NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
96.69 |
96.50 |
-0.19 |
-0.2% |
96.44 |
| High |
97.05 |
97.21 |
0.16 |
0.2% |
97.06 |
| Low |
96.32 |
96.38 |
0.06 |
0.1% |
93.99 |
| Close |
97.02 |
97.16 |
0.14 |
0.1% |
95.91 |
| Range |
0.73 |
0.83 |
0.10 |
13.7% |
3.07 |
| ATR |
1.19 |
1.16 |
-0.03 |
-2.2% |
0.00 |
| Volume |
15,669 |
18,326 |
2,657 |
17.0% |
64,400 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.41 |
99.11 |
97.62 |
|
| R3 |
98.58 |
98.28 |
97.39 |
|
| R2 |
97.75 |
97.75 |
97.31 |
|
| R1 |
97.45 |
97.45 |
97.24 |
97.60 |
| PP |
96.92 |
96.92 |
96.92 |
96.99 |
| S1 |
96.62 |
96.62 |
97.08 |
96.77 |
| S2 |
96.09 |
96.09 |
97.01 |
|
| S3 |
95.26 |
95.79 |
96.93 |
|
| S4 |
94.43 |
94.96 |
96.70 |
|
|
| 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 |
97.21 |
93.99 |
3.22 |
3.3% |
1.17 |
1.2% |
98% |
True |
False |
16,084 |
| 10 |
97.31 |
93.99 |
3.32 |
3.4% |
1.21 |
1.2% |
95% |
False |
False |
15,477 |
| 20 |
97.31 |
93.99 |
3.32 |
3.4% |
1.14 |
1.2% |
95% |
False |
False |
17,912 |
| 40 |
97.31 |
88.11 |
9.20 |
9.5% |
1.19 |
1.2% |
98% |
False |
False |
20,934 |
| 60 |
97.31 |
88.11 |
9.20 |
9.5% |
1.22 |
1.3% |
98% |
False |
False |
19,606 |
| 80 |
97.31 |
86.32 |
10.99 |
11.3% |
1.30 |
1.3% |
99% |
False |
False |
17,539 |
| 100 |
97.31 |
84.84 |
12.47 |
12.8% |
1.27 |
1.3% |
99% |
False |
False |
15,950 |
| 120 |
97.31 |
84.84 |
12.47 |
12.8% |
1.21 |
1.2% |
99% |
False |
False |
14,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.74 |
|
2.618 |
99.38 |
|
1.618 |
98.55 |
|
1.000 |
98.04 |
|
0.618 |
97.72 |
|
HIGH |
97.21 |
|
0.618 |
96.89 |
|
0.500 |
96.80 |
|
0.382 |
96.70 |
|
LOW |
96.38 |
|
0.618 |
95.87 |
|
1.000 |
95.55 |
|
1.618 |
95.04 |
|
2.618 |
94.21 |
|
4.250 |
92.85 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.04 |
96.85 |
| PP |
96.92 |
96.53 |
| S1 |
96.80 |
96.22 |
|