,985 |
11,798 |
-4,187 |
-26.2% |
54,800 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.64 |
108.57 |
104.50 |
|
| R3 |
107.58 |
106.51 |
103.94 |
|
| R2 |
105.52 |
105.52 |
103.75 |
|
| R1 |
104.45 |
104.45 |
103.56 |
103.96 |
| PP |
103.46 |
103.46 |
103.46 |
103.22 |
| S1 |
102.39 |
102.39 |
103.18 |
101.90 |
| S2 |
101.40 |
101.40 |
102.99 |
|
| S3 |
99.34 |
100.33 |
102.80 |
|
| S4 |
97.28 |
98.27 |
102.24 |
|
|
| 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 |
100.30 |
5.92 |
5.7% |
1.91 |
1.8% |
52% |
False |
False |
11,355 |
| 10 |
106.22 |
100.00 |
6.22 |
6.0% |
1.46 |
1.4% |
54% |
False |
False |
10,507 |
| 20 |
106.22 |
97.46 |
8.76 |
8.5% |
1.37 |
1.3% |
67% |
False |
False |
9,551 |
| 40 |
106.22 |
95.29 |
10.93 |
10.6% |
1.23 |
1.2% |
74% |
False |
False |
10,011 |
| 60 |
106.22 |
90.05 |
16.17 |
15.6% |
1.23 |
1.2% |
82% |
False |
False |
8,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.30 |
|
2.618 |
109.93 |
|
1.618 |
107.87 |
|
1.000 |
106.60 |
|
0.618 |
105.81 |
|
HIGH |
104.54 |
|
0.618 |
103.75 |
|
0.500 |
103.51 |
|
0.382 |
103.27 |
|
LOW |
102.48 |
|
0.618 |
101.21 |
|
1.000 |
100.42 |
|
1.618 |
99.15 |
|
2.618 |
97.09 |
|
4.250 |
93.73 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.51 |
103.88 |
| PP |
103.46 |
103.71 |
| S1 |
103.42 |
103.54 |
|