NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
103.62 |
102.39 |
-1.23 |
-1.2% |
102.32 |
| High |
103.83 |
103.44 |
-0.39 |
-0.4% |
105.41 |
| Low |
102.15 |
102.13 |
-0.02 |
0.0% |
101.57 |
| Close |
102.42 |
103.26 |
0.84 |
0.8% |
105.17 |
| Range |
1.68 |
1.31 |
-0.37 |
-22.0% |
3.84 |
| ATR |
1.56 |
1.54 |
-0.02 |
-1.2% |
0.00 |
| Volume |
114,215 |
87,872 |
-26,343 |
-23.1% |
319,178 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.87 |
106.38 |
103.98 |
|
| R3 |
105.56 |
105.07 |
103.62 |
|
| R2 |
104.25 |
104.25 |
103.50 |
|
| R1 |
103.76 |
103.76 |
103.38 |
104.01 |
| PP |
102.94 |
102.94 |
102.94 |
103.07 |
| S1 |
102.45 |
102.45 |
103.14 |
102.70 |
| S2 |
101.63 |
101.63 |
103.02 |
|
| S3 |
100.32 |
101.14 |
102.90 |
|
| S4 |
99.01 |
99.83 |
102.54 |
|
|
| 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 |
102.13 |
3.46 |
3.4% |
1.40 |
1.4% |
33% |
False |
True |
78,681 |
| 10 |
105.59 |
100.50 |
5.09 |
4.9% |
1.41 |
1.4% |
54% |
False |
False |
71,408 |
| 20 |
105.59 |
99.65 |
5.94 |
5.8% |
1.55 |
1.5% |
61% |
False |
False |
65,708 |
| 40 |
105.59 |
93.38 |
12.21 |
11.8% |
1.57 |
1.5% |
81% |
False |
False |
76,501 |
| 60 |
105.59 |
90.69 |
14.90 |
14.4% |
1.65 |
1.6% |
84% |
False |
False |
74,671 |
| 80 |
105.59 |
88.78 |
16.81 |
16.3% |
1.72 |
1.7% |
86% |
False |
False |
70,327 |
| 100 |
105.59 |
85.52 |
20.07 |
19.4% |
1.77 |
1.7% |
88% |
False |
False |
67,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.01 |
|
2.618 |
106.87 |
|
1.618 |
105.56 |
|
1.000 |
104.75 |
|
0.618 |
104.25 |
|
HIGH |
103.44 |
|
0.618 |
102.94 |
|
0.500 |
102.79 |
|
0.382 |
102.63 |
|
LOW |
102.13 |
|
0.618 |
101.32 |
|
1.000 |
100.82 |
|
1.618 |
100.01 |
|
2.618 |
98.70 |
|
4.250 |
96.56 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.10 |
103.50 |
| PP |
102.94 |
103.42 |
| S1 |
102.79 |
103.34 |
|