NYMEX Light Sweet Crude Oil Future November 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 |
106.78 |
105.80 |
-0.98 |
-0.9% |
103.81 |
| High |
106.78 |
106.14 |
-0.64 |
-0.6% |
106.88 |
| Low |
105.61 |
104.13 |
-1.48 |
-1.4% |
103.00 |
| Close |
106.03 |
104.57 |
-1.46 |
-1.4% |
106.49 |
| Range |
1.17 |
2.01 |
0.84 |
71.8% |
3.88 |
| ATR |
1.62 |
1.65 |
0.03 |
1.7% |
0.00 |
| Volume |
64,257 |
56,915 |
-7,342 |
-11.4% |
298,559 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.98 |
109.78 |
105.68 |
|
| R3 |
108.97 |
107.77 |
105.12 |
|
| R2 |
106.96 |
106.96 |
104.94 |
|
| R1 |
105.76 |
105.76 |
104.75 |
105.36 |
| PP |
104.95 |
104.95 |
104.95 |
104.74 |
| S1 |
103.75 |
103.75 |
104.39 |
103.35 |
| S2 |
102.94 |
102.94 |
104.20 |
|
| S3 |
100.93 |
101.74 |
104.02 |
|
| S4 |
98.92 |
99.73 |
103.46 |
|
|
| 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 |
104.13 |
2.75 |
2.6% |
1.38 |
1.3% |
16% |
False |
True |
59,512 |
| 10 |
106.88 |
100.80 |
6.08 |
5.8% |
1.57 |
1.5% |
62% |
False |
False |
57,431 |
| 20 |
106.88 |
100.80 |
6.08 |
5.8% |
1.70 |
1.6% |
62% |
False |
False |
49,405 |
| 40 |
106.88 |
92.64 |
14.24 |
13.6% |
1.66 |
1.6% |
84% |
False |
False |
44,377 |
| 60 |
106.88 |
91.22 |
15.66 |
15.0% |
1.69 |
1.6% |
85% |
False |
False |
36,238 |
| 80 |
106.88 |
89.26 |
17.62 |
16.8% |
1.69 |
1.6% |
87% |
False |
False |
29,880 |
| 100 |
106.88 |
85.96 |
20.92 |
20.0% |
1.69 |
1.6% |
89% |
False |
False |
25,428 |
| 120 |
106.88 |
85.96 |
20.92 |
20.0% |
1.58 |
1.5% |
89% |
False |
False |
22,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.68 |
|
2.618 |
111.40 |
|
1.618 |
109.39 |
|
1.000 |
108.15 |
|
0.618 |
107.38 |
|
HIGH |
106.14 |
|
0.618 |
105.37 |
|
0.500 |
105.14 |
|
0.382 |
104.90 |
|
LOW |
104.13 |
|
0.618 |
102.89 |
|
1.000 |
102.12 |
|
1.618 |
100.88 |
|
2.618 |
98.87 |
|
4.250 |
95.59 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.14 |
105.51 |
| PP |
104.95 |
105.19 |
| S1 |
104.76 |
104.88 |
|