NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
103.91 |
103.00 |
-0.91 |
-0.9% |
100.98 |
| High |
103.92 |
103.46 |
-0.46 |
-0.4% |
103.91 |
| Low |
103.09 |
102.03 |
-1.06 |
-1.0% |
100.24 |
| Close |
103.32 |
102.33 |
-0.99 |
-1.0% |
103.72 |
| Range |
0.83 |
1.43 |
0.60 |
72.3% |
3.67 |
| ATR |
1.35 |
1.36 |
0.01 |
0.4% |
0.00 |
| Volume |
20,286 |
16,438 |
-3,848 |
-19.0% |
103,106 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.90 |
106.04 |
103.12 |
|
| R3 |
105.47 |
104.61 |
102.72 |
|
| R2 |
104.04 |
104.04 |
102.59 |
|
| R1 |
103.18 |
103.18 |
102.46 |
102.90 |
| PP |
102.61 |
102.61 |
102.61 |
102.46 |
| S1 |
101.75 |
101.75 |
102.20 |
101.47 |
| S2 |
101.18 |
101.18 |
102.07 |
|
| S3 |
99.75 |
100.32 |
101.94 |
|
| S4 |
98.32 |
98.89 |
101.54 |
|
|
| 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 |
103.92 |
101.56 |
2.36 |
2.3% |
1.07 |
1.0% |
33% |
False |
False |
19,401 |
| 10 |
103.92 |
98.55 |
5.37 |
5.2% |
1.29 |
1.3% |
70% |
False |
False |
20,585 |
| 20 |
103.92 |
98.55 |
5.37 |
5.2% |
1.40 |
1.4% |
70% |
False |
False |
18,602 |
| 40 |
103.92 |
91.40 |
12.52 |
12.2% |
1.35 |
1.3% |
87% |
False |
False |
19,551 |
| 60 |
103.92 |
90.35 |
13.57 |
13.3% |
1.41 |
1.4% |
88% |
False |
False |
15,569 |
| 80 |
103.92 |
88.45 |
15.47 |
15.1% |
1.44 |
1.4% |
90% |
False |
False |
13,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.54 |
|
2.618 |
107.20 |
|
1.618 |
105.77 |
|
1.000 |
104.89 |
|
0.618 |
104.34 |
|
HIGH |
103.46 |
|
0.618 |
102.91 |
|
0.500 |
102.75 |
|
0.382 |
102.58 |
|
LOW |
102.03 |
|
0.618 |
101.15 |
|
1.000 |
100.60 |
|
1.618 |
99.72 |
|
2.618 |
98.29 |
|
4.250 |
95.95 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.75 |
102.98 |
| PP |
102.61 |
102.76 |
| S1 |
102.47 |
102.55 |
|