NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
105.09 |
105.67 |
0.58 |
0.6% |
106.12 |
| High |
105.73 |
106.59 |
0.86 |
0.8% |
106.93 |
| Low |
104.28 |
105.16 |
0.88 |
0.8% |
101.82 |
| Close |
105.52 |
106.40 |
0.88 |
0.8% |
105.16 |
| Range |
1.45 |
1.43 |
-0.02 |
-1.4% |
5.11 |
| ATR |
1.98 |
1.94 |
-0.04 |
-2.0% |
0.00 |
| Volume |
101,539 |
136,212 |
34,673 |
34.1% |
510,199 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.34 |
109.80 |
107.19 |
|
| R3 |
108.91 |
108.37 |
106.79 |
|
| R2 |
107.48 |
107.48 |
106.66 |
|
| R1 |
106.94 |
106.94 |
106.53 |
107.21 |
| PP |
106.05 |
106.05 |
106.05 |
106.19 |
| S1 |
105.51 |
105.51 |
106.27 |
105.78 |
| S2 |
104.62 |
104.62 |
106.14 |
|
| S3 |
103.19 |
104.08 |
106.01 |
|
| S4 |
101.76 |
102.65 |
105.61 |
|
|
| 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 |
106.59 |
101.82 |
4.77 |
4.5% |
1.88 |
1.8% |
96% |
True |
False |
121,231 |
| 10 |
107.85 |
101.82 |
6.03 |
5.7% |
2.09 |
2.0% |
76% |
False |
False |
102,961 |
| 20 |
107.85 |
101.82 |
6.03 |
5.7% |
1.93 |
1.8% |
76% |
False |
False |
83,582 |
| 40 |
107.85 |
92.24 |
15.61 |
14.7% |
1.93 |
1.8% |
91% |
False |
False |
73,333 |
| 60 |
107.85 |
91.54 |
16.31 |
15.3% |
1.86 |
1.7% |
91% |
False |
False |
57,112 |
| 80 |
107.85 |
87.95 |
19.90 |
18.7% |
1.85 |
1.7% |
93% |
False |
False |
47,073 |
| 100 |
107.85 |
86.47 |
21.38 |
20.1% |
1.81 |
1.7% |
93% |
False |
False |
39,829 |
| 120 |
107.85 |
86.47 |
21.38 |
20.1% |
1.69 |
1.6% |
93% |
False |
False |
34,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.67 |
|
2.618 |
110.33 |
|
1.618 |
108.90 |
|
1.000 |
108.02 |
|
0.618 |
107.47 |
|
HIGH |
106.59 |
|
0.618 |
106.04 |
|
0.500 |
105.88 |
|
0.382 |
105.71 |
|
LOW |
105.16 |
|
0.618 |
104.28 |
|
1.000 |
103.73 |
|
1.618 |
102.85 |
|
2.618 |
101.42 |
|
4.250 |
99.08 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.23 |
105.87 |
| PP |
106.05 |
105.34 |
| S1 |
105.88 |
104.82 |
|