NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
102.39 |
103.34 |
0.95 |
0.9% |
105.59 |
| High |
103.44 |
104.82 |
1.38 |
1.3% |
105.59 |
| Low |
102.13 |
102.68 |
0.55 |
0.5% |
102.13 |
| Close |
103.26 |
104.53 |
1.27 |
1.2% |
104.53 |
| Range |
1.31 |
2.14 |
0.83 |
63.4% |
3.46 |
| ATR |
1.54 |
1.59 |
0.04 |
2.8% |
0.00 |
| Volume |
87,872 |
72,064 |
-15,808 |
-18.0% |
399,752 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.43 |
109.62 |
105.71 |
|
| R3 |
108.29 |
107.48 |
105.12 |
|
| R2 |
106.15 |
106.15 |
104.92 |
|
| R1 |
105.34 |
105.34 |
104.73 |
105.75 |
| PP |
104.01 |
104.01 |
104.01 |
104.21 |
| S1 |
103.20 |
103.20 |
104.33 |
103.61 |
| S2 |
101.87 |
101.87 |
104.14 |
|
| S3 |
99.73 |
101.06 |
103.94 |
|
| S4 |
97.59 |
98.92 |
103.35 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.46 |
112.96 |
106.43 |
|
| R3 |
111.00 |
109.50 |
105.48 |
|
| R2 |
107.54 |
107.54 |
105.16 |
|
| R1 |
106.04 |
106.04 |
104.85 |
105.06 |
| PP |
104.08 |
104.08 |
104.08 |
103.60 |
| S1 |
102.58 |
102.58 |
104.21 |
101.60 |
| S2 |
100.62 |
100.62 |
103.90 |
|
| S3 |
97.16 |
99.12 |
103.58 |
|
| S4 |
93.70 |
95.66 |
102.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.59 |
102.13 |
3.46 |
3.3% |
1.59 |
1.5% |
69% |
False |
False |
79,950 |
| 10 |
105.59 |
101.57 |
4.02 |
3.8% |
1.42 |
1.4% |
74% |
False |
False |
71,893 |
| 20 |
105.59 |
99.65 |
5.94 |
5.7% |
1.59 |
1.5% |
82% |
False |
False |
65,732 |
| 40 |
105.59 |
93.94 |
11.65 |
11.1% |
1.58 |
1.5% |
91% |
False |
False |
76,924 |
| 60 |
105.59 |
90.69 |
14.90 |
14.3% |
1.65 |
1.6% |
93% |
False |
False |
74,916 |
| 80 |
105.59 |
89.55 |
16.04 |
15.3% |
1.71 |
1.6% |
93% |
False |
False |
70,395 |
| 100 |
105.59 |
85.52 |
20.07 |
19.2% |
1.77 |
1.7% |
95% |
False |
False |
67,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.92 |
|
2.618 |
110.42 |
|
1.618 |
108.28 |
|
1.000 |
106.96 |
|
0.618 |
106.14 |
|
HIGH |
104.82 |
|
0.618 |
104.00 |
|
0.500 |
103.75 |
|
0.382 |
103.50 |
|
LOW |
102.68 |
|
0.618 |
101.36 |
|
1.000 |
100.54 |
|
1.618 |
99.22 |
|
2.618 |
97.08 |
|
4.250 |
93.59 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.27 |
104.18 |
| PP |
104.01 |
103.83 |
| S1 |
103.75 |
103.48 |
|