NYMEX Light Sweet Crude Oil Future June 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 |
98.75 |
96.92 |
-1.83 |
-1.9% |
97.89 |
| High |
99.37 |
98.64 |
-0.73 |
-0.7% |
100.65 |
| Low |
97.60 |
96.92 |
-0.68 |
-0.7% |
96.92 |
| Close |
98.23 |
97.94 |
-0.29 |
-0.3% |
97.94 |
| Range |
1.77 |
1.72 |
-0.05 |
-2.8% |
3.73 |
| ATR |
1.23 |
1.27 |
0.03 |
2.8% |
0.00 |
| Volume |
29,752 |
25,404 |
-4,348 |
-14.6% |
118,872 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.99 |
102.19 |
98.89 |
|
| R3 |
101.27 |
100.47 |
98.41 |
|
| R2 |
99.55 |
99.55 |
98.26 |
|
| R1 |
98.75 |
98.75 |
98.10 |
99.15 |
| PP |
97.83 |
97.83 |
97.83 |
98.04 |
| S1 |
97.03 |
97.03 |
97.78 |
97.43 |
| S2 |
96.11 |
96.11 |
97.62 |
|
| S3 |
94.39 |
95.31 |
97.47 |
|
| S4 |
92.67 |
93.59 |
96.99 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.69 |
107.55 |
99.99 |
|
| R3 |
105.96 |
103.82 |
98.97 |
|
| R2 |
102.23 |
102.23 |
98.62 |
|
| R1 |
100.09 |
100.09 |
98.28 |
101.16 |
| PP |
98.50 |
98.50 |
98.50 |
99.04 |
| S1 |
96.36 |
96.36 |
97.60 |
97.43 |
| S2 |
94.77 |
94.77 |
97.26 |
|
| S3 |
91.04 |
92.63 |
96.91 |
|
| S4 |
87.31 |
88.90 |
95.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.65 |
96.92 |
3.73 |
3.8% |
1.68 |
1.7% |
27% |
False |
True |
23,774 |
| 10 |
100.65 |
96.41 |
4.24 |
4.3% |
1.31 |
1.3% |
36% |
False |
False |
22,046 |
| 20 |
100.65 |
93.99 |
6.66 |
6.8% |
1.22 |
1.2% |
59% |
False |
False |
18,372 |
| 40 |
100.65 |
93.43 |
7.22 |
7.4% |
1.10 |
1.1% |
62% |
False |
False |
20,570 |
| 60 |
100.65 |
88.11 |
12.54 |
12.8% |
1.20 |
1.2% |
78% |
False |
False |
20,870 |
| 80 |
100.65 |
88.11 |
12.54 |
12.8% |
1.24 |
1.3% |
78% |
False |
False |
19,132 |
| 100 |
100.65 |
84.84 |
15.81 |
16.1% |
1.30 |
1.3% |
83% |
False |
False |
17,299 |
| 120 |
100.65 |
84.84 |
15.81 |
16.1% |
1.24 |
1.3% |
83% |
False |
False |
16,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.95 |
|
2.618 |
103.14 |
|
1.618 |
101.42 |
|
1.000 |
100.36 |
|
0.618 |
99.70 |
|
HIGH |
98.64 |
|
0.618 |
97.98 |
|
0.500 |
97.78 |
|
0.382 |
97.58 |
|
LOW |
96.92 |
|
0.618 |
95.86 |
|
1.000 |
95.20 |
|
1.618 |
94.14 |
|
2.618 |
92.42 |
|
4.250 |
89.61 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.89 |
98.79 |
| PP |
97.83 |
98.50 |
| S1 |
97.78 |
98.22 |
|