NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
100.60 |
102.32 |
1.72 |
1.7% |
103.11 |
High |
102.49 |
103.13 |
0.64 |
0.6% |
103.79 |
Low |
100.50 |
101.57 |
1.07 |
1.1% |
99.65 |
Close |
102.38 |
102.97 |
0.59 |
0.6% |
102.38 |
Range |
1.99 |
1.56 |
-0.43 |
-21.6% |
4.14 |
ATR |
1.72 |
1.71 |
-0.01 |
-0.7% |
0.00 |
Volume |
67,219 |
75,632 |
8,413 |
12.5% |
290,450 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.24 |
106.66 |
103.83 |
|
R3 |
105.68 |
105.10 |
103.40 |
|
R2 |
104.12 |
104.12 |
103.26 |
|
R1 |
103.54 |
103.54 |
103.11 |
103.83 |
PP |
102.56 |
102.56 |
102.56 |
102.70 |
S1 |
101.98 |
101.98 |
102.83 |
102.27 |
S2 |
101.00 |
101.00 |
102.68 |
|
S3 |
99.44 |
100.42 |
102.54 |
|
S4 |
97.88 |
98.86 |
102.11 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.36 |
112.51 |
104.66 |
|
R3 |
110.22 |
108.37 |
103.52 |
|
R2 |
106.08 |
106.08 |
103.14 |
|
R1 |
104.23 |
104.23 |
102.76 |
103.09 |
PP |
101.94 |
101.94 |
101.94 |
101.37 |
S1 |
100.09 |
100.09 |
102.00 |
98.95 |
S2 |
97.80 |
97.80 |
101.62 |
|
S3 |
93.66 |
95.95 |
101.24 |
|
S4 |
89.52 |
91.81 |
100.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.58 |
99.65 |
3.93 |
3.8% |
1.81 |
1.8% |
84% |
False |
False |
60,814 |
10 |
104.54 |
99.65 |
4.89 |
4.7% |
1.80 |
1.7% |
68% |
False |
False |
63,345 |
20 |
104.54 |
99.65 |
4.89 |
4.7% |
1.65 |
1.6% |
68% |
False |
False |
64,504 |
40 |
104.54 |
91.05 |
13.49 |
13.1% |
1.69 |
1.6% |
88% |
False |
False |
78,021 |
60 |
104.54 |
90.69 |
13.85 |
13.5% |
1.71 |
1.7% |
89% |
False |
False |
72,116 |
80 |
104.54 |
87.12 |
17.42 |
16.9% |
1.76 |
1.7% |
91% |
False |
False |
68,509 |
100 |
104.54 |
85.52 |
19.02 |
18.5% |
1.77 |
1.7% |
92% |
False |
False |
65,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.76 |
2.618 |
107.21 |
1.618 |
105.65 |
1.000 |
104.69 |
0.618 |
104.09 |
HIGH |
103.13 |
0.618 |
102.53 |
0.500 |
102.35 |
0.382 |
102.17 |
LOW |
101.57 |
0.618 |
100.61 |
1.000 |
100.01 |
1.618 |
99.05 |
2.618 |
97.49 |
4.250 |
94.94 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
102.76 |
102.44 |
PP |
102.56 |
101.92 |
S1 |
102.35 |
101.39 |
|