NYMEX Light Sweet Crude Oil Future October 2013
| 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 |
106.14 |
106.71 |
0.57 |
0.5% |
106.12 |
| High |
106.76 |
107.52 |
0.76 |
0.7% |
106.93 |
| Low |
105.34 |
106.26 |
0.92 |
0.9% |
101.82 |
| Close |
106.56 |
107.19 |
0.63 |
0.6% |
105.16 |
| Range |
1.42 |
1.26 |
-0.16 |
-11.3% |
5.11 |
| ATR |
1.90 |
1.86 |
-0.05 |
-2.4% |
0.00 |
| Volume |
149,167 |
164,958 |
15,791 |
10.6% |
510,199 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.77 |
110.24 |
107.88 |
|
| R3 |
109.51 |
108.98 |
107.54 |
|
| R2 |
108.25 |
108.25 |
107.42 |
|
| R1 |
107.72 |
107.72 |
107.31 |
107.99 |
| PP |
106.99 |
106.99 |
106.99 |
107.12 |
| S1 |
106.46 |
106.46 |
107.07 |
106.73 |
| S2 |
105.73 |
105.73 |
106.96 |
|
| S3 |
104.47 |
105.20 |
106.84 |
|
| S4 |
103.21 |
103.94 |
106.50 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.97 |
117.67 |
107.97 |
|
| R3 |
114.86 |
112.56 |
106.57 |
|
| R2 |
109.75 |
109.75 |
106.10 |
|
| R1 |
107.45 |
107.45 |
105.63 |
106.05 |
| PP |
104.64 |
104.64 |
104.64 |
103.93 |
| S1 |
102.34 |
102.34 |
104.69 |
100.94 |
| S2 |
99.53 |
99.53 |
104.22 |
|
| S3 |
94.42 |
97.23 |
103.75 |
|
| S4 |
89.31 |
92.12 |
102.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.52 |
103.04 |
4.48 |
4.2% |
1.57 |
1.5% |
93% |
True |
False |
139,396 |
| 10 |
107.85 |
101.82 |
6.03 |
5.6% |
1.84 |
1.7% |
89% |
False |
False |
117,187 |
| 20 |
107.85 |
101.82 |
6.03 |
5.6% |
1.89 |
1.8% |
89% |
False |
False |
94,973 |
| 40 |
107.85 |
92.24 |
15.61 |
14.6% |
1.94 |
1.8% |
96% |
False |
False |
79,852 |
| 60 |
107.85 |
91.54 |
16.31 |
15.2% |
1.86 |
1.7% |
96% |
False |
False |
61,786 |
| 80 |
107.85 |
89.40 |
18.45 |
17.2% |
1.85 |
1.7% |
96% |
False |
False |
50,835 |
| 100 |
107.85 |
86.47 |
21.38 |
19.9% |
1.82 |
1.7% |
97% |
False |
False |
42,853 |
| 120 |
107.85 |
86.47 |
21.38 |
19.9% |
1.69 |
1.6% |
97% |
False |
False |
36,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.88 |
|
2.618 |
110.82 |
|
1.618 |
109.56 |
|
1.000 |
108.78 |
|
0.618 |
108.30 |
|
HIGH |
107.52 |
|
0.618 |
107.04 |
|
0.500 |
106.89 |
|
0.382 |
106.74 |
|
LOW |
106.26 |
|
0.618 |
105.48 |
|
1.000 |
105.00 |
|
1.618 |
104.22 |
|
2.618 |
102.96 |
|
4.250 |
100.91 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.09 |
106.91 |
| PP |
106.99 |
106.62 |
| S1 |
106.89 |
106.34 |
|