NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
103.68 |
103.16 |
-0.52 |
-0.5% |
106.12 |
| High |
104.47 |
105.35 |
0.88 |
0.8% |
106.93 |
| Low |
101.82 |
103.04 |
1.22 |
1.2% |
101.82 |
| Close |
102.87 |
105.16 |
2.29 |
2.2% |
105.16 |
| Range |
2.65 |
2.31 |
-0.34 |
-12.8% |
5.11 |
| ATR |
1.98 |
2.02 |
0.04 |
1.8% |
0.00 |
| Volume |
125,847 |
145,106 |
19,259 |
15.3% |
510,199 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.45 |
110.61 |
106.43 |
|
| R3 |
109.14 |
108.30 |
105.80 |
|
| R2 |
106.83 |
106.83 |
105.58 |
|
| R1 |
105.99 |
105.99 |
105.37 |
106.41 |
| PP |
104.52 |
104.52 |
104.52 |
104.73 |
| S1 |
103.68 |
103.68 |
104.95 |
104.10 |
| S2 |
102.21 |
102.21 |
104.74 |
|
| S3 |
99.90 |
101.37 |
104.52 |
|
| S4 |
97.59 |
99.06 |
103.89 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.97 |
117.67 |
107.97 |
|
| R3 |
114.86 |
112.56 |
106.57 |
|
| R2 |
109.75 |
109.75 |
106.10 |
|
| R1 |
107.45 |
107.45 |
105.63 |
106.05 |
| PP |
104.64 |
104.64 |
104.64 |
103.93 |
| S1 |
102.34 |
102.34 |
104.69 |
100.94 |
| S2 |
99.53 |
99.53 |
104.22 |
|
| S3 |
94.42 |
97.23 |
103.75 |
|
| S4 |
89.31 |
92.12 |
102.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.93 |
101.82 |
5.11 |
4.9% |
2.14 |
2.0% |
65% |
False |
False |
102,039 |
| 10 |
107.85 |
101.82 |
6.03 |
5.7% |
2.11 |
2.0% |
55% |
False |
False |
93,062 |
| 20 |
107.85 |
101.82 |
6.03 |
5.7% |
1.94 |
1.8% |
55% |
False |
False |
76,063 |
| 40 |
107.85 |
92.24 |
15.61 |
14.8% |
1.93 |
1.8% |
83% |
False |
False |
69,019 |
| 60 |
107.85 |
91.54 |
16.31 |
15.5% |
1.87 |
1.8% |
84% |
False |
False |
53,793 |
| 80 |
107.85 |
86.64 |
21.21 |
20.2% |
1.85 |
1.8% |
87% |
False |
False |
44,423 |
| 100 |
107.85 |
86.47 |
21.38 |
20.3% |
1.81 |
1.7% |
87% |
False |
False |
37,575 |
| 120 |
107.85 |
86.47 |
21.38 |
20.3% |
1.70 |
1.6% |
87% |
False |
False |
32,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.17 |
|
2.618 |
111.40 |
|
1.618 |
109.09 |
|
1.000 |
107.66 |
|
0.618 |
106.78 |
|
HIGH |
105.35 |
|
0.618 |
104.47 |
|
0.500 |
104.20 |
|
0.382 |
103.92 |
|
LOW |
103.04 |
|
0.618 |
101.61 |
|
1.000 |
100.73 |
|
1.618 |
99.30 |
|
2.618 |
96.99 |
|
4.250 |
93.22 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.84 |
104.64 |
| PP |
104.52 |
104.11 |
| S1 |
104.20 |
103.59 |
|