NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
106.15 |
106.54 |
0.39 |
0.4% |
106.84 |
| High |
107.20 |
107.06 |
-0.14 |
-0.1% |
107.69 |
| Low |
105.56 |
105.60 |
0.04 |
0.0% |
102.22 |
| Close |
106.83 |
106.85 |
0.02 |
0.0% |
105.97 |
| Range |
1.64 |
1.46 |
-0.18 |
-11.0% |
5.47 |
| ATR |
2.12 |
2.07 |
-0.05 |
-2.2% |
0.00 |
| Volume |
276,773 |
270,921 |
-5,852 |
-2.1% |
1,395,964 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.88 |
110.33 |
107.65 |
|
| R3 |
109.42 |
108.87 |
107.25 |
|
| R2 |
107.96 |
107.96 |
107.12 |
|
| R1 |
107.41 |
107.41 |
106.98 |
107.69 |
| PP |
106.50 |
106.50 |
106.50 |
106.64 |
| S1 |
105.95 |
105.95 |
106.72 |
106.23 |
| S2 |
105.04 |
105.04 |
106.58 |
|
| S3 |
103.58 |
104.49 |
106.45 |
|
| S4 |
102.12 |
103.03 |
106.05 |
|
|
| 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% |
1.98 |
1.9% |
93% |
False |
False |
285,739 |
| 10 |
108.82 |
102.22 |
6.60 |
6.2% |
2.13 |
2.0% |
70% |
False |
False |
271,770 |
| 20 |
108.93 |
102.22 |
6.71 |
6.3% |
2.10 |
2.0% |
69% |
False |
False |
263,263 |
| 40 |
108.93 |
92.60 |
16.33 |
15.3% |
2.13 |
2.0% |
87% |
False |
False |
193,698 |
| 60 |
108.93 |
91.68 |
17.25 |
16.1% |
2.03 |
1.9% |
88% |
False |
False |
150,028 |
| 80 |
108.93 |
88.28 |
20.65 |
19.3% |
2.02 |
1.9% |
90% |
False |
False |
121,995 |
| 100 |
108.93 |
86.26 |
22.67 |
21.2% |
1.98 |
1.9% |
91% |
False |
False |
103,087 |
| 120 |
108.93 |
86.26 |
22.67 |
21.2% |
1.86 |
1.7% |
91% |
False |
False |
88,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.27 |
|
2.618 |
110.88 |
|
1.618 |
109.42 |
|
1.000 |
108.52 |
|
0.618 |
107.96 |
|
HIGH |
107.06 |
|
0.618 |
106.50 |
|
0.500 |
106.33 |
|
0.382 |
106.16 |
|
LOW |
105.60 |
|
0.618 |
104.70 |
|
1.000 |
104.14 |
|
1.618 |
103.24 |
|
2.618 |
101.78 |
|
4.250 |
99.40 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.68 |
106.61 |
| PP |
106.50 |
106.36 |
| S1 |
106.33 |
106.12 |
|