NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
105.84 |
106.15 |
0.31 |
0.3% |
106.84 |
| High |
106.46 |
107.20 |
0.74 |
0.7% |
107.69 |
| Low |
105.03 |
105.56 |
0.53 |
0.5% |
102.22 |
| Close |
106.11 |
106.83 |
0.72 |
0.7% |
105.97 |
| Range |
1.43 |
1.64 |
0.21 |
14.7% |
5.47 |
| ATR |
2.15 |
2.12 |
-0.04 |
-1.7% |
0.00 |
| Volume |
257,139 |
276,773 |
19,634 |
7.6% |
1,395,964 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.45 |
110.78 |
107.73 |
|
| R3 |
109.81 |
109.14 |
107.28 |
|
| R2 |
108.17 |
108.17 |
107.13 |
|
| R1 |
107.50 |
107.50 |
106.98 |
107.84 |
| PP |
106.53 |
106.53 |
106.53 |
106.70 |
| S1 |
105.86 |
105.86 |
106.68 |
106.20 |
| S2 |
104.89 |
104.89 |
106.53 |
|
| S3 |
103.25 |
104.22 |
106.38 |
|
| S4 |
101.61 |
102.58 |
105.93 |
|
|
| 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 |
107.20 |
102.22 |
4.98 |
4.7% |
2.02 |
1.9% |
93% |
True |
False |
290,404 |
| 10 |
108.82 |
102.22 |
6.60 |
6.2% |
2.23 |
2.1% |
70% |
False |
False |
274,591 |
| 20 |
108.93 |
102.22 |
6.71 |
6.3% |
2.10 |
2.0% |
69% |
False |
False |
257,686 |
| 40 |
108.93 |
92.60 |
16.33 |
15.3% |
2.12 |
2.0% |
87% |
False |
False |
188,331 |
| 60 |
108.93 |
91.68 |
17.25 |
16.1% |
2.04 |
1.9% |
88% |
False |
False |
146,121 |
| 80 |
108.93 |
88.06 |
20.87 |
19.5% |
2.02 |
1.9% |
90% |
False |
False |
118,833 |
| 100 |
108.93 |
86.26 |
22.67 |
21.2% |
1.98 |
1.8% |
91% |
False |
False |
100,523 |
| 120 |
108.93 |
86.26 |
22.67 |
21.2% |
1.85 |
1.7% |
91% |
False |
False |
86,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.17 |
|
2.618 |
111.49 |
|
1.618 |
109.85 |
|
1.000 |
108.84 |
|
0.618 |
108.21 |
|
HIGH |
107.20 |
|
0.618 |
106.57 |
|
0.500 |
106.38 |
|
0.382 |
106.19 |
|
LOW |
105.56 |
|
0.618 |
104.55 |
|
1.000 |
103.92 |
|
1.618 |
102.91 |
|
2.618 |
101.27 |
|
4.250 |
98.59 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.68 |
106.36 |
| PP |
106.53 |
105.88 |
| S1 |
106.38 |
105.41 |
|