NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
107.57 |
106.72 |
-0.85 |
-0.8% |
105.09 |
| High |
107.60 |
106.97 |
-0.63 |
-0.6% |
107.95 |
| Low |
106.29 |
104.63 |
-1.66 |
-1.6% |
104.28 |
| Close |
106.86 |
105.11 |
-1.75 |
-1.6% |
107.29 |
| Range |
1.31 |
2.34 |
1.03 |
78.6% |
3.67 |
| ATR |
1.80 |
1.84 |
0.04 |
2.2% |
0.00 |
| Volume |
221,204 |
361,065 |
139,861 |
63.2% |
736,987 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.59 |
111.19 |
106.40 |
|
| R3 |
110.25 |
108.85 |
105.75 |
|
| R2 |
107.91 |
107.91 |
105.54 |
|
| R1 |
106.51 |
106.51 |
105.32 |
106.04 |
| PP |
105.57 |
105.57 |
105.57 |
105.34 |
| S1 |
104.17 |
104.17 |
104.90 |
103.70 |
| S2 |
103.23 |
103.23 |
104.68 |
|
| S3 |
100.89 |
101.83 |
104.47 |
|
| S4 |
98.55 |
99.49 |
103.82 |
|
|
| 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 |
104.63 |
3.32 |
3.2% |
1.58 |
1.5% |
14% |
False |
True |
216,301 |
| 10 |
107.95 |
101.82 |
6.13 |
5.8% |
1.73 |
1.6% |
54% |
False |
False |
168,766 |
| 20 |
107.95 |
101.82 |
6.13 |
5.8% |
1.88 |
1.8% |
54% |
False |
False |
123,370 |
| 40 |
107.95 |
93.21 |
14.74 |
14.0% |
1.85 |
1.8% |
81% |
False |
False |
95,706 |
| 60 |
107.95 |
91.54 |
16.41 |
15.6% |
1.86 |
1.8% |
83% |
False |
False |
73,650 |
| 80 |
107.95 |
89.65 |
18.30 |
17.4% |
1.84 |
1.7% |
84% |
False |
False |
59,840 |
| 100 |
107.95 |
86.47 |
21.48 |
20.4% |
1.84 |
1.7% |
87% |
False |
False |
50,180 |
| 120 |
107.95 |
86.47 |
21.48 |
20.4% |
1.71 |
1.6% |
87% |
False |
False |
43,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.92 |
|
2.618 |
113.10 |
|
1.618 |
110.76 |
|
1.000 |
109.31 |
|
0.618 |
108.42 |
|
HIGH |
106.97 |
|
0.618 |
106.08 |
|
0.500 |
105.80 |
|
0.382 |
105.52 |
|
LOW |
104.63 |
|
0.618 |
103.18 |
|
1.000 |
102.29 |
|
1.618 |
100.84 |
|
2.618 |
98.50 |
|
4.250 |
94.69 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.80 |
106.29 |
| PP |
105.57 |
105.90 |
| S1 |
105.34 |
105.50 |
|