NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
104.61 |
103.37 |
-1.24 |
-1.2% |
103.81 |
| High |
104.72 |
104.51 |
-0.21 |
-0.2% |
106.88 |
| Low |
103.07 |
103.07 |
0.00 |
0.0% |
103.00 |
| Close |
103.37 |
104.33 |
0.96 |
0.9% |
106.49 |
| Range |
1.65 |
1.44 |
-0.21 |
-12.7% |
3.88 |
| ATR |
1.65 |
1.63 |
-0.01 |
-0.9% |
0.00 |
| Volume |
98,011 |
75,549 |
-22,462 |
-22.9% |
298,559 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.29 |
107.75 |
105.12 |
|
| R3 |
106.85 |
106.31 |
104.73 |
|
| R2 |
105.41 |
105.41 |
104.59 |
|
| R1 |
104.87 |
104.87 |
104.46 |
105.14 |
| PP |
103.97 |
103.97 |
103.97 |
104.11 |
| S1 |
103.43 |
103.43 |
104.20 |
103.70 |
| S2 |
102.53 |
102.53 |
104.07 |
|
| S3 |
101.09 |
101.99 |
103.93 |
|
| S4 |
99.65 |
100.55 |
103.54 |
|
|
| 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 |
103.07 |
3.81 |
3.7% |
1.51 |
1.4% |
33% |
False |
True |
68,897 |
| 10 |
106.88 |
101.83 |
5.05 |
4.8% |
1.50 |
1.4% |
50% |
False |
False |
65,339 |
| 20 |
106.88 |
100.80 |
6.08 |
5.8% |
1.65 |
1.6% |
58% |
False |
False |
54,418 |
| 40 |
106.88 |
94.14 |
12.74 |
12.2% |
1.66 |
1.6% |
80% |
False |
False |
46,515 |
| 60 |
106.88 |
91.22 |
15.66 |
15.0% |
1.67 |
1.6% |
84% |
False |
False |
38,761 |
| 80 |
106.88 |
89.26 |
17.62 |
16.9% |
1.69 |
1.6% |
86% |
False |
False |
31,851 |
| 100 |
106.88 |
85.96 |
20.92 |
20.1% |
1.70 |
1.6% |
88% |
False |
False |
27,075 |
| 120 |
106.88 |
85.96 |
20.92 |
20.1% |
1.59 |
1.5% |
88% |
False |
False |
23,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.63 |
|
2.618 |
108.28 |
|
1.618 |
106.84 |
|
1.000 |
105.95 |
|
0.618 |
105.40 |
|
HIGH |
104.51 |
|
0.618 |
103.96 |
|
0.500 |
103.79 |
|
0.382 |
103.62 |
|
LOW |
103.07 |
|
0.618 |
102.18 |
|
1.000 |
101.63 |
|
1.618 |
100.74 |
|
2.618 |
99.30 |
|
4.250 |
96.95 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.15 |
104.61 |
| PP |
103.97 |
104.51 |
| S1 |
103.79 |
104.42 |
|