NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
102.85 |
103.08 |
0.23 |
0.2% |
100.98 |
| High |
103.33 |
103.91 |
0.58 |
0.6% |
103.91 |
| Low |
102.46 |
102.77 |
0.31 |
0.3% |
100.24 |
| Close |
103.16 |
103.72 |
0.56 |
0.5% |
103.72 |
| Range |
0.87 |
1.14 |
0.27 |
31.0% |
3.67 |
| ATR |
1.41 |
1.39 |
-0.02 |
-1.4% |
0.00 |
| Volume |
22,745 |
19,335 |
-3,410 |
-15.0% |
103,106 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.89 |
106.44 |
104.35 |
|
| R3 |
105.75 |
105.30 |
104.03 |
|
| R2 |
104.61 |
104.61 |
103.93 |
|
| R1 |
104.16 |
104.16 |
103.82 |
104.39 |
| PP |
103.47 |
103.47 |
103.47 |
103.58 |
| S1 |
103.02 |
103.02 |
103.62 |
103.25 |
| S2 |
102.33 |
102.33 |
103.51 |
|
| S3 |
101.19 |
101.88 |
103.41 |
|
| S4 |
100.05 |
100.74 |
103.09 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.63 |
112.35 |
105.74 |
|
| R3 |
109.96 |
108.68 |
104.73 |
|
| R2 |
106.29 |
106.29 |
104.39 |
|
| R1 |
105.01 |
105.01 |
104.06 |
105.65 |
| PP |
102.62 |
102.62 |
102.62 |
102.95 |
| S1 |
101.34 |
101.34 |
103.38 |
101.98 |
| S2 |
98.95 |
98.95 |
103.05 |
|
| S3 |
95.28 |
97.67 |
102.71 |
|
| S4 |
91.61 |
94.00 |
101.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.91 |
100.24 |
3.67 |
3.5% |
1.15 |
1.1% |
95% |
True |
False |
20,621 |
| 10 |
103.91 |
98.55 |
5.36 |
5.2% |
1.41 |
1.4% |
96% |
True |
False |
19,773 |
| 20 |
103.91 |
98.55 |
5.36 |
5.2% |
1.41 |
1.4% |
96% |
True |
False |
18,328 |
| 40 |
103.91 |
90.40 |
13.51 |
13.0% |
1.42 |
1.4% |
99% |
True |
False |
19,250 |
| 60 |
103.91 |
90.35 |
13.56 |
13.1% |
1.41 |
1.4% |
99% |
True |
False |
15,129 |
| 80 |
103.91 |
88.45 |
15.46 |
14.9% |
1.45 |
1.4% |
99% |
True |
False |
12,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.76 |
|
2.618 |
106.89 |
|
1.618 |
105.75 |
|
1.000 |
105.05 |
|
0.618 |
104.61 |
|
HIGH |
103.91 |
|
0.618 |
103.47 |
|
0.500 |
103.34 |
|
0.382 |
103.21 |
|
LOW |
102.77 |
|
0.618 |
102.07 |
|
1.000 |
101.63 |
|
1.618 |
100.93 |
|
2.618 |
99.79 |
|
4.250 |
97.93 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.59 |
103.39 |
| PP |
103.47 |
103.06 |
| S1 |
103.34 |
102.74 |
|