NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
105.98 |
106.78 |
0.80 |
0.8% |
103.81 |
| High |
106.88 |
106.78 |
-0.10 |
-0.1% |
106.88 |
| Low |
105.60 |
105.61 |
0.01 |
0.0% |
103.00 |
| Close |
106.49 |
106.03 |
-0.46 |
-0.4% |
106.49 |
| Range |
1.28 |
1.17 |
-0.11 |
-8.6% |
3.88 |
| ATR |
1.66 |
1.62 |
-0.03 |
-2.1% |
0.00 |
| Volume |
49,754 |
64,257 |
14,503 |
29.1% |
298,559 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.65 |
109.01 |
106.67 |
|
| R3 |
108.48 |
107.84 |
106.35 |
|
| R2 |
107.31 |
107.31 |
106.24 |
|
| R1 |
106.67 |
106.67 |
106.14 |
106.41 |
| PP |
106.14 |
106.14 |
106.14 |
106.01 |
| S1 |
105.50 |
105.50 |
105.92 |
105.24 |
| S2 |
104.97 |
104.97 |
105.82 |
|
| S3 |
103.80 |
104.33 |
105.71 |
|
| S4 |
102.63 |
103.16 |
105.39 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.10 |
115.67 |
108.62 |
|
| R3 |
113.22 |
111.79 |
107.56 |
|
| R2 |
109.34 |
109.34 |
107.20 |
|
| R1 |
107.91 |
107.91 |
106.85 |
108.63 |
| PP |
105.46 |
105.46 |
105.46 |
105.81 |
| S1 |
104.03 |
104.03 |
106.13 |
104.75 |
| S2 |
101.58 |
101.58 |
105.78 |
|
| S3 |
97.70 |
100.15 |
105.42 |
|
| S4 |
93.82 |
96.27 |
104.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.88 |
104.03 |
2.85 |
2.7% |
1.25 |
1.2% |
70% |
False |
False |
58,528 |
| 10 |
106.88 |
100.80 |
6.08 |
5.7% |
1.56 |
1.5% |
86% |
False |
False |
54,619 |
| 20 |
106.88 |
100.80 |
6.08 |
5.7% |
1.67 |
1.6% |
86% |
False |
False |
48,227 |
| 40 |
106.88 |
91.95 |
14.93 |
14.1% |
1.66 |
1.6% |
94% |
False |
False |
43,534 |
| 60 |
106.88 |
91.22 |
15.66 |
14.8% |
1.68 |
1.6% |
95% |
False |
False |
35,508 |
| 80 |
106.88 |
89.26 |
17.62 |
16.6% |
1.69 |
1.6% |
95% |
False |
False |
29,309 |
| 100 |
106.88 |
85.96 |
20.92 |
19.7% |
1.68 |
1.6% |
96% |
False |
False |
24,917 |
| 120 |
106.88 |
85.96 |
20.92 |
19.7% |
1.57 |
1.5% |
96% |
False |
False |
21,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.75 |
|
2.618 |
109.84 |
|
1.618 |
108.67 |
|
1.000 |
107.95 |
|
0.618 |
107.50 |
|
HIGH |
106.78 |
|
0.618 |
106.33 |
|
0.500 |
106.20 |
|
0.382 |
106.06 |
|
LOW |
105.61 |
|
0.618 |
104.89 |
|
1.000 |
104.44 |
|
1.618 |
103.72 |
|
2.618 |
102.55 |
|
4.250 |
100.64 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.20 |
106.04 |
| PP |
106.14 |
106.03 |
| S1 |
106.09 |
106.03 |
|