NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
104.55 |
104.92 |
0.37 |
0.4% |
104.61 |
High |
105.35 |
105.62 |
0.27 |
0.3% |
105.38 |
Low |
104.03 |
104.32 |
0.29 |
0.3% |
100.80 |
Close |
105.21 |
105.41 |
0.20 |
0.2% |
103.82 |
Range |
1.32 |
1.30 |
-0.02 |
-1.5% |
4.58 |
ATR |
1.76 |
1.73 |
-0.03 |
-1.9% |
0.00 |
Volume |
51,997 |
59,626 |
7,629 |
14.7% |
226,783 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.02 |
108.51 |
106.13 |
|
R3 |
107.72 |
107.21 |
105.77 |
|
R2 |
106.42 |
106.42 |
105.65 |
|
R1 |
105.91 |
105.91 |
105.53 |
106.17 |
PP |
105.12 |
105.12 |
105.12 |
105.24 |
S1 |
104.61 |
104.61 |
105.29 |
104.87 |
S2 |
103.82 |
103.82 |
105.17 |
|
S3 |
102.52 |
103.31 |
105.05 |
|
S4 |
101.22 |
102.01 |
104.70 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.07 |
115.03 |
106.34 |
|
R3 |
112.49 |
110.45 |
105.08 |
|
R2 |
107.91 |
107.91 |
104.66 |
|
R1 |
105.87 |
105.87 |
104.24 |
104.60 |
PP |
103.33 |
103.33 |
103.33 |
102.70 |
S1 |
101.29 |
101.29 |
103.40 |
100.02 |
S2 |
98.75 |
98.75 |
102.98 |
|
S3 |
94.17 |
96.71 |
102.56 |
|
S4 |
89.59 |
92.13 |
101.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.62 |
100.80 |
4.82 |
4.6% |
1.73 |
1.6% |
96% |
True |
False |
60,219 |
10 |
106.18 |
100.80 |
5.38 |
5.1% |
1.82 |
1.7% |
86% |
False |
False |
51,282 |
20 |
106.18 |
100.80 |
5.38 |
5.1% |
1.74 |
1.6% |
86% |
False |
False |
44,737 |
40 |
106.18 |
91.95 |
14.23 |
13.5% |
1.75 |
1.7% |
95% |
False |
False |
40,863 |
60 |
106.18 |
91.22 |
14.96 |
14.2% |
1.70 |
1.6% |
95% |
False |
False |
33,033 |
80 |
106.18 |
87.81 |
18.37 |
17.4% |
1.71 |
1.6% |
96% |
False |
False |
27,345 |
100 |
106.18 |
85.96 |
20.22 |
19.2% |
1.68 |
1.6% |
96% |
False |
False |
23,297 |
120 |
106.18 |
85.96 |
20.22 |
19.2% |
1.57 |
1.5% |
96% |
False |
False |
20,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.15 |
2.618 |
109.02 |
1.618 |
107.72 |
1.000 |
106.92 |
0.618 |
106.42 |
HIGH |
105.62 |
0.618 |
105.12 |
0.500 |
104.97 |
0.382 |
104.82 |
LOW |
104.32 |
0.618 |
103.52 |
1.000 |
103.02 |
1.618 |
102.22 |
2.618 |
100.92 |
4.250 |
98.80 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
105.26 |
105.04 |
PP |
105.12 |
104.68 |
S1 |
104.97 |
104.31 |
|