NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
107.78 |
106.93 |
-0.85 |
-0.8% |
105.84 |
| High |
107.80 |
107.10 |
-0.70 |
-0.6% |
108.17 |
| Low |
106.56 |
104.50 |
-2.06 |
-1.9% |
105.03 |
| Close |
107.10 |
104.96 |
-2.14 |
-2.0% |
107.46 |
| Range |
1.24 |
2.60 |
1.36 |
109.7% |
3.14 |
| ATR |
1.93 |
1.98 |
0.05 |
2.5% |
0.00 |
| Volume |
102,781 |
34,435 |
-68,346 |
-66.5% |
1,236,560 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.32 |
111.74 |
106.39 |
|
| R3 |
110.72 |
109.14 |
105.68 |
|
| R2 |
108.12 |
108.12 |
105.44 |
|
| R1 |
106.54 |
106.54 |
105.20 |
106.03 |
| PP |
105.52 |
105.52 |
105.52 |
105.27 |
| S1 |
103.94 |
103.94 |
104.72 |
103.43 |
| S2 |
102.92 |
102.92 |
104.48 |
|
| S3 |
100.32 |
101.34 |
104.25 |
|
| S4 |
97.72 |
98.74 |
103.53 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.31 |
115.02 |
109.19 |
|
| R3 |
113.17 |
111.88 |
108.32 |
|
| R2 |
110.03 |
110.03 |
108.04 |
|
| R1 |
108.74 |
108.74 |
107.75 |
109.39 |
| PP |
106.89 |
106.89 |
106.89 |
107.21 |
| S1 |
105.60 |
105.60 |
107.17 |
106.25 |
| S2 |
103.75 |
103.75 |
106.88 |
|
| S3 |
100.61 |
102.46 |
106.60 |
|
| S4 |
97.47 |
99.32 |
105.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.17 |
104.50 |
3.67 |
3.5% |
1.64 |
1.6% |
13% |
False |
True |
167,972 |
| 10 |
108.17 |
102.22 |
5.95 |
5.7% |
1.83 |
1.7% |
46% |
False |
False |
229,188 |
| 20 |
108.82 |
102.22 |
6.60 |
6.3% |
2.01 |
1.9% |
42% |
False |
False |
239,270 |
| 40 |
108.93 |
93.64 |
15.29 |
14.6% |
2.03 |
1.9% |
74% |
False |
False |
198,603 |
| 60 |
108.93 |
91.68 |
17.25 |
16.4% |
2.03 |
1.9% |
77% |
False |
False |
156,571 |
| 80 |
108.93 |
90.09 |
18.84 |
17.9% |
2.00 |
1.9% |
79% |
False |
False |
127,438 |
| 100 |
108.93 |
86.26 |
22.67 |
21.6% |
2.00 |
1.9% |
82% |
False |
False |
107,980 |
| 120 |
108.93 |
86.26 |
22.67 |
21.6% |
1.87 |
1.8% |
82% |
False |
False |
92,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.15 |
|
2.618 |
113.91 |
|
1.618 |
111.31 |
|
1.000 |
109.70 |
|
0.618 |
108.71 |
|
HIGH |
107.10 |
|
0.618 |
106.11 |
|
0.500 |
105.80 |
|
0.382 |
105.49 |
|
LOW |
104.50 |
|
0.618 |
102.89 |
|
1.000 |
101.90 |
|
1.618 |
100.29 |
|
2.618 |
97.69 |
|
4.250 |
93.45 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.80 |
106.34 |
| PP |
105.52 |
105.88 |
| S1 |
105.24 |
105.42 |
|