NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
103.87 |
105.84 |
1.97 |
1.9% |
106.84 |
| High |
106.24 |
106.46 |
0.22 |
0.2% |
107.69 |
| Low |
103.62 |
105.03 |
1.41 |
1.4% |
102.22 |
| Close |
105.97 |
106.11 |
0.14 |
0.1% |
105.97 |
| Range |
2.62 |
1.43 |
-1.19 |
-45.4% |
5.47 |
| ATR |
2.21 |
2.15 |
-0.06 |
-2.5% |
0.00 |
| Volume |
303,796 |
257,139 |
-46,657 |
-15.4% |
1,395,964 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.16 |
109.56 |
106.90 |
|
| R3 |
108.73 |
108.13 |
106.50 |
|
| R2 |
107.30 |
107.30 |
106.37 |
|
| R1 |
106.70 |
106.70 |
106.24 |
107.00 |
| PP |
105.87 |
105.87 |
105.87 |
106.02 |
| S1 |
105.27 |
105.27 |
105.98 |
105.57 |
| S2 |
104.44 |
104.44 |
105.85 |
|
| S3 |
103.01 |
103.84 |
105.72 |
|
| S4 |
101.58 |
102.41 |
105.32 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.70 |
119.31 |
108.98 |
|
| R3 |
116.23 |
113.84 |
107.47 |
|
| R2 |
110.76 |
110.76 |
106.97 |
|
| R1 |
108.37 |
108.37 |
106.47 |
106.83 |
| PP |
105.29 |
105.29 |
105.29 |
104.53 |
| S1 |
102.90 |
102.90 |
105.47 |
101.36 |
| S2 |
99.82 |
99.82 |
104.97 |
|
| S3 |
94.35 |
97.43 |
104.47 |
|
| S4 |
88.88 |
91.96 |
102.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.27 |
102.22 |
5.05 |
4.8% |
2.17 |
2.0% |
77% |
False |
False |
289,648 |
| 10 |
108.82 |
102.22 |
6.60 |
6.2% |
2.26 |
2.1% |
59% |
False |
False |
270,474 |
| 20 |
108.93 |
102.22 |
6.71 |
6.3% |
2.09 |
2.0% |
58% |
False |
False |
250,624 |
| 40 |
108.93 |
92.60 |
16.33 |
15.4% |
2.12 |
2.0% |
83% |
False |
False |
183,402 |
| 60 |
108.93 |
91.68 |
17.25 |
16.3% |
2.04 |
1.9% |
84% |
False |
False |
142,193 |
| 80 |
108.93 |
88.06 |
20.87 |
19.7% |
2.01 |
1.9% |
86% |
False |
False |
115,828 |
| 100 |
108.93 |
86.26 |
22.67 |
21.4% |
1.97 |
1.9% |
88% |
False |
False |
97,912 |
| 120 |
108.93 |
86.26 |
22.67 |
21.4% |
1.85 |
1.7% |
88% |
False |
False |
84,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.54 |
|
2.618 |
110.20 |
|
1.618 |
108.77 |
|
1.000 |
107.89 |
|
0.618 |
107.34 |
|
HIGH |
106.46 |
|
0.618 |
105.91 |
|
0.500 |
105.75 |
|
0.382 |
105.58 |
|
LOW |
105.03 |
|
0.618 |
104.15 |
|
1.000 |
103.60 |
|
1.618 |
102.72 |
|
2.618 |
101.29 |
|
4.250 |
98.95 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.99 |
105.52 |
| PP |
105.87 |
104.93 |
| S1 |
105.75 |
104.34 |
|