NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
105.22 |
106.91 |
1.69 |
1.6% |
107.57 |
| High |
106.94 |
107.37 |
0.43 |
0.4% |
107.60 |
| Low |
104.30 |
105.56 |
1.26 |
1.2% |
103.53 |
| Close |
106.42 |
105.92 |
-0.50 |
-0.5% |
106.42 |
| Range |
2.64 |
1.81 |
-0.83 |
-31.4% |
4.07 |
| ATR |
1.88 |
1.88 |
-0.01 |
-0.3% |
0.00 |
| Volume |
259,545 |
165,995 |
-93,550 |
-36.0% |
1,305,749 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.71 |
110.63 |
106.92 |
|
| R3 |
109.90 |
108.82 |
106.42 |
|
| R2 |
108.09 |
108.09 |
106.25 |
|
| R1 |
107.01 |
107.01 |
106.09 |
106.65 |
| PP |
106.28 |
106.28 |
106.28 |
106.10 |
| S1 |
105.20 |
105.20 |
105.75 |
104.84 |
| S2 |
104.47 |
104.47 |
105.59 |
|
| S3 |
102.66 |
103.39 |
105.42 |
|
| S4 |
100.85 |
101.58 |
104.92 |
|
|
| 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 |
107.37 |
103.53 |
3.84 |
3.6% |
2.06 |
1.9% |
62% |
True |
False |
250,108 |
| 10 |
107.95 |
103.53 |
4.42 |
4.2% |
1.73 |
1.6% |
54% |
False |
False |
210,719 |
| 20 |
107.95 |
101.82 |
6.13 |
5.8% |
1.92 |
1.8% |
67% |
False |
False |
153,669 |
| 40 |
107.95 |
95.36 |
12.59 |
11.9% |
1.88 |
1.8% |
84% |
False |
False |
111,965 |
| 60 |
107.95 |
91.54 |
16.41 |
15.5% |
1.85 |
1.7% |
88% |
False |
False |
87,256 |
| 80 |
107.95 |
91.54 |
16.41 |
15.5% |
1.82 |
1.7% |
88% |
False |
False |
70,191 |
| 100 |
107.95 |
86.47 |
21.48 |
20.3% |
1.84 |
1.7% |
91% |
False |
False |
58,748 |
| 120 |
107.95 |
86.47 |
21.48 |
20.3% |
1.75 |
1.6% |
91% |
False |
False |
50,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.06 |
|
2.618 |
112.11 |
|
1.618 |
110.30 |
|
1.000 |
109.18 |
|
0.618 |
108.49 |
|
HIGH |
107.37 |
|
0.618 |
106.68 |
|
0.500 |
106.47 |
|
0.382 |
106.25 |
|
LOW |
105.56 |
|
0.618 |
104.44 |
|
1.000 |
103.75 |
|
1.618 |
102.63 |
|
2.618 |
100.82 |
|
4.250 |
97.87 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.47 |
105.76 |
| PP |
106.28 |
105.61 |
| S1 |
106.10 |
105.45 |
|