NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
106.71 |
107.01 |
0.30 |
0.3% |
105.09 |
| High |
107.52 |
107.95 |
0.43 |
0.4% |
107.95 |
| Low |
106.26 |
106.40 |
0.14 |
0.1% |
104.28 |
| Close |
107.19 |
107.29 |
0.10 |
0.1% |
107.29 |
| Range |
1.26 |
1.55 |
0.29 |
23.0% |
3.67 |
| ATR |
1.86 |
1.83 |
-0.02 |
-1.2% |
0.00 |
| Volume |
164,958 |
185,111 |
20,153 |
12.2% |
736,987 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.86 |
111.13 |
108.14 |
|
| R3 |
110.31 |
109.58 |
107.72 |
|
| R2 |
108.76 |
108.76 |
107.57 |
|
| R1 |
108.03 |
108.03 |
107.43 |
108.40 |
| PP |
107.21 |
107.21 |
107.21 |
107.40 |
| S1 |
106.48 |
106.48 |
107.15 |
106.85 |
| S2 |
105.66 |
105.66 |
107.01 |
|
| S3 |
104.11 |
104.93 |
106.86 |
|
| S4 |
102.56 |
103.38 |
106.44 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.52 |
116.07 |
109.31 |
|
| R3 |
113.85 |
112.40 |
108.30 |
|
| R2 |
110.18 |
110.18 |
107.96 |
|
| R1 |
108.73 |
108.73 |
107.63 |
109.46 |
| PP |
106.51 |
106.51 |
106.51 |
106.87 |
| S1 |
105.06 |
105.06 |
106.95 |
105.79 |
| S2 |
102.84 |
102.84 |
106.62 |
|
| S3 |
99.17 |
101.39 |
106.28 |
|
| S4 |
95.50 |
97.72 |
105.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.95 |
104.28 |
3.67 |
3.4% |
1.42 |
1.3% |
82% |
True |
False |
147,397 |
| 10 |
107.95 |
101.82 |
6.13 |
5.7% |
1.78 |
1.7% |
89% |
True |
False |
124,718 |
| 20 |
107.95 |
101.82 |
6.13 |
5.7% |
1.88 |
1.7% |
89% |
True |
False |
101,128 |
| 40 |
107.95 |
92.24 |
15.71 |
14.6% |
1.89 |
1.8% |
96% |
True |
False |
83,223 |
| 60 |
107.95 |
91.54 |
16.41 |
15.3% |
1.85 |
1.7% |
96% |
True |
False |
64,606 |
| 80 |
107.95 |
89.65 |
18.30 |
17.1% |
1.84 |
1.7% |
96% |
True |
False |
52,941 |
| 100 |
107.95 |
86.47 |
21.48 |
20.0% |
1.82 |
1.7% |
97% |
True |
False |
44,591 |
| 120 |
107.95 |
86.47 |
21.48 |
20.0% |
1.70 |
1.6% |
97% |
True |
False |
38,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.54 |
|
2.618 |
112.01 |
|
1.618 |
110.46 |
|
1.000 |
109.50 |
|
0.618 |
108.91 |
|
HIGH |
107.95 |
|
0.618 |
107.36 |
|
0.500 |
107.18 |
|
0.382 |
106.99 |
|
LOW |
106.40 |
|
0.618 |
105.44 |
|
1.000 |
104.85 |
|
1.618 |
103.89 |
|
2.618 |
102.34 |
|
4.250 |
99.81 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.25 |
107.08 |
| PP |
107.21 |
106.86 |
| S1 |
107.18 |
106.65 |
|