NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
107.01 |
107.57 |
0.56 |
0.5% |
105.09 |
| High |
107.95 |
107.60 |
-0.35 |
-0.3% |
107.95 |
| Low |
106.40 |
106.29 |
-0.11 |
-0.1% |
104.28 |
| Close |
107.29 |
106.86 |
-0.43 |
-0.4% |
107.29 |
| Range |
1.55 |
1.31 |
-0.24 |
-15.5% |
3.67 |
| ATR |
1.83 |
1.80 |
-0.04 |
-2.0% |
0.00 |
| Volume |
185,111 |
221,204 |
36,093 |
19.5% |
736,987 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.85 |
110.16 |
107.58 |
|
| R3 |
109.54 |
108.85 |
107.22 |
|
| R2 |
108.23 |
108.23 |
107.10 |
|
| R1 |
107.54 |
107.54 |
106.98 |
107.23 |
| PP |
106.92 |
106.92 |
106.92 |
106.76 |
| S1 |
106.23 |
106.23 |
106.74 |
105.92 |
| S2 |
105.61 |
105.61 |
106.62 |
|
| S3 |
104.30 |
104.92 |
106.50 |
|
| S4 |
102.99 |
103.61 |
106.14 |
|
|
| 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 |
105.16 |
2.79 |
2.6% |
1.39 |
1.3% |
61% |
False |
False |
171,330 |
| 10 |
107.95 |
101.82 |
6.13 |
5.7% |
1.72 |
1.6% |
82% |
False |
False |
138,856 |
| 20 |
107.95 |
101.82 |
6.13 |
5.7% |
1.85 |
1.7% |
82% |
False |
False |
108,661 |
| 40 |
107.95 |
92.24 |
15.71 |
14.7% |
1.86 |
1.7% |
93% |
False |
False |
87,500 |
| 60 |
107.95 |
91.54 |
16.41 |
15.4% |
1.84 |
1.7% |
93% |
False |
False |
68,004 |
| 80 |
107.95 |
89.65 |
18.30 |
17.1% |
1.83 |
1.7% |
94% |
False |
False |
55,566 |
| 100 |
107.95 |
86.47 |
21.48 |
20.1% |
1.82 |
1.7% |
95% |
False |
False |
46,667 |
| 120 |
107.95 |
86.47 |
21.48 |
20.1% |
1.70 |
1.6% |
95% |
False |
False |
40,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.17 |
|
2.618 |
111.03 |
|
1.618 |
109.72 |
|
1.000 |
108.91 |
|
0.618 |
108.41 |
|
HIGH |
107.60 |
|
0.618 |
107.10 |
|
0.500 |
106.95 |
|
0.382 |
106.79 |
|
LOW |
106.29 |
|
0.618 |
105.48 |
|
1.000 |
104.98 |
|
1.618 |
104.17 |
|
2.618 |
102.86 |
|
4.250 |
100.72 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.95 |
107.11 |
| PP |
106.92 |
107.02 |
| S1 |
106.89 |
106.94 |
|