NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
106.54 |
106.98 |
0.44 |
0.4% |
106.84 |
| High |
107.06 |
107.87 |
0.81 |
0.8% |
107.69 |
| Low |
105.60 |
106.60 |
1.00 |
0.9% |
102.22 |
| Close |
106.85 |
107.33 |
0.48 |
0.4% |
105.97 |
| Range |
1.46 |
1.27 |
-0.19 |
-13.0% |
5.47 |
| ATR |
2.07 |
2.01 |
-0.06 |
-2.8% |
0.00 |
| Volume |
270,921 |
251,868 |
-19,053 |
-7.0% |
1,395,964 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.08 |
110.47 |
108.03 |
|
| R3 |
109.81 |
109.20 |
107.68 |
|
| R2 |
108.54 |
108.54 |
107.56 |
|
| R1 |
107.93 |
107.93 |
107.45 |
108.24 |
| PP |
107.27 |
107.27 |
107.27 |
107.42 |
| S1 |
106.66 |
106.66 |
107.21 |
106.97 |
| S2 |
106.00 |
106.00 |
107.10 |
|
| S3 |
104.73 |
105.39 |
106.98 |
|
| S4 |
103.46 |
104.12 |
106.63 |
|
|
| 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 |
107.87 |
103.62 |
4.25 |
4.0% |
1.68 |
1.6% |
87% |
True |
False |
272,099 |
| 10 |
108.82 |
102.22 |
6.60 |
6.1% |
1.96 |
1.8% |
77% |
False |
False |
270,197 |
| 20 |
108.93 |
102.22 |
6.71 |
6.3% |
2.05 |
1.9% |
76% |
False |
False |
265,541 |
| 40 |
108.93 |
92.60 |
16.33 |
15.2% |
2.13 |
2.0% |
90% |
False |
False |
198,499 |
| 60 |
108.93 |
91.68 |
17.25 |
16.1% |
2.03 |
1.9% |
91% |
False |
False |
153,673 |
| 80 |
108.93 |
89.64 |
19.29 |
18.0% |
2.01 |
1.9% |
92% |
False |
False |
124,803 |
| 100 |
108.93 |
86.26 |
22.67 |
21.1% |
1.98 |
1.8% |
93% |
False |
False |
105,455 |
| 120 |
108.93 |
86.26 |
22.67 |
21.1% |
1.85 |
1.7% |
93% |
False |
False |
90,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.27 |
|
2.618 |
111.19 |
|
1.618 |
109.92 |
|
1.000 |
109.14 |
|
0.618 |
108.65 |
|
HIGH |
107.87 |
|
0.618 |
107.38 |
|
0.500 |
107.24 |
|
0.382 |
107.09 |
|
LOW |
106.60 |
|
0.618 |
105.82 |
|
1.000 |
105.33 |
|
1.618 |
104.55 |
|
2.618 |
103.28 |
|
4.250 |
101.20 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.30 |
107.13 |
| PP |
107.27 |
106.92 |
| S1 |
107.24 |
106.72 |
|