NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
97.86 |
97.16 |
-0.70 |
-0.7% |
95.73 |
| High |
98.20 |
98.02 |
-0.18 |
-0.2% |
98.05 |
| Low |
97.50 |
96.86 |
-0.64 |
-0.7% |
95.22 |
| Close |
97.69 |
97.35 |
-0.34 |
-0.3% |
97.97 |
| Range |
0.70 |
1.16 |
0.46 |
65.7% |
2.83 |
| ATR |
1.09 |
1.09 |
0.01 |
0.5% |
0.00 |
| Volume |
17,707 |
14,769 |
-2,938 |
-16.6% |
82,594 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.89 |
100.28 |
97.99 |
|
| R3 |
99.73 |
99.12 |
97.67 |
|
| R2 |
98.57 |
98.57 |
97.56 |
|
| R1 |
97.96 |
97.96 |
97.46 |
98.27 |
| PP |
97.41 |
97.41 |
97.41 |
97.56 |
| S1 |
96.80 |
96.80 |
97.24 |
97.11 |
| S2 |
96.25 |
96.25 |
97.14 |
|
| S3 |
95.09 |
95.64 |
97.03 |
|
| S4 |
93.93 |
94.48 |
96.71 |
|
|
| 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 |
96.38 |
1.82 |
1.9% |
0.88 |
0.9% |
53% |
False |
False |
16,656 |
| 10 |
98.20 |
93.99 |
4.21 |
4.3% |
1.02 |
1.0% |
80% |
False |
False |
15,700 |
| 20 |
98.20 |
93.99 |
4.21 |
4.3% |
1.11 |
1.1% |
80% |
False |
False |
15,796 |
| 40 |
98.20 |
88.85 |
9.35 |
9.6% |
1.06 |
1.1% |
91% |
False |
False |
20,724 |
| 60 |
98.20 |
88.11 |
10.09 |
10.4% |
1.19 |
1.2% |
92% |
False |
False |
19,815 |
| 80 |
98.20 |
86.89 |
11.31 |
11.6% |
1.26 |
1.3% |
92% |
False |
False |
17,888 |
| 100 |
98.20 |
84.84 |
13.36 |
13.7% |
1.27 |
1.3% |
94% |
False |
False |
16,204 |
| 120 |
98.20 |
84.84 |
13.36 |
13.7% |
1.21 |
1.2% |
94% |
False |
False |
14,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.95 |
|
2.618 |
101.06 |
|
1.618 |
99.90 |
|
1.000 |
99.18 |
|
0.618 |
98.74 |
|
HIGH |
98.02 |
|
0.618 |
97.58 |
|
0.500 |
97.44 |
|
0.382 |
97.30 |
|
LOW |
96.86 |
|
0.618 |
96.14 |
|
1.000 |
95.70 |
|
1.618 |
94.98 |
|
2.618 |
93.82 |
|
4.250 |
91.93 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.44 |
97.53 |
| PP |
97.41 |
97.47 |
| S1 |
97.38 |
97.41 |
|