NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
104.18 |
103.87 |
-0.31 |
-0.3% |
106.84 |
| High |
104.96 |
106.24 |
1.28 |
1.2% |
107.69 |
| Low |
102.22 |
103.62 |
1.40 |
1.4% |
102.22 |
| Close |
103.40 |
105.97 |
2.57 |
2.5% |
105.97 |
| Range |
2.74 |
2.62 |
-0.12 |
-4.4% |
5.47 |
| ATR |
2.16 |
2.21 |
0.05 |
2.2% |
0.00 |
| Volume |
320,070 |
303,796 |
-16,274 |
-5.1% |
1,395,964 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.14 |
112.17 |
107.41 |
|
| R3 |
110.52 |
109.55 |
106.69 |
|
| R2 |
107.90 |
107.90 |
106.45 |
|
| R1 |
106.93 |
106.93 |
106.21 |
107.42 |
| PP |
105.28 |
105.28 |
105.28 |
105.52 |
| S1 |
104.31 |
104.31 |
105.73 |
104.80 |
| S2 |
102.66 |
102.66 |
105.49 |
|
| S3 |
100.04 |
101.69 |
105.25 |
|
| S4 |
97.42 |
99.07 |
104.53 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.70 |
119.31 |
108.98 |
|
| R3 |
116.23 |
113.84 |
107.47 |
|
| R2 |
110.76 |
110.76 |
106.97 |
|
| R1 |
108.37 |
108.37 |
106.47 |
106.83 |
| PP |
105.29 |
105.29 |
105.29 |
104.53 |
| S1 |
102.90 |
102.90 |
105.47 |
101.36 |
| S2 |
99.82 |
99.82 |
104.97 |
|
| S3 |
94.35 |
97.43 |
104.47 |
|
| S4 |
88.88 |
91.96 |
102.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.69 |
102.22 |
5.47 |
5.2% |
2.29 |
2.2% |
69% |
False |
False |
279,192 |
| 10 |
108.82 |
102.22 |
6.60 |
6.2% |
2.26 |
2.1% |
57% |
False |
False |
265,393 |
| 20 |
108.93 |
102.22 |
6.71 |
6.3% |
2.12 |
2.0% |
56% |
False |
False |
243,070 |
| 40 |
108.93 |
92.60 |
16.33 |
15.4% |
2.13 |
2.0% |
82% |
False |
False |
178,571 |
| 60 |
108.93 |
91.68 |
17.25 |
16.3% |
2.05 |
1.9% |
83% |
False |
False |
138,474 |
| 80 |
108.93 |
86.26 |
22.67 |
21.4% |
2.03 |
1.9% |
87% |
False |
False |
112,998 |
| 100 |
108.93 |
86.26 |
22.67 |
21.4% |
1.97 |
1.9% |
87% |
False |
False |
95,514 |
| 120 |
108.93 |
86.26 |
22.67 |
21.4% |
1.86 |
1.8% |
87% |
False |
False |
82,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.38 |
|
2.618 |
113.10 |
|
1.618 |
110.48 |
|
1.000 |
108.86 |
|
0.618 |
107.86 |
|
HIGH |
106.24 |
|
0.618 |
105.24 |
|
0.500 |
104.93 |
|
0.382 |
104.62 |
|
LOW |
103.62 |
|
0.618 |
102.00 |
|
1.000 |
101.00 |
|
1.618 |
99.38 |
|
2.618 |
96.76 |
|
4.250 |
92.49 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.62 |
105.39 |
| PP |
105.28 |
104.81 |
| S1 |
104.93 |
104.23 |
|