NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
103.86 |
105.22 |
1.36 |
1.3% |
107.57 |
| High |
105.25 |
106.94 |
1.69 |
1.6% |
107.60 |
| Low |
103.53 |
104.30 |
0.77 |
0.7% |
103.53 |
| Close |
105.03 |
106.42 |
1.39 |
1.3% |
106.42 |
| Range |
1.72 |
2.64 |
0.92 |
53.5% |
4.07 |
| ATR |
1.83 |
1.88 |
0.06 |
3.2% |
0.00 |
| Volume |
204,692 |
259,545 |
54,853 |
26.8% |
1,305,749 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.81 |
112.75 |
107.87 |
|
| R3 |
111.17 |
110.11 |
107.15 |
|
| R2 |
108.53 |
108.53 |
106.90 |
|
| R1 |
107.47 |
107.47 |
106.66 |
108.00 |
| PP |
105.89 |
105.89 |
105.89 |
106.15 |
| S1 |
104.83 |
104.83 |
106.18 |
105.36 |
| S2 |
103.25 |
103.25 |
105.94 |
|
| S3 |
100.61 |
102.19 |
105.69 |
|
| S4 |
97.97 |
99.55 |
104.97 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.06 |
116.31 |
108.66 |
|
| R3 |
113.99 |
112.24 |
107.54 |
|
| R2 |
109.92 |
109.92 |
107.17 |
|
| R1 |
108.17 |
108.17 |
106.79 |
107.01 |
| PP |
105.85 |
105.85 |
105.85 |
105.27 |
| S1 |
104.10 |
104.10 |
106.05 |
102.94 |
| S2 |
101.78 |
101.78 |
105.67 |
|
| S3 |
97.71 |
100.03 |
105.30 |
|
| S4 |
93.64 |
95.96 |
104.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.60 |
103.53 |
4.07 |
3.8% |
1.96 |
1.8% |
71% |
False |
False |
261,149 |
| 10 |
107.95 |
103.53 |
4.42 |
4.2% |
1.69 |
1.6% |
65% |
False |
False |
204,273 |
| 20 |
107.95 |
101.82 |
6.13 |
5.8% |
1.90 |
1.8% |
75% |
False |
False |
148,668 |
| 40 |
107.95 |
95.36 |
12.59 |
11.8% |
1.87 |
1.8% |
88% |
False |
False |
108,986 |
| 60 |
107.95 |
91.54 |
16.41 |
15.4% |
1.85 |
1.7% |
91% |
False |
False |
84,845 |
| 80 |
107.95 |
90.50 |
17.45 |
16.4% |
1.84 |
1.7% |
91% |
False |
False |
68,387 |
| 100 |
107.95 |
86.47 |
21.48 |
20.2% |
1.85 |
1.7% |
93% |
False |
False |
57,170 |
| 120 |
107.95 |
86.47 |
21.48 |
20.2% |
1.74 |
1.6% |
93% |
False |
False |
48,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.16 |
|
2.618 |
113.85 |
|
1.618 |
111.21 |
|
1.000 |
109.58 |
|
0.618 |
108.57 |
|
HIGH |
106.94 |
|
0.618 |
105.93 |
|
0.500 |
105.62 |
|
0.382 |
105.31 |
|
LOW |
104.30 |
|
0.618 |
102.67 |
|
1.000 |
101.66 |
|
1.618 |
100.03 |
|
2.618 |
97.39 |
|
4.250 |
93.08 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.15 |
106.03 |
| PP |
105.89 |
105.63 |
| S1 |
105.62 |
105.24 |
|