NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 09-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
102.57 |
101.86 |
-0.71 |
-0.7% |
104.61 |
High |
103.18 |
103.97 |
0.79 |
0.8% |
105.38 |
Low |
100.80 |
101.83 |
1.03 |
1.0% |
100.80 |
Close |
101.75 |
103.82 |
2.07 |
2.0% |
103.82 |
Range |
2.38 |
2.14 |
-0.24 |
-10.1% |
4.58 |
ATR |
1.78 |
1.81 |
0.03 |
1.8% |
0.00 |
Volume |
59,194 |
60,105 |
911 |
1.5% |
226,783 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.63 |
108.86 |
105.00 |
|
R3 |
107.49 |
106.72 |
104.41 |
|
R2 |
105.35 |
105.35 |
104.21 |
|
R1 |
104.58 |
104.58 |
104.02 |
104.97 |
PP |
103.21 |
103.21 |
103.21 |
103.40 |
S1 |
102.44 |
102.44 |
103.62 |
102.83 |
S2 |
101.07 |
101.07 |
103.43 |
|
S3 |
98.93 |
100.30 |
103.23 |
|
S4 |
96.79 |
98.16 |
102.64 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.07 |
115.03 |
106.34 |
|
R3 |
112.49 |
110.45 |
105.08 |
|
R2 |
107.91 |
107.91 |
104.66 |
|
R1 |
105.87 |
105.87 |
104.24 |
104.60 |
PP |
103.33 |
103.33 |
103.33 |
102.70 |
S1 |
101.29 |
101.29 |
103.40 |
100.02 |
S2 |
98.75 |
98.75 |
102.98 |
|
S3 |
94.17 |
96.71 |
102.56 |
|
S4 |
89.59 |
92.13 |
101.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.38 |
100.80 |
4.58 |
4.4% |
1.94 |
1.9% |
66% |
False |
False |
45,356 |
10 |
106.18 |
100.80 |
5.38 |
5.2% |
1.89 |
1.8% |
56% |
False |
False |
44,898 |
20 |
106.18 |
100.80 |
5.38 |
5.2% |
1.74 |
1.7% |
56% |
False |
False |
39,552 |
40 |
106.18 |
91.95 |
14.23 |
13.7% |
1.74 |
1.7% |
83% |
False |
False |
37,903 |
60 |
106.18 |
91.22 |
14.96 |
14.4% |
1.72 |
1.7% |
84% |
False |
False |
30,550 |
80 |
106.18 |
85.96 |
20.22 |
19.5% |
1.72 |
1.7% |
88% |
False |
False |
25,295 |
100 |
106.18 |
85.96 |
20.22 |
19.5% |
1.67 |
1.6% |
88% |
False |
False |
21,606 |
120 |
106.18 |
85.96 |
20.22 |
19.5% |
1.56 |
1.5% |
88% |
False |
False |
18,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.07 |
2.618 |
109.57 |
1.618 |
107.43 |
1.000 |
106.11 |
0.618 |
105.29 |
HIGH |
103.97 |
0.618 |
103.15 |
0.500 |
102.90 |
0.382 |
102.65 |
LOW |
101.83 |
0.618 |
100.51 |
1.000 |
99.69 |
1.618 |
98.37 |
2.618 |
96.23 |
4.250 |
92.74 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
103.51 |
103.34 |
PP |
103.21 |
102.86 |
S1 |
102.90 |
102.39 |
|