NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
101.45 |
101.40 |
-0.05 |
0.0% |
100.10 |
High |
102.24 |
102.06 |
-0.18 |
-0.2% |
102.93 |
Low |
100.59 |
100.33 |
-0.26 |
-0.3% |
98.79 |
Close |
101.70 |
100.78 |
-0.92 |
-0.9% |
101.74 |
Range |
1.65 |
1.73 |
0.08 |
4.8% |
4.14 |
ATR |
1.45 |
1.47 |
0.02 |
1.4% |
0.00 |
Volume |
17,429 |
11,177 |
-6,252 |
-35.9% |
84,094 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.25 |
105.24 |
101.73 |
|
R3 |
104.52 |
103.51 |
101.26 |
|
R2 |
102.79 |
102.79 |
101.10 |
|
R1 |
101.78 |
101.78 |
100.94 |
101.42 |
PP |
101.06 |
101.06 |
101.06 |
100.88 |
S1 |
100.05 |
100.05 |
100.62 |
99.69 |
S2 |
99.33 |
99.33 |
100.46 |
|
S3 |
97.60 |
98.32 |
100.30 |
|
S4 |
95.87 |
96.59 |
99.83 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.57 |
111.80 |
104.02 |
|
R3 |
109.43 |
107.66 |
102.88 |
|
R2 |
105.29 |
105.29 |
102.50 |
|
R1 |
103.52 |
103.52 |
102.12 |
104.41 |
PP |
101.15 |
101.15 |
101.15 |
101.60 |
S1 |
99.38 |
99.38 |
101.36 |
100.27 |
S2 |
97.01 |
97.01 |
100.98 |
|
S3 |
92.87 |
95.24 |
100.60 |
|
S4 |
88.73 |
91.10 |
99.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.93 |
98.79 |
4.14 |
4.1% |
1.74 |
1.7% |
48% |
False |
False |
18,410 |
10 |
102.93 |
98.79 |
4.14 |
4.1% |
1.51 |
1.5% |
48% |
False |
False |
16,619 |
20 |
102.93 |
98.10 |
4.83 |
4.8% |
1.37 |
1.4% |
55% |
False |
False |
19,034 |
40 |
102.93 |
90.40 |
12.53 |
12.4% |
1.41 |
1.4% |
83% |
False |
False |
16,554 |
60 |
102.93 |
90.35 |
12.58 |
12.5% |
1.41 |
1.4% |
83% |
False |
False |
12,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.41 |
2.618 |
106.59 |
1.618 |
104.86 |
1.000 |
103.79 |
0.618 |
103.13 |
HIGH |
102.06 |
0.618 |
101.40 |
0.500 |
101.20 |
0.382 |
100.99 |
LOW |
100.33 |
0.618 |
99.26 |
1.000 |
98.60 |
1.618 |
97.53 |
2.618 |
95.80 |
4.250 |
92.98 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
101.20 |
101.63 |
PP |
101.06 |
101.35 |
S1 |
100.92 |
101.06 |
|