NYMEX Light Sweet Crude Oil Future December 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 |
104.10 |
104.57 |
0.47 |
0.5% |
102.32 |
High |
104.85 |
105.41 |
0.56 |
0.5% |
105.41 |
Low |
103.75 |
104.22 |
0.47 |
0.5% |
101.57 |
Close |
104.64 |
105.17 |
0.53 |
0.5% |
105.17 |
Range |
1.10 |
1.19 |
0.09 |
8.2% |
3.84 |
ATR |
1.61 |
1.58 |
-0.03 |
-1.8% |
0.00 |
Volume |
65,438 |
65,718 |
280 |
0.4% |
319,178 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.50 |
108.03 |
105.82 |
|
R3 |
107.31 |
106.84 |
105.50 |
|
R2 |
106.12 |
106.12 |
105.39 |
|
R1 |
105.65 |
105.65 |
105.28 |
105.89 |
PP |
104.93 |
104.93 |
104.93 |
105.05 |
S1 |
104.46 |
104.46 |
105.06 |
104.70 |
S2 |
103.74 |
103.74 |
104.95 |
|
S3 |
102.55 |
103.27 |
104.84 |
|
S4 |
101.36 |
102.08 |
104.52 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.57 |
114.21 |
107.28 |
|
R3 |
111.73 |
110.37 |
106.23 |
|
R2 |
107.89 |
107.89 |
105.87 |
|
R1 |
106.53 |
106.53 |
105.52 |
107.21 |
PP |
104.05 |
104.05 |
104.05 |
104.39 |
S1 |
102.69 |
102.69 |
104.82 |
103.37 |
S2 |
100.21 |
100.21 |
104.47 |
|
S3 |
96.37 |
98.85 |
104.11 |
|
S4 |
92.53 |
95.01 |
103.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.41 |
101.57 |
3.84 |
3.7% |
1.26 |
1.2% |
94% |
True |
False |
63,835 |
10 |
105.41 |
99.65 |
5.76 |
5.5% |
1.56 |
1.5% |
96% |
True |
False |
60,962 |
20 |
105.41 |
99.65 |
5.76 |
5.5% |
1.59 |
1.5% |
96% |
True |
False |
63,646 |
40 |
105.41 |
91.05 |
14.36 |
13.7% |
1.63 |
1.6% |
98% |
True |
False |
77,317 |
60 |
105.41 |
90.69 |
14.72 |
14.0% |
1.69 |
1.6% |
98% |
True |
False |
72,714 |
80 |
105.41 |
88.78 |
16.63 |
15.8% |
1.74 |
1.7% |
99% |
True |
False |
69,020 |
100 |
105.41 |
85.52 |
19.89 |
18.9% |
1.76 |
1.7% |
99% |
True |
False |
66,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.47 |
2.618 |
108.53 |
1.618 |
107.34 |
1.000 |
106.60 |
0.618 |
106.15 |
HIGH |
105.41 |
0.618 |
104.96 |
0.500 |
104.82 |
0.382 |
104.67 |
LOW |
104.22 |
0.618 |
103.48 |
1.000 |
103.03 |
1.618 |
102.29 |
2.618 |
101.10 |
4.250 |
99.16 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
105.05 |
104.83 |
PP |
104.93 |
104.50 |
S1 |
104.82 |
104.16 |
|