NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
101.40 |
100.74 |
-0.66 |
-0.7% |
100.10 |
High |
102.06 |
100.91 |
-1.15 |
-1.1% |
102.93 |
Low |
100.33 |
99.94 |
-0.39 |
-0.4% |
98.79 |
Close |
100.78 |
100.27 |
-0.51 |
-0.5% |
101.74 |
Range |
1.73 |
0.97 |
-0.76 |
-43.9% |
4.14 |
ATR |
1.47 |
1.43 |
-0.04 |
-2.4% |
0.00 |
Volume |
11,177 |
15,278 |
4,101 |
36.7% |
84,094 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.28 |
102.75 |
100.80 |
|
R3 |
102.31 |
101.78 |
100.54 |
|
R2 |
101.34 |
101.34 |
100.45 |
|
R1 |
100.81 |
100.81 |
100.36 |
100.59 |
PP |
100.37 |
100.37 |
100.37 |
100.27 |
S1 |
99.84 |
99.84 |
100.18 |
99.62 |
S2 |
99.40 |
99.40 |
100.09 |
|
S3 |
98.43 |
98.87 |
100.00 |
|
S4 |
97.46 |
97.90 |
99.74 |
|
|
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 |
99.94 |
2.99 |
3.0% |
1.61 |
1.6% |
11% |
False |
True |
16,754 |
10 |
102.93 |
98.79 |
4.14 |
4.1% |
1.41 |
1.4% |
36% |
False |
False |
16,611 |
20 |
102.93 |
98.36 |
4.57 |
4.6% |
1.37 |
1.4% |
42% |
False |
False |
18,726 |
40 |
102.93 |
90.40 |
12.53 |
12.5% |
1.40 |
1.4% |
79% |
False |
False |
16,753 |
60 |
102.93 |
90.35 |
12.58 |
12.5% |
1.42 |
1.4% |
79% |
False |
False |
13,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.03 |
2.618 |
103.45 |
1.618 |
102.48 |
1.000 |
101.88 |
0.618 |
101.51 |
HIGH |
100.91 |
0.618 |
100.54 |
0.500 |
100.43 |
0.382 |
100.31 |
LOW |
99.94 |
0.618 |
99.34 |
1.000 |
98.97 |
1.618 |
98.37 |
2.618 |
97.40 |
4.250 |
95.82 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
100.43 |
101.09 |
PP |
100.37 |
100.82 |
S1 |
100.32 |
100.54 |
|