NYMEX Light Sweet Crude Oil Future December 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 |
103.10 |
103.55 |
0.45 |
0.4% |
103.11 |
High |
103.92 |
104.15 |
0.23 |
0.2% |
103.79 |
Low |
102.71 |
102.91 |
0.20 |
0.2% |
99.65 |
Close |
103.78 |
103.97 |
0.19 |
0.2% |
102.38 |
Range |
1.21 |
1.24 |
0.03 |
2.5% |
4.14 |
ATR |
1.68 |
1.64 |
-0.03 |
-1.9% |
0.00 |
Volume |
52,641 |
59,749 |
7,108 |
13.5% |
290,450 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.40 |
106.92 |
104.65 |
|
R3 |
106.16 |
105.68 |
104.31 |
|
R2 |
104.92 |
104.92 |
104.20 |
|
R1 |
104.44 |
104.44 |
104.08 |
104.68 |
PP |
103.68 |
103.68 |
103.68 |
103.80 |
S1 |
103.20 |
103.20 |
103.86 |
103.44 |
S2 |
102.44 |
102.44 |
103.74 |
|
S3 |
101.20 |
101.96 |
103.63 |
|
S4 |
99.96 |
100.72 |
103.29 |
|
|
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 |
104.15 |
99.65 |
4.50 |
4.3% |
1.66 |
1.6% |
96% |
True |
False |
63,594 |
10 |
104.54 |
99.65 |
4.89 |
4.7% |
1.73 |
1.7% |
88% |
False |
False |
63,073 |
20 |
104.54 |
99.65 |
4.89 |
4.7% |
1.65 |
1.6% |
88% |
False |
False |
64,608 |
40 |
104.54 |
91.05 |
13.49 |
13.0% |
1.70 |
1.6% |
96% |
False |
False |
76,850 |
60 |
104.54 |
90.69 |
13.85 |
13.3% |
1.70 |
1.6% |
96% |
False |
False |
72,184 |
80 |
104.54 |
87.49 |
17.05 |
16.4% |
1.76 |
1.7% |
97% |
False |
False |
68,451 |
100 |
104.54 |
85.52 |
19.02 |
18.3% |
1.77 |
1.7% |
97% |
False |
False |
66,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.42 |
2.618 |
107.40 |
1.618 |
106.16 |
1.000 |
105.39 |
0.618 |
104.92 |
HIGH |
104.15 |
0.618 |
103.68 |
0.500 |
103.53 |
0.382 |
103.38 |
LOW |
102.91 |
0.618 |
102.14 |
1.000 |
101.67 |
1.618 |
100.90 |
2.618 |
99.66 |
4.250 |
97.64 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
103.82 |
103.60 |
PP |
103.68 |
103.23 |
S1 |
103.53 |
102.86 |
|