NYMEX Light Sweet Crude Oil Future June 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 |
97.29 |
97.80 |
0.51 |
0.5% |
95.73 |
| High |
97.74 |
98.05 |
0.31 |
0.3% |
98.05 |
| Low |
96.99 |
97.11 |
0.12 |
0.1% |
95.22 |
| Close |
97.63 |
97.97 |
0.34 |
0.3% |
97.97 |
| Range |
0.75 |
0.94 |
0.19 |
25.3% |
2.83 |
| ATR |
1.13 |
1.12 |
-0.01 |
-1.2% |
0.00 |
| Volume |
14,419 |
18,059 |
3,640 |
25.2% |
82,594 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.53 |
100.19 |
98.49 |
|
| R3 |
99.59 |
99.25 |
98.23 |
|
| R2 |
98.65 |
98.65 |
98.14 |
|
| R1 |
98.31 |
98.31 |
98.06 |
98.48 |
| PP |
97.71 |
97.71 |
97.71 |
97.80 |
| S1 |
97.37 |
97.37 |
97.88 |
97.54 |
| S2 |
96.77 |
96.77 |
97.80 |
|
| S3 |
95.83 |
96.43 |
97.71 |
|
| S4 |
94.89 |
95.49 |
97.45 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.57 |
104.60 |
99.53 |
|
| R3 |
102.74 |
101.77 |
98.75 |
|
| R2 |
99.91 |
99.91 |
98.49 |
|
| R1 |
98.94 |
98.94 |
98.23 |
99.43 |
| PP |
97.08 |
97.08 |
97.08 |
97.32 |
| S1 |
96.11 |
96.11 |
97.71 |
96.60 |
| S2 |
94.25 |
94.25 |
97.45 |
|
| S3 |
91.42 |
93.28 |
97.19 |
|
| S4 |
88.59 |
90.45 |
96.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.05 |
95.22 |
2.83 |
2.9% |
0.91 |
0.9% |
97% |
True |
False |
16,518 |
| 10 |
98.05 |
93.99 |
4.06 |
4.1% |
1.13 |
1.2% |
98% |
True |
False |
14,699 |
| 20 |
98.05 |
93.99 |
4.06 |
4.1% |
1.10 |
1.1% |
98% |
True |
False |
16,574 |
| 40 |
98.05 |
88.11 |
9.94 |
10.1% |
1.13 |
1.2% |
99% |
True |
False |
21,064 |
| 60 |
98.05 |
88.11 |
9.94 |
10.1% |
1.20 |
1.2% |
99% |
True |
False |
19,720 |
| 80 |
98.05 |
86.89 |
11.16 |
11.4% |
1.28 |
1.3% |
99% |
True |
False |
17,743 |
| 100 |
98.05 |
84.84 |
13.21 |
13.5% |
1.27 |
1.3% |
99% |
True |
False |
16,101 |
| 120 |
98.05 |
84.84 |
13.21 |
13.5% |
1.20 |
1.2% |
99% |
True |
False |
14,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.05 |
|
2.618 |
100.51 |
|
1.618 |
99.57 |
|
1.000 |
98.99 |
|
0.618 |
98.63 |
|
HIGH |
98.05 |
|
0.618 |
97.69 |
|
0.500 |
97.58 |
|
0.382 |
97.47 |
|
LOW |
97.11 |
|
0.618 |
96.53 |
|
1.000 |
96.17 |
|
1.618 |
95.59 |
|
2.618 |
94.65 |
|
4.250 |
93.12 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.84 |
97.72 |
| PP |
97.71 |
97.47 |
| S1 |
97.58 |
97.22 |
|