NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
103.16 |
105.09 |
1.93 |
1.9% |
106.12 |
| High |
105.35 |
105.73 |
0.38 |
0.4% |
106.93 |
| Low |
103.04 |
104.28 |
1.24 |
1.2% |
101.82 |
| Close |
105.16 |
105.52 |
0.36 |
0.3% |
105.16 |
| Range |
2.31 |
1.45 |
-0.86 |
-37.2% |
5.11 |
| ATR |
2.02 |
1.98 |
-0.04 |
-2.0% |
0.00 |
| Volume |
145,106 |
101,539 |
-43,567 |
-30.0% |
510,199 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.53 |
108.97 |
106.32 |
|
| R3 |
108.08 |
107.52 |
105.92 |
|
| R2 |
106.63 |
106.63 |
105.79 |
|
| R1 |
106.07 |
106.07 |
105.65 |
106.35 |
| PP |
105.18 |
105.18 |
105.18 |
105.32 |
| S1 |
104.62 |
104.62 |
105.39 |
104.90 |
| S2 |
103.73 |
103.73 |
105.25 |
|
| S3 |
102.28 |
103.17 |
105.12 |
|
| S4 |
100.83 |
101.72 |
104.72 |
|
|
| 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 |
106.55 |
101.82 |
4.73 |
4.5% |
2.04 |
1.9% |
78% |
False |
False |
106,381 |
| 10 |
107.85 |
101.82 |
6.03 |
5.7% |
2.12 |
2.0% |
61% |
False |
False |
96,619 |
| 20 |
107.85 |
101.82 |
6.03 |
5.7% |
1.92 |
1.8% |
61% |
False |
False |
78,720 |
| 40 |
107.85 |
92.24 |
15.61 |
14.8% |
1.92 |
1.8% |
85% |
False |
False |
70,965 |
| 60 |
107.85 |
91.54 |
16.31 |
15.5% |
1.86 |
1.8% |
86% |
False |
False |
55,147 |
| 80 |
107.85 |
87.85 |
20.00 |
19.0% |
1.84 |
1.7% |
88% |
False |
False |
45,511 |
| 100 |
107.85 |
86.47 |
21.38 |
20.3% |
1.81 |
1.7% |
89% |
False |
False |
38,520 |
| 120 |
107.85 |
86.47 |
21.38 |
20.3% |
1.69 |
1.6% |
89% |
False |
False |
33,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.89 |
|
2.618 |
109.53 |
|
1.618 |
108.08 |
|
1.000 |
107.18 |
|
0.618 |
106.63 |
|
HIGH |
105.73 |
|
0.618 |
105.18 |
|
0.500 |
105.01 |
|
0.382 |
104.83 |
|
LOW |
104.28 |
|
0.618 |
103.38 |
|
1.000 |
102.83 |
|
1.618 |
101.93 |
|
2.618 |
100.48 |
|
4.250 |
98.12 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.35 |
104.94 |
| PP |
105.18 |
104.36 |
| S1 |
105.01 |
103.78 |
|