NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
96.50 |
97.29 |
0.79 |
0.8% |
96.44 |
| High |
97.21 |
97.74 |
0.53 |
0.5% |
97.06 |
| Low |
96.38 |
96.99 |
0.61 |
0.6% |
93.99 |
| Close |
97.16 |
97.63 |
0.47 |
0.5% |
95.91 |
| Range |
0.83 |
0.75 |
-0.08 |
-9.6% |
3.07 |
| ATR |
1.16 |
1.13 |
-0.03 |
-2.5% |
0.00 |
| Volume |
18,326 |
14,419 |
-3,907 |
-21.3% |
64,400 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.70 |
99.42 |
98.04 |
|
| R3 |
98.95 |
98.67 |
97.84 |
|
| R2 |
98.20 |
98.20 |
97.77 |
|
| R1 |
97.92 |
97.92 |
97.70 |
98.06 |
| PP |
97.45 |
97.45 |
97.45 |
97.53 |
| S1 |
97.17 |
97.17 |
97.56 |
97.31 |
| S2 |
96.70 |
96.70 |
97.49 |
|
| S3 |
95.95 |
96.42 |
97.42 |
|
| S4 |
95.20 |
95.67 |
97.22 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.86 |
103.46 |
97.60 |
|
| R3 |
101.79 |
100.39 |
96.75 |
|
| R2 |
98.72 |
98.72 |
96.47 |
|
| R1 |
97.32 |
97.32 |
96.19 |
96.49 |
| PP |
95.65 |
95.65 |
95.65 |
95.24 |
| S1 |
94.25 |
94.25 |
95.63 |
93.42 |
| S2 |
92.58 |
92.58 |
95.35 |
|
| S3 |
89.51 |
91.18 |
95.07 |
|
| S4 |
86.44 |
88.11 |
94.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.74 |
94.64 |
3.10 |
3.2% |
0.98 |
1.0% |
96% |
True |
False |
15,878 |
| 10 |
97.74 |
93.99 |
3.75 |
3.8% |
1.15 |
1.2% |
97% |
True |
False |
15,613 |
| 20 |
97.74 |
93.99 |
3.75 |
3.8% |
1.14 |
1.2% |
97% |
True |
False |
17,142 |
| 40 |
97.74 |
88.11 |
9.63 |
9.9% |
1.18 |
1.2% |
99% |
True |
False |
20,990 |
| 60 |
97.74 |
88.11 |
9.63 |
9.9% |
1.21 |
1.2% |
99% |
True |
False |
19,562 |
| 80 |
97.74 |
86.89 |
10.85 |
11.1% |
1.29 |
1.3% |
99% |
True |
False |
17,661 |
| 100 |
97.74 |
84.84 |
12.90 |
13.2% |
1.27 |
1.3% |
99% |
True |
False |
16,047 |
| 120 |
97.74 |
84.84 |
12.90 |
13.2% |
1.20 |
1.2% |
99% |
True |
False |
14,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.93 |
|
2.618 |
99.70 |
|
1.618 |
98.95 |
|
1.000 |
98.49 |
|
0.618 |
98.20 |
|
HIGH |
97.74 |
|
0.618 |
97.45 |
|
0.500 |
97.37 |
|
0.382 |
97.28 |
|
LOW |
96.99 |
|
0.618 |
96.53 |
|
1.000 |
96.24 |
|
1.618 |
95.78 |
|
2.618 |
95.03 |
|
4.250 |
93.80 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.54 |
97.43 |
| PP |
97.45 |
97.23 |
| S1 |
97.37 |
97.03 |
|