NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
97.80 |
97.86 |
0.06 |
0.1% |
95.73 |
| High |
98.05 |
98.20 |
0.15 |
0.2% |
98.05 |
| Low |
97.11 |
97.50 |
0.39 |
0.4% |
95.22 |
| Close |
97.97 |
97.69 |
-0.28 |
-0.3% |
97.97 |
| Range |
0.94 |
0.70 |
-0.24 |
-25.5% |
2.83 |
| ATR |
1.12 |
1.09 |
-0.03 |
-2.7% |
0.00 |
| Volume |
18,059 |
17,707 |
-352 |
-1.9% |
82,594 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.90 |
99.49 |
98.08 |
|
| R3 |
99.20 |
98.79 |
97.88 |
|
| R2 |
98.50 |
98.50 |
97.82 |
|
| R1 |
98.09 |
98.09 |
97.75 |
97.95 |
| PP |
97.80 |
97.80 |
97.80 |
97.72 |
| S1 |
97.39 |
97.39 |
97.63 |
97.25 |
| S2 |
97.10 |
97.10 |
97.56 |
|
| S3 |
96.40 |
96.69 |
97.50 |
|
| S4 |
95.70 |
95.99 |
97.31 |
|
|
| 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 |
98.20 |
96.32 |
1.88 |
1.9% |
0.79 |
0.8% |
73% |
True |
False |
16,836 |
| 10 |
98.20 |
93.99 |
4.21 |
4.3% |
1.05 |
1.1% |
88% |
True |
False |
15,251 |
| 20 |
98.20 |
93.99 |
4.21 |
4.3% |
1.09 |
1.1% |
88% |
True |
False |
16,019 |
| 40 |
98.20 |
88.11 |
10.09 |
10.3% |
1.08 |
1.1% |
95% |
True |
False |
20,928 |
| 60 |
98.20 |
88.11 |
10.09 |
10.3% |
1.19 |
1.2% |
95% |
True |
False |
19,786 |
| 80 |
98.20 |
86.89 |
11.31 |
11.6% |
1.27 |
1.3% |
95% |
True |
False |
17,837 |
| 100 |
98.20 |
84.84 |
13.36 |
13.7% |
1.27 |
1.3% |
96% |
True |
False |
16,158 |
| 120 |
98.20 |
84.84 |
13.36 |
13.7% |
1.21 |
1.2% |
96% |
True |
False |
14,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.18 |
|
2.618 |
100.03 |
|
1.618 |
99.33 |
|
1.000 |
98.90 |
|
0.618 |
98.63 |
|
HIGH |
98.20 |
|
0.618 |
97.93 |
|
0.500 |
97.85 |
|
0.382 |
97.77 |
|
LOW |
97.50 |
|
0.618 |
97.07 |
|
1.000 |
96.80 |
|
1.618 |
96.37 |
|
2.618 |
95.67 |
|
4.250 |
94.53 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.85 |
97.66 |
| PP |
97.80 |
97.63 |
| S1 |
97.74 |
97.60 |
|