NYMEX Light Sweet Crude Oil Future December 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 |
105.59 |
104.64 |
-0.95 |
-0.9% |
102.32 |
| High |
105.59 |
104.86 |
-0.73 |
-0.7% |
105.41 |
| Low |
104.42 |
103.22 |
-1.20 |
-1.1% |
101.57 |
| Close |
104.73 |
103.59 |
-1.14 |
-1.1% |
105.17 |
| Range |
1.17 |
1.64 |
0.47 |
40.2% |
3.84 |
| ATR |
1.55 |
1.55 |
0.01 |
0.4% |
0.00 |
| Volume |
68,622 |
56,979 |
-11,643 |
-17.0% |
319,178 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.81 |
107.84 |
104.49 |
|
| R3 |
107.17 |
106.20 |
104.04 |
|
| R2 |
105.53 |
105.53 |
103.89 |
|
| R1 |
104.56 |
104.56 |
103.74 |
104.23 |
| PP |
103.89 |
103.89 |
103.89 |
103.72 |
| S1 |
102.92 |
102.92 |
103.44 |
102.59 |
| S2 |
102.25 |
102.25 |
103.29 |
|
| S3 |
100.61 |
101.28 |
103.14 |
|
| S4 |
98.97 |
99.64 |
102.69 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.57 |
114.21 |
107.28 |
|
| R3 |
111.73 |
110.37 |
106.23 |
|
| R2 |
107.89 |
107.89 |
105.87 |
|
| R1 |
106.53 |
106.53 |
105.52 |
107.21 |
| PP |
104.05 |
104.05 |
104.05 |
104.39 |
| S1 |
102.69 |
102.69 |
104.82 |
103.37 |
| S2 |
100.21 |
100.21 |
104.47 |
|
| S3 |
96.37 |
98.85 |
104.11 |
|
| S4 |
92.53 |
95.01 |
103.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.59 |
102.91 |
2.68 |
2.6% |
1.27 |
1.2% |
25% |
False |
False |
63,301 |
| 10 |
105.59 |
99.65 |
5.94 |
5.7% |
1.47 |
1.4% |
66% |
False |
False |
62,896 |
| 20 |
105.59 |
99.65 |
5.94 |
5.7% |
1.59 |
1.5% |
66% |
False |
False |
62,532 |
| 40 |
105.59 |
92.00 |
13.59 |
13.1% |
1.57 |
1.5% |
85% |
False |
False |
76,016 |
| 60 |
105.59 |
90.69 |
14.90 |
14.4% |
1.68 |
1.6% |
87% |
False |
False |
72,723 |
| 80 |
105.59 |
88.78 |
16.81 |
16.2% |
1.73 |
1.7% |
88% |
False |
False |
69,119 |
| 100 |
105.59 |
85.52 |
20.07 |
19.4% |
1.77 |
1.7% |
90% |
False |
False |
66,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.83 |
|
2.618 |
109.15 |
|
1.618 |
107.51 |
|
1.000 |
106.50 |
|
0.618 |
105.87 |
|
HIGH |
104.86 |
|
0.618 |
104.23 |
|
0.500 |
104.04 |
|
0.382 |
103.85 |
|
LOW |
103.22 |
|
0.618 |
102.21 |
|
1.000 |
101.58 |
|
1.618 |
100.57 |
|
2.618 |
98.93 |
|
4.250 |
96.25 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.04 |
104.41 |
| PP |
103.89 |
104.13 |
| S1 |
103.74 |
103.86 |
|