NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
100.71 |
101.55 |
0.84 |
0.8% |
99.56 |
| High |
101.32 |
102.00 |
0.68 |
0.7% |
100.63 |
| Low |
100.50 |
101.07 |
0.57 |
0.6% |
97.46 |
| Close |
101.27 |
101.82 |
0.55 |
0.5% |
99.73 |
| Range |
0.82 |
0.93 |
0.11 |
13.4% |
3.17 |
| ATR |
1.25 |
1.23 |
-0.02 |
-1.8% |
0.00 |
| Volume |
7,674 |
9,367 |
1,693 |
22.1% |
39,791 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.42 |
104.05 |
102.33 |
|
| R3 |
103.49 |
103.12 |
102.08 |
|
| R2 |
102.56 |
102.56 |
101.99 |
|
| R1 |
102.19 |
102.19 |
101.91 |
102.38 |
| PP |
101.63 |
101.63 |
101.63 |
101.72 |
| S1 |
101.26 |
101.26 |
101.73 |
101.45 |
| S2 |
100.70 |
100.70 |
101.65 |
|
| S3 |
99.77 |
100.33 |
101.56 |
|
| S4 |
98.84 |
99.40 |
101.31 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.78 |
107.43 |
101.47 |
|
| R3 |
105.61 |
104.26 |
100.60 |
|
| R2 |
102.44 |
102.44 |
100.31 |
|
| R1 |
101.09 |
101.09 |
100.02 |
101.77 |
| PP |
99.27 |
99.27 |
99.27 |
99.61 |
| S1 |
97.92 |
97.92 |
99.44 |
98.60 |
| S2 |
96.10 |
96.10 |
99.15 |
|
| S3 |
92.93 |
94.75 |
98.86 |
|
| S4 |
89.76 |
91.58 |
97.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.00 |
98.25 |
3.75 |
3.7% |
1.14 |
1.1% |
95% |
True |
False |
9,298 |
| 10 |
102.00 |
97.46 |
4.54 |
4.5% |
1.28 |
1.3% |
96% |
True |
False |
8,594 |
| 20 |
102.00 |
97.46 |
4.54 |
4.5% |
1.24 |
1.2% |
96% |
True |
False |
8,645 |
| 40 |
102.00 |
90.05 |
11.95 |
11.7% |
1.21 |
1.2% |
98% |
True |
False |
8,793 |
| 60 |
102.00 |
90.05 |
11.95 |
11.7% |
1.22 |
1.2% |
98% |
True |
False |
6,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.95 |
|
2.618 |
104.43 |
|
1.618 |
103.50 |
|
1.000 |
102.93 |
|
0.618 |
102.57 |
|
HIGH |
102.00 |
|
0.618 |
101.64 |
|
0.500 |
101.54 |
|
0.382 |
101.43 |
|
LOW |
101.07 |
|
0.618 |
100.50 |
|
1.000 |
100.14 |
|
1.618 |
99.57 |
|
2.618 |
98.64 |
|
4.250 |
97.12 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.73 |
101.58 |
| PP |
101.63 |
101.33 |
| S1 |
101.54 |
101.09 |
|