NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 08-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
102.40 |
101.30 |
-1.10 |
-1.1% |
101.45 |
High |
102.40 |
101.95 |
-0.45 |
-0.4% |
104.54 |
Low |
101.15 |
99.65 |
-1.50 |
-1.5% |
99.92 |
Close |
101.49 |
100.53 |
-0.96 |
-0.9% |
103.23 |
Range |
1.25 |
2.30 |
1.05 |
84.0% |
4.62 |
ATR |
1.66 |
1.70 |
0.05 |
2.8% |
0.00 |
Volume |
54,230 |
62,732 |
8,502 |
15.7% |
305,260 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.61 |
106.37 |
101.80 |
|
R3 |
105.31 |
104.07 |
101.16 |
|
R2 |
103.01 |
103.01 |
100.95 |
|
R1 |
101.77 |
101.77 |
100.74 |
101.24 |
PP |
100.71 |
100.71 |
100.71 |
100.45 |
S1 |
99.47 |
99.47 |
100.32 |
98.94 |
S2 |
98.41 |
98.41 |
100.11 |
|
S3 |
96.11 |
97.17 |
99.90 |
|
S4 |
93.81 |
94.87 |
99.27 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.42 |
114.45 |
105.77 |
|
R3 |
111.80 |
109.83 |
104.50 |
|
R2 |
107.18 |
107.18 |
104.08 |
|
R1 |
105.21 |
105.21 |
103.65 |
106.20 |
PP |
102.56 |
102.56 |
102.56 |
103.06 |
S1 |
100.59 |
100.59 |
102.81 |
101.58 |
S2 |
97.94 |
97.94 |
102.38 |
|
S3 |
93.32 |
95.97 |
101.96 |
|
S4 |
88.70 |
91.35 |
100.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.54 |
99.65 |
4.89 |
4.9% |
1.83 |
1.8% |
18% |
False |
True |
62,620 |
10 |
104.54 |
99.65 |
4.89 |
4.9% |
1.68 |
1.7% |
18% |
False |
True |
60,007 |
20 |
104.54 |
99.65 |
4.89 |
4.9% |
1.63 |
1.6% |
18% |
False |
True |
67,862 |
40 |
104.54 |
91.05 |
13.49 |
13.4% |
1.69 |
1.7% |
70% |
False |
False |
76,878 |
60 |
104.54 |
90.69 |
13.85 |
13.8% |
1.73 |
1.7% |
71% |
False |
False |
71,585 |
80 |
104.54 |
85.52 |
19.02 |
18.9% |
1.78 |
1.8% |
79% |
False |
False |
68,494 |
100 |
104.54 |
85.52 |
19.02 |
18.9% |
1.76 |
1.8% |
79% |
False |
False |
65,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.73 |
2.618 |
107.97 |
1.618 |
105.67 |
1.000 |
104.25 |
0.618 |
103.37 |
HIGH |
101.95 |
0.618 |
101.07 |
0.500 |
100.80 |
0.382 |
100.53 |
LOW |
99.65 |
0.618 |
98.23 |
1.000 |
97.35 |
1.618 |
95.93 |
2.618 |
93.63 |
4.250 |
89.88 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
100.80 |
101.62 |
PP |
100.71 |
101.25 |
S1 |
100.62 |
100.89 |
|