NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
95.73 |
96.69 |
0.96 |
1.0% |
96.44 |
| High |
96.53 |
97.05 |
0.52 |
0.5% |
97.06 |
| Low |
95.22 |
96.32 |
1.10 |
1.2% |
93.99 |
| Close |
96.47 |
97.02 |
0.55 |
0.6% |
95.91 |
| Range |
1.31 |
0.73 |
-0.58 |
-44.3% |
3.07 |
| ATR |
1.22 |
1.19 |
-0.04 |
-2.9% |
0.00 |
| Volume |
16,121 |
15,669 |
-452 |
-2.8% |
64,400 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.99 |
98.73 |
97.42 |
|
| R3 |
98.26 |
98.00 |
97.22 |
|
| R2 |
97.53 |
97.53 |
97.15 |
|
| R1 |
97.27 |
97.27 |
97.09 |
97.40 |
| PP |
96.80 |
96.80 |
96.80 |
96.86 |
| S1 |
96.54 |
96.54 |
96.95 |
96.67 |
| S2 |
96.07 |
96.07 |
96.89 |
|
| S3 |
95.34 |
95.81 |
96.82 |
|
| S4 |
94.61 |
95.08 |
96.62 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.86 |
103.46 |
97.60 |
|
| R3 |
101.79 |
100.39 |
96.75 |
|
| R2 |
98.72 |
98.72 |
96.47 |
|
| R1 |
97.32 |
97.32 |
96.19 |
96.49 |
| PP |
95.65 |
95.65 |
95.65 |
95.24 |
| S1 |
94.25 |
94.25 |
95.63 |
93.42 |
| S2 |
92.58 |
92.58 |
95.35 |
|
| S3 |
89.51 |
91.18 |
95.07 |
|
| S4 |
86.44 |
88.11 |
94.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.05 |
93.99 |
3.06 |
3.2% |
1.16 |
1.2% |
99% |
True |
False |
14,745 |
| 10 |
97.31 |
93.99 |
3.32 |
3.4% |
1.27 |
1.3% |
91% |
False |
False |
15,236 |
| 20 |
97.31 |
93.99 |
3.32 |
3.4% |
1.14 |
1.2% |
91% |
False |
False |
17,904 |
| 40 |
97.31 |
88.11 |
9.20 |
9.5% |
1.19 |
1.2% |
97% |
False |
False |
20,802 |
| 60 |
97.31 |
88.11 |
9.20 |
9.5% |
1.22 |
1.3% |
97% |
False |
False |
19,586 |
| 80 |
97.31 |
86.10 |
11.21 |
11.6% |
1.30 |
1.3% |
97% |
False |
False |
17,427 |
| 100 |
97.31 |
84.84 |
12.47 |
12.9% |
1.27 |
1.3% |
98% |
False |
False |
15,805 |
| 120 |
97.31 |
84.84 |
12.47 |
12.9% |
1.21 |
1.2% |
98% |
False |
False |
14,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.15 |
|
2.618 |
98.96 |
|
1.618 |
98.23 |
|
1.000 |
97.78 |
|
0.618 |
97.50 |
|
HIGH |
97.05 |
|
0.618 |
96.77 |
|
0.500 |
96.69 |
|
0.382 |
96.60 |
|
LOW |
96.32 |
|
0.618 |
95.87 |
|
1.000 |
95.59 |
|
1.618 |
95.14 |
|
2.618 |
94.41 |
|
4.250 |
93.22 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.91 |
96.63 |
| PP |
96.80 |
96.24 |
| S1 |
96.69 |
95.85 |
|