NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
104.57 |
105.59 |
1.02 |
1.0% |
102.32 |
| High |
105.41 |
105.59 |
0.18 |
0.2% |
105.41 |
| Low |
104.22 |
104.42 |
0.20 |
0.2% |
101.57 |
| Close |
105.17 |
104.73 |
-0.44 |
-0.4% |
105.17 |
| Range |
1.19 |
1.17 |
-0.02 |
-1.7% |
3.84 |
| ATR |
1.58 |
1.55 |
-0.03 |
-1.8% |
0.00 |
| Volume |
65,718 |
68,622 |
2,904 |
4.4% |
319,178 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.42 |
107.75 |
105.37 |
|
| R3 |
107.25 |
106.58 |
105.05 |
|
| R2 |
106.08 |
106.08 |
104.94 |
|
| R1 |
105.41 |
105.41 |
104.84 |
105.16 |
| PP |
104.91 |
104.91 |
104.91 |
104.79 |
| S1 |
104.24 |
104.24 |
104.62 |
103.99 |
| S2 |
103.74 |
103.74 |
104.52 |
|
| S3 |
102.57 |
103.07 |
104.41 |
|
| S4 |
101.40 |
101.90 |
104.09 |
|
|
| 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 |
105.59 |
102.71 |
2.88 |
2.7% |
1.18 |
1.1% |
70% |
True |
False |
62,433 |
| 10 |
105.59 |
99.65 |
5.94 |
5.7% |
1.49 |
1.4% |
86% |
True |
False |
61,624 |
| 20 |
105.59 |
99.65 |
5.94 |
5.7% |
1.58 |
1.5% |
86% |
True |
False |
62,743 |
| 40 |
105.59 |
91.05 |
14.54 |
13.9% |
1.59 |
1.5% |
94% |
True |
False |
76,634 |
| 60 |
105.59 |
90.69 |
14.90 |
14.2% |
1.68 |
1.6% |
94% |
True |
False |
72,884 |
| 80 |
105.59 |
88.78 |
16.81 |
16.1% |
1.72 |
1.6% |
95% |
True |
False |
69,206 |
| 100 |
105.59 |
85.52 |
20.07 |
19.2% |
1.76 |
1.7% |
96% |
True |
False |
66,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.56 |
|
2.618 |
108.65 |
|
1.618 |
107.48 |
|
1.000 |
106.76 |
|
0.618 |
106.31 |
|
HIGH |
105.59 |
|
0.618 |
105.14 |
|
0.500 |
105.01 |
|
0.382 |
104.87 |
|
LOW |
104.42 |
|
0.618 |
103.70 |
|
1.000 |
103.25 |
|
1.618 |
102.53 |
|
2.618 |
101.36 |
|
4.250 |
99.45 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.01 |
104.71 |
| PP |
104.91 |
104.69 |
| S1 |
104.82 |
104.67 |
|