NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
97.16 |
97.00 |
-0.16 |
-0.2% |
95.73 |
| High |
98.02 |
97.40 |
-0.62 |
-0.6% |
98.05 |
| Low |
96.86 |
96.41 |
-0.45 |
-0.5% |
95.22 |
| Close |
97.35 |
96.65 |
-0.70 |
-0.7% |
97.97 |
| Range |
1.16 |
0.99 |
-0.17 |
-14.7% |
2.83 |
| ATR |
1.09 |
1.09 |
-0.01 |
-0.7% |
0.00 |
| Volume |
14,769 |
28,667 |
13,898 |
94.1% |
82,594 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.79 |
99.21 |
97.19 |
|
| R3 |
98.80 |
98.22 |
96.92 |
|
| R2 |
97.81 |
97.81 |
96.83 |
|
| R1 |
97.23 |
97.23 |
96.74 |
97.03 |
| PP |
96.82 |
96.82 |
96.82 |
96.72 |
| S1 |
96.24 |
96.24 |
96.56 |
96.04 |
| S2 |
95.83 |
95.83 |
96.47 |
|
| S3 |
94.84 |
95.25 |
96.38 |
|
| S4 |
93.85 |
94.26 |
96.11 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.57 |
104.60 |
99.53 |
|
| R3 |
102.74 |
101.77 |
98.75 |
|
| R2 |
99.91 |
99.91 |
98.49 |
|
| R1 |
98.94 |
98.94 |
98.23 |
99.43 |
| PP |
97.08 |
97.08 |
97.08 |
97.32 |
| S1 |
96.11 |
96.11 |
97.71 |
96.60 |
| S2 |
94.25 |
94.25 |
97.45 |
|
| S3 |
91.42 |
93.28 |
97.19 |
|
| S4 |
88.59 |
90.45 |
96.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.20 |
96.41 |
1.79 |
1.9% |
0.91 |
0.9% |
13% |
False |
True |
18,724 |
| 10 |
98.20 |
93.99 |
4.21 |
4.4% |
1.04 |
1.1% |
63% |
False |
False |
17,404 |
| 20 |
98.20 |
93.99 |
4.21 |
4.4% |
1.08 |
1.1% |
63% |
False |
False |
16,024 |
| 40 |
98.20 |
88.85 |
9.35 |
9.7% |
1.06 |
1.1% |
83% |
False |
False |
20,867 |
| 60 |
98.20 |
88.11 |
10.09 |
10.4% |
1.17 |
1.2% |
85% |
False |
False |
20,191 |
| 80 |
98.20 |
86.89 |
11.31 |
11.7% |
1.26 |
1.3% |
86% |
False |
False |
18,132 |
| 100 |
98.20 |
84.84 |
13.36 |
13.8% |
1.27 |
1.3% |
88% |
False |
False |
16,396 |
| 120 |
98.20 |
84.84 |
13.36 |
13.8% |
1.21 |
1.3% |
88% |
False |
False |
15,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.61 |
|
2.618 |
99.99 |
|
1.618 |
99.00 |
|
1.000 |
98.39 |
|
0.618 |
98.01 |
|
HIGH |
97.40 |
|
0.618 |
97.02 |
|
0.500 |
96.91 |
|
0.382 |
96.79 |
|
LOW |
96.41 |
|
0.618 |
95.80 |
|
1.000 |
95.42 |
|
1.618 |
94.81 |
|
2.618 |
93.82 |
|
4.250 |
92.20 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.91 |
97.31 |
| PP |
96.82 |
97.09 |
| S1 |
96.74 |
96.87 |
|