NYMEX Light Sweet Crude Oil Future January 2014
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 |
100.03 |
99.35 |
-0.68 |
-0.7% |
101.45 |
High |
100.65 |
101.10 |
0.45 |
0.4% |
102.24 |
Low |
98.55 |
99.26 |
0.71 |
0.7% |
98.55 |
Close |
99.36 |
101.03 |
1.67 |
1.7% |
101.03 |
Range |
2.10 |
1.84 |
-0.26 |
-12.4% |
3.69 |
ATR |
1.48 |
1.51 |
0.03 |
1.7% |
0.00 |
Volume |
21,199 |
29,548 |
8,349 |
39.4% |
94,631 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.98 |
105.35 |
102.04 |
|
R3 |
104.14 |
103.51 |
101.54 |
|
R2 |
102.30 |
102.30 |
101.37 |
|
R1 |
101.67 |
101.67 |
101.20 |
101.99 |
PP |
100.46 |
100.46 |
100.46 |
100.62 |
S1 |
99.83 |
99.83 |
100.86 |
100.15 |
S2 |
98.62 |
98.62 |
100.69 |
|
S3 |
96.78 |
97.99 |
100.52 |
|
S4 |
94.94 |
96.15 |
100.02 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.68 |
110.04 |
103.06 |
|
R3 |
107.99 |
106.35 |
102.04 |
|
R2 |
104.30 |
104.30 |
101.71 |
|
R1 |
102.66 |
102.66 |
101.37 |
101.64 |
PP |
100.61 |
100.61 |
100.61 |
100.09 |
S1 |
98.97 |
98.97 |
100.69 |
97.95 |
S2 |
96.92 |
96.92 |
100.35 |
|
S3 |
93.23 |
95.28 |
100.02 |
|
S4 |
89.54 |
91.59 |
99.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.24 |
98.55 |
3.69 |
3.7% |
1.66 |
1.6% |
67% |
False |
False |
18,926 |
10 |
102.93 |
98.55 |
4.38 |
4.3% |
1.56 |
1.5% |
57% |
False |
False |
17,872 |
20 |
102.93 |
98.55 |
4.38 |
4.3% |
1.44 |
1.4% |
57% |
False |
False |
17,170 |
40 |
102.93 |
90.40 |
12.53 |
12.4% |
1.45 |
1.4% |
85% |
False |
False |
17,656 |
60 |
102.93 |
90.35 |
12.58 |
12.5% |
1.43 |
1.4% |
85% |
False |
False |
13,749 |
80 |
102.93 |
85.58 |
17.35 |
17.2% |
1.46 |
1.4% |
89% |
False |
False |
11,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.92 |
2.618 |
105.92 |
1.618 |
104.08 |
1.000 |
102.94 |
0.618 |
102.24 |
HIGH |
101.10 |
0.618 |
100.40 |
0.500 |
100.18 |
0.382 |
99.96 |
LOW |
99.26 |
0.618 |
98.12 |
1.000 |
97.42 |
1.618 |
96.28 |
2.618 |
94.44 |
4.250 |
91.44 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
100.75 |
100.63 |
PP |
100.46 |
100.23 |
S1 |
100.18 |
99.83 |
|