NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
105.51 |
105.98 |
0.47 |
0.4% |
103.81 |
| High |
106.35 |
106.88 |
0.53 |
0.5% |
106.88 |
| Low |
105.19 |
105.60 |
0.41 |
0.4% |
103.00 |
| Close |
106.09 |
106.49 |
0.40 |
0.4% |
106.49 |
| Range |
1.16 |
1.28 |
0.12 |
10.3% |
3.88 |
| ATR |
1.69 |
1.66 |
-0.03 |
-1.7% |
0.00 |
| Volume |
67,009 |
49,754 |
-17,255 |
-25.8% |
298,559 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.16 |
109.61 |
107.19 |
|
| R3 |
108.88 |
108.33 |
106.84 |
|
| R2 |
107.60 |
107.60 |
106.72 |
|
| R1 |
107.05 |
107.05 |
106.61 |
107.33 |
| PP |
106.32 |
106.32 |
106.32 |
106.46 |
| S1 |
105.77 |
105.77 |
106.37 |
106.05 |
| S2 |
105.04 |
105.04 |
106.26 |
|
| S3 |
103.76 |
104.49 |
106.14 |
|
| S4 |
102.48 |
103.21 |
105.79 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.10 |
115.67 |
108.62 |
|
| R3 |
113.22 |
111.79 |
107.56 |
|
| R2 |
109.34 |
109.34 |
107.20 |
|
| R1 |
107.91 |
107.91 |
106.85 |
108.63 |
| PP |
105.46 |
105.46 |
105.46 |
105.81 |
| S1 |
104.03 |
104.03 |
106.13 |
104.75 |
| S2 |
101.58 |
101.58 |
105.78 |
|
| S3 |
97.70 |
100.15 |
105.42 |
|
| S4 |
93.82 |
96.27 |
104.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.88 |
103.00 |
3.88 |
3.6% |
1.32 |
1.2% |
90% |
True |
False |
59,711 |
| 10 |
106.88 |
100.80 |
6.08 |
5.7% |
1.63 |
1.5% |
94% |
True |
False |
52,534 |
| 20 |
106.88 |
100.80 |
6.08 |
5.7% |
1.70 |
1.6% |
94% |
True |
False |
47,178 |
| 40 |
106.88 |
91.95 |
14.93 |
14.0% |
1.70 |
1.6% |
97% |
True |
False |
42,704 |
| 60 |
106.88 |
91.22 |
15.66 |
14.7% |
1.69 |
1.6% |
98% |
True |
False |
34,618 |
| 80 |
106.88 |
89.26 |
17.62 |
16.5% |
1.70 |
1.6% |
98% |
True |
False |
28,599 |
| 100 |
106.88 |
85.96 |
20.92 |
19.6% |
1.68 |
1.6% |
98% |
True |
False |
24,346 |
| 120 |
106.88 |
85.96 |
20.92 |
19.6% |
1.57 |
1.5% |
98% |
True |
False |
21,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.32 |
|
2.618 |
110.23 |
|
1.618 |
108.95 |
|
1.000 |
108.16 |
|
0.618 |
107.67 |
|
HIGH |
106.88 |
|
0.618 |
106.39 |
|
0.500 |
106.24 |
|
0.382 |
106.09 |
|
LOW |
105.60 |
|
0.618 |
104.81 |
|
1.000 |
104.32 |
|
1.618 |
103.53 |
|
2.618 |
102.25 |
|
4.250 |
100.16 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.41 |
106.19 |
| PP |
106.32 |
105.90 |
| S1 |
106.24 |
105.60 |
|