NYMEX Light Sweet Crude Oil Future June 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 |
97.89 |
97.47 |
-0.42 |
-0.4% |
97.86 |
| High |
97.93 |
99.36 |
1.43 |
1.5% |
98.20 |
| Low |
97.17 |
97.19 |
0.02 |
0.0% |
96.41 |
| Close |
97.36 |
99.11 |
1.75 |
1.8% |
97.58 |
| Range |
0.76 |
2.17 |
1.41 |
185.5% |
1.79 |
| ATR |
1.05 |
1.13 |
0.08 |
7.7% |
0.00 |
| Volume |
21,601 |
9,067 |
-12,534 |
-58.0% |
101,592 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.06 |
104.26 |
100.30 |
|
| R3 |
102.89 |
102.09 |
99.71 |
|
| R2 |
100.72 |
100.72 |
99.51 |
|
| R1 |
99.92 |
99.92 |
99.31 |
100.32 |
| PP |
98.55 |
98.55 |
98.55 |
98.76 |
| S1 |
97.75 |
97.75 |
98.91 |
98.15 |
| S2 |
96.38 |
96.38 |
98.71 |
|
| S3 |
94.21 |
95.58 |
98.51 |
|
| S4 |
92.04 |
93.41 |
97.92 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.77 |
101.96 |
98.56 |
|
| R3 |
100.98 |
100.17 |
98.07 |
|
| R2 |
99.19 |
99.19 |
97.91 |
|
| R1 |
98.38 |
98.38 |
97.74 |
97.89 |
| PP |
97.40 |
97.40 |
97.40 |
97.15 |
| S1 |
96.59 |
96.59 |
97.42 |
96.10 |
| S2 |
95.61 |
95.61 |
97.25 |
|
| S3 |
93.82 |
94.80 |
97.09 |
|
| S4 |
92.03 |
93.01 |
96.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.36 |
96.41 |
2.95 |
3.0% |
1.16 |
1.2% |
92% |
True |
False |
19,956 |
| 10 |
99.36 |
96.38 |
2.98 |
3.0% |
1.02 |
1.0% |
92% |
True |
False |
18,306 |
| 20 |
99.36 |
93.99 |
5.37 |
5.4% |
1.14 |
1.2% |
95% |
True |
False |
16,771 |
| 40 |
99.36 |
91.37 |
7.99 |
8.1% |
1.06 |
1.1% |
97% |
True |
False |
20,747 |
| 60 |
99.36 |
88.11 |
11.25 |
11.4% |
1.16 |
1.2% |
98% |
True |
False |
20,580 |
| 80 |
99.36 |
88.11 |
11.25 |
11.4% |
1.21 |
1.2% |
98% |
True |
False |
18,447 |
| 100 |
99.36 |
84.84 |
14.52 |
14.7% |
1.27 |
1.3% |
98% |
True |
False |
16,773 |
| 120 |
99.36 |
84.84 |
14.52 |
14.7% |
1.22 |
1.2% |
98% |
True |
False |
15,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.58 |
|
2.618 |
105.04 |
|
1.618 |
102.87 |
|
1.000 |
101.53 |
|
0.618 |
100.70 |
|
HIGH |
99.36 |
|
0.618 |
98.53 |
|
0.500 |
98.28 |
|
0.382 |
98.02 |
|
LOW |
97.19 |
|
0.618 |
95.85 |
|
1.000 |
95.02 |
|
1.618 |
93.68 |
|
2.618 |
91.51 |
|
4.250 |
87.97 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.83 |
98.73 |
| PP |
98.55 |
98.34 |
| S1 |
98.28 |
97.96 |
|