NYMEX Light Sweet Crude Oil Future December 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 |
101.30 |
100.60 |
-0.70 |
-0.7% |
103.11 |
High |
101.95 |
102.49 |
0.54 |
0.5% |
103.79 |
Low |
99.65 |
100.50 |
0.85 |
0.9% |
99.65 |
Close |
100.53 |
102.38 |
1.85 |
1.8% |
102.38 |
Range |
2.30 |
1.99 |
-0.31 |
-13.5% |
4.14 |
ATR |
1.70 |
1.72 |
0.02 |
1.2% |
0.00 |
Volume |
62,732 |
67,219 |
4,487 |
7.2% |
290,450 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.76 |
107.06 |
103.47 |
|
R3 |
105.77 |
105.07 |
102.93 |
|
R2 |
103.78 |
103.78 |
102.74 |
|
R1 |
103.08 |
103.08 |
102.56 |
103.43 |
PP |
101.79 |
101.79 |
101.79 |
101.97 |
S1 |
101.09 |
101.09 |
102.20 |
101.44 |
S2 |
99.80 |
99.80 |
102.02 |
|
S3 |
97.81 |
99.10 |
101.83 |
|
S4 |
95.82 |
97.11 |
101.29 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.36 |
112.51 |
104.66 |
|
R3 |
110.22 |
108.37 |
103.52 |
|
R2 |
106.08 |
106.08 |
103.14 |
|
R1 |
104.23 |
104.23 |
102.76 |
103.09 |
PP |
101.94 |
101.94 |
101.94 |
101.37 |
S1 |
100.09 |
100.09 |
102.00 |
98.95 |
S2 |
97.80 |
97.80 |
101.62 |
|
S3 |
93.66 |
95.95 |
101.24 |
|
S4 |
89.52 |
91.81 |
100.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.79 |
99.65 |
4.14 |
4.0% |
1.86 |
1.8% |
66% |
False |
False |
58,090 |
10 |
104.54 |
99.65 |
4.89 |
4.8% |
1.76 |
1.7% |
56% |
False |
False |
59,571 |
20 |
104.54 |
99.65 |
4.89 |
4.8% |
1.65 |
1.6% |
56% |
False |
False |
64,922 |
40 |
104.54 |
91.05 |
13.49 |
13.2% |
1.69 |
1.7% |
84% |
False |
False |
77,402 |
60 |
104.54 |
90.69 |
13.85 |
13.5% |
1.72 |
1.7% |
84% |
False |
False |
71,863 |
80 |
104.54 |
85.52 |
19.02 |
18.6% |
1.77 |
1.7% |
89% |
False |
False |
68,437 |
100 |
104.54 |
85.52 |
19.02 |
18.6% |
1.76 |
1.7% |
89% |
False |
False |
65,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.95 |
2.618 |
107.70 |
1.618 |
105.71 |
1.000 |
104.48 |
0.618 |
103.72 |
HIGH |
102.49 |
0.618 |
101.73 |
0.500 |
101.50 |
0.382 |
101.26 |
LOW |
100.50 |
0.618 |
99.27 |
1.000 |
98.51 |
1.618 |
97.28 |
2.618 |
95.29 |
4.250 |
92.04 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
102.09 |
101.94 |
PP |
101.79 |
101.51 |
S1 |
101.50 |
101.07 |
|