NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
102.32 |
103.10 |
0.78 |
0.8% |
103.11 |
| High |
103.13 |
103.92 |
0.79 |
0.8% |
103.79 |
| Low |
101.57 |
102.71 |
1.14 |
1.1% |
99.65 |
| Close |
102.97 |
103.78 |
0.81 |
0.8% |
102.38 |
| Range |
1.56 |
1.21 |
-0.35 |
-22.4% |
4.14 |
| ATR |
1.71 |
1.68 |
-0.04 |
-2.1% |
0.00 |
| Volume |
75,632 |
52,641 |
-22,991 |
-30.4% |
290,450 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.10 |
106.65 |
104.45 |
|
| R3 |
105.89 |
105.44 |
104.11 |
|
| R2 |
104.68 |
104.68 |
104.00 |
|
| R1 |
104.23 |
104.23 |
103.89 |
104.46 |
| PP |
103.47 |
103.47 |
103.47 |
103.58 |
| S1 |
103.02 |
103.02 |
103.67 |
103.25 |
| S2 |
102.26 |
102.26 |
103.56 |
|
| S3 |
101.05 |
101.81 |
103.45 |
|
| S4 |
99.84 |
100.60 |
103.11 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.36 |
112.51 |
104.66 |
|
| R3 |
110.22 |
108.37 |
103.52 |
|
| R2 |
106.08 |
106.08 |
103.14 |
|
| R1 |
104.23 |
104.23 |
102.76 |
103.09 |
| PP |
101.94 |
101.94 |
101.94 |
101.37 |
| S1 |
100.09 |
100.09 |
102.00 |
98.95 |
| S2 |
97.80 |
97.80 |
101.62 |
|
| S3 |
93.66 |
95.95 |
101.24 |
|
| S4 |
89.52 |
91.81 |
100.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.92 |
99.65 |
4.27 |
4.1% |
1.66 |
1.6% |
97% |
True |
False |
62,490 |
| 10 |
104.54 |
99.65 |
4.89 |
4.7% |
1.80 |
1.7% |
84% |
False |
False |
64,282 |
| 20 |
104.54 |
99.65 |
4.89 |
4.7% |
1.65 |
1.6% |
84% |
False |
False |
64,864 |
| 40 |
104.54 |
91.05 |
13.49 |
13.0% |
1.69 |
1.6% |
94% |
False |
False |
76,830 |
| 60 |
104.54 |
90.69 |
13.85 |
13.3% |
1.71 |
1.6% |
95% |
False |
False |
72,121 |
| 80 |
104.54 |
87.15 |
17.39 |
16.8% |
1.76 |
1.7% |
96% |
False |
False |
68,171 |
| 100 |
104.54 |
85.52 |
19.02 |
18.3% |
1.77 |
1.7% |
96% |
False |
False |
65,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.06 |
|
2.618 |
107.09 |
|
1.618 |
105.88 |
|
1.000 |
105.13 |
|
0.618 |
104.67 |
|
HIGH |
103.92 |
|
0.618 |
103.46 |
|
0.500 |
103.32 |
|
0.382 |
103.17 |
|
LOW |
102.71 |
|
0.618 |
101.96 |
|
1.000 |
101.50 |
|
1.618 |
100.75 |
|
2.618 |
99.54 |
|
4.250 |
97.57 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.63 |
103.26 |
| PP |
103.47 |
102.73 |
| S1 |
103.32 |
102.21 |
|