NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
107.18 |
107.78 |
0.60 |
0.6% |
105.84 |
| High |
108.17 |
107.80 |
-0.37 |
-0.3% |
108.17 |
| Low |
106.56 |
106.56 |
0.00 |
0.0% |
105.03 |
| Close |
107.46 |
107.10 |
-0.36 |
-0.3% |
107.46 |
| Range |
1.61 |
1.24 |
-0.37 |
-23.0% |
3.14 |
| ATR |
1.98 |
1.93 |
-0.05 |
-2.7% |
0.00 |
| Volume |
179,859 |
102,781 |
-77,078 |
-42.9% |
1,236,560 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.87 |
110.23 |
107.78 |
|
| R3 |
109.63 |
108.99 |
107.44 |
|
| R2 |
108.39 |
108.39 |
107.33 |
|
| R1 |
107.75 |
107.75 |
107.21 |
107.45 |
| PP |
107.15 |
107.15 |
107.15 |
107.01 |
| S1 |
106.51 |
106.51 |
106.99 |
106.21 |
| S2 |
105.91 |
105.91 |
106.87 |
|
| S3 |
104.67 |
105.27 |
106.76 |
|
| S4 |
103.43 |
104.03 |
106.42 |
|
|
| 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 |
105.56 |
2.61 |
2.4% |
1.44 |
1.3% |
59% |
False |
False |
216,440 |
| 10 |
108.17 |
102.22 |
5.95 |
5.6% |
1.81 |
1.7% |
82% |
False |
False |
253,044 |
| 20 |
108.82 |
102.22 |
6.60 |
6.2% |
1.98 |
1.8% |
74% |
False |
False |
249,630 |
| 40 |
108.93 |
92.60 |
16.33 |
15.2% |
2.04 |
1.9% |
89% |
False |
False |
200,185 |
| 60 |
108.93 |
91.68 |
17.25 |
16.1% |
2.01 |
1.9% |
89% |
False |
False |
157,046 |
| 80 |
108.93 |
90.09 |
18.84 |
17.6% |
1.99 |
1.9% |
90% |
False |
False |
127,440 |
| 100 |
108.93 |
86.26 |
22.67 |
21.2% |
1.98 |
1.8% |
92% |
False |
False |
107,804 |
| 120 |
108.93 |
86.26 |
22.67 |
21.2% |
1.86 |
1.7% |
92% |
False |
False |
92,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.07 |
|
2.618 |
111.05 |
|
1.618 |
109.81 |
|
1.000 |
109.04 |
|
0.618 |
108.57 |
|
HIGH |
107.80 |
|
0.618 |
107.33 |
|
0.500 |
107.18 |
|
0.382 |
107.03 |
|
LOW |
106.56 |
|
0.618 |
105.79 |
|
1.000 |
105.32 |
|
1.618 |
104.55 |
|
2.618 |
103.31 |
|
4.250 |
101.29 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.18 |
107.37 |
| PP |
107.15 |
107.28 |
| S1 |
107.13 |
107.19 |
|