NYMEX Light Sweet Crude Oil Future June 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 |
97.47 |
99.45 |
1.98 |
2.0% |
97.86 |
| High |
99.36 |
100.65 |
1.29 |
1.3% |
98.20 |
| Low |
97.19 |
98.69 |
1.50 |
1.5% |
96.41 |
| Close |
99.11 |
99.47 |
0.36 |
0.4% |
97.58 |
| Range |
2.17 |
1.96 |
-0.21 |
-9.7% |
1.79 |
| ATR |
1.13 |
1.19 |
0.06 |
5.3% |
0.00 |
| Volume |
9,067 |
33,048 |
23,981 |
264.5% |
101,592 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.48 |
104.44 |
100.55 |
|
| R3 |
103.52 |
102.48 |
100.01 |
|
| R2 |
101.56 |
101.56 |
99.83 |
|
| R1 |
100.52 |
100.52 |
99.65 |
101.04 |
| PP |
99.60 |
99.60 |
99.60 |
99.87 |
| S1 |
98.56 |
98.56 |
99.29 |
99.08 |
| S2 |
97.64 |
97.64 |
99.11 |
|
| S3 |
95.68 |
96.60 |
98.93 |
|
| S4 |
93.72 |
94.64 |
98.39 |
|
|
| 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 |
100.65 |
96.55 |
4.10 |
4.1% |
1.35 |
1.4% |
71% |
True |
False |
20,833 |
| 10 |
100.65 |
96.41 |
4.24 |
4.3% |
1.13 |
1.1% |
72% |
True |
False |
19,778 |
| 20 |
100.65 |
93.99 |
6.66 |
6.7% |
1.17 |
1.2% |
82% |
True |
False |
17,628 |
| 40 |
100.65 |
92.47 |
8.18 |
8.2% |
1.08 |
1.1% |
86% |
True |
False |
21,174 |
| 60 |
100.65 |
88.11 |
12.54 |
12.6% |
1.17 |
1.2% |
91% |
True |
False |
20,840 |
| 80 |
100.65 |
88.11 |
12.54 |
12.6% |
1.22 |
1.2% |
91% |
True |
False |
18,686 |
| 100 |
100.65 |
84.84 |
15.81 |
15.9% |
1.28 |
1.3% |
93% |
True |
False |
16,991 |
| 120 |
100.65 |
84.84 |
15.81 |
15.9% |
1.23 |
1.2% |
93% |
True |
False |
15,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.98 |
|
2.618 |
105.78 |
|
1.618 |
103.82 |
|
1.000 |
102.61 |
|
0.618 |
101.86 |
|
HIGH |
100.65 |
|
0.618 |
99.90 |
|
0.500 |
99.67 |
|
0.382 |
99.44 |
|
LOW |
98.69 |
|
0.618 |
97.48 |
|
1.000 |
96.73 |
|
1.618 |
95.52 |
|
2.618 |
93.56 |
|
4.250 |
90.36 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.67 |
99.28 |
| PP |
99.60 |
99.10 |
| S1 |
99.54 |
98.91 |
|