NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
105.67 |
106.14 |
0.47 |
0.4% |
106.12 |
| High |
106.59 |
106.76 |
0.17 |
0.2% |
106.93 |
| Low |
105.16 |
105.34 |
0.18 |
0.2% |
101.82 |
| Close |
106.40 |
106.56 |
0.16 |
0.2% |
105.16 |
| Range |
1.43 |
1.42 |
-0.01 |
-0.7% |
5.11 |
| ATR |
1.94 |
1.90 |
-0.04 |
-1.9% |
0.00 |
| Volume |
136,212 |
149,167 |
12,955 |
9.5% |
510,199 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.48 |
109.94 |
107.34 |
|
| R3 |
109.06 |
108.52 |
106.95 |
|
| R2 |
107.64 |
107.64 |
106.82 |
|
| R1 |
107.10 |
107.10 |
106.69 |
107.37 |
| PP |
106.22 |
106.22 |
106.22 |
106.36 |
| S1 |
105.68 |
105.68 |
106.43 |
105.95 |
| S2 |
104.80 |
104.80 |
106.30 |
|
| S3 |
103.38 |
104.26 |
106.17 |
|
| S4 |
101.96 |
102.84 |
105.78 |
|
|
| 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 |
106.76 |
101.82 |
4.94 |
4.6% |
1.85 |
1.7% |
96% |
True |
False |
131,574 |
| 10 |
107.85 |
101.82 |
6.03 |
5.7% |
2.00 |
1.9% |
79% |
False |
False |
109,565 |
| 20 |
107.85 |
101.82 |
6.03 |
5.7% |
1.93 |
1.8% |
79% |
False |
False |
89,050 |
| 40 |
107.85 |
92.24 |
15.61 |
14.6% |
1.94 |
1.8% |
92% |
False |
False |
76,374 |
| 60 |
107.85 |
91.54 |
16.31 |
15.3% |
1.86 |
1.7% |
92% |
False |
False |
59,312 |
| 80 |
107.85 |
88.13 |
19.72 |
18.5% |
1.85 |
1.7% |
93% |
False |
False |
48,866 |
| 100 |
107.85 |
86.47 |
21.38 |
20.1% |
1.82 |
1.7% |
94% |
False |
False |
41,273 |
| 120 |
107.85 |
86.47 |
21.38 |
20.1% |
1.69 |
1.6% |
94% |
False |
False |
35,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.80 |
|
2.618 |
110.48 |
|
1.618 |
109.06 |
|
1.000 |
108.18 |
|
0.618 |
107.64 |
|
HIGH |
106.76 |
|
0.618 |
106.22 |
|
0.500 |
106.05 |
|
0.382 |
105.88 |
|
LOW |
105.34 |
|
0.618 |
104.46 |
|
1.000 |
103.92 |
|
1.618 |
103.04 |
|
2.618 |
101.62 |
|
4.250 |
99.31 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.39 |
106.21 |
| PP |
106.22 |
105.87 |
| S1 |
106.05 |
105.52 |
|