NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
106.98 |
107.18 |
0.20 |
0.2% |
105.84 |
| High |
107.87 |
108.17 |
0.30 |
0.3% |
108.17 |
| Low |
106.60 |
106.56 |
-0.04 |
0.0% |
105.03 |
| Close |
107.33 |
107.46 |
0.13 |
0.1% |
107.46 |
| Range |
1.27 |
1.61 |
0.34 |
26.8% |
3.14 |
| ATR |
2.01 |
1.98 |
-0.03 |
-1.4% |
0.00 |
| Volume |
251,868 |
179,859 |
-72,009 |
-28.6% |
1,236,560 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.23 |
111.45 |
108.35 |
|
| R3 |
110.62 |
109.84 |
107.90 |
|
| R2 |
109.01 |
109.01 |
107.76 |
|
| R1 |
108.23 |
108.23 |
107.61 |
108.62 |
| PP |
107.40 |
107.40 |
107.40 |
107.59 |
| S1 |
106.62 |
106.62 |
107.31 |
107.01 |
| S2 |
105.79 |
105.79 |
107.16 |
|
| S3 |
104.18 |
105.01 |
107.02 |
|
| S4 |
102.57 |
103.40 |
106.57 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.31 |
115.02 |
109.19 |
|
| R3 |
113.17 |
111.88 |
108.32 |
|
| R2 |
110.03 |
110.03 |
108.04 |
|
| R1 |
108.74 |
108.74 |
107.75 |
109.39 |
| PP |
106.89 |
106.89 |
106.89 |
107.21 |
| S1 |
105.60 |
105.60 |
107.17 |
106.25 |
| S2 |
103.75 |
103.75 |
106.88 |
|
| S3 |
100.61 |
102.46 |
106.60 |
|
| S4 |
97.47 |
99.32 |
105.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.17 |
105.03 |
3.14 |
2.9% |
1.48 |
1.4% |
77% |
True |
False |
247,312 |
| 10 |
108.17 |
102.22 |
5.95 |
5.5% |
1.88 |
1.8% |
88% |
True |
False |
263,252 |
| 20 |
108.82 |
102.22 |
6.60 |
6.1% |
2.03 |
1.9% |
79% |
False |
False |
258,684 |
| 40 |
108.93 |
92.60 |
16.33 |
15.2% |
2.08 |
1.9% |
91% |
False |
False |
200,598 |
| 60 |
108.93 |
91.68 |
17.25 |
16.1% |
2.02 |
1.9% |
91% |
False |
False |
156,195 |
| 80 |
108.93 |
90.09 |
18.84 |
17.5% |
2.01 |
1.9% |
92% |
False |
False |
126,546 |
| 100 |
108.93 |
86.26 |
22.67 |
21.1% |
1.98 |
1.8% |
94% |
False |
False |
107,015 |
| 120 |
108.93 |
86.26 |
22.67 |
21.1% |
1.86 |
1.7% |
94% |
False |
False |
91,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.01 |
|
2.618 |
112.38 |
|
1.618 |
110.77 |
|
1.000 |
109.78 |
|
0.618 |
109.16 |
|
HIGH |
108.17 |
|
0.618 |
107.55 |
|
0.500 |
107.37 |
|
0.382 |
107.18 |
|
LOW |
106.56 |
|
0.618 |
105.57 |
|
1.000 |
104.95 |
|
1.618 |
103.96 |
|
2.618 |
102.35 |
|
4.250 |
99.72 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.43 |
107.27 |
| PP |
107.40 |
107.08 |
| S1 |
107.37 |
106.89 |
|