NYMEX Light Sweet Crude Oil Future February 2014
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 |
99.40 |
99.24 |
-0.16 |
-0.2% |
98.72 |
High |
99.64 |
99.43 |
-0.21 |
-0.2% |
101.48 |
Low |
98.64 |
97.46 |
-1.18 |
-1.2% |
97.76 |
Close |
99.08 |
98.23 |
-0.85 |
-0.9% |
100.37 |
Range |
1.00 |
1.97 |
0.97 |
97.0% |
3.72 |
ATR |
1.23 |
1.28 |
0.05 |
4.3% |
0.00 |
Volume |
5,591 |
8,961 |
3,370 |
60.3% |
42,883 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.28 |
103.23 |
99.31 |
|
R3 |
102.31 |
101.26 |
98.77 |
|
R2 |
100.34 |
100.34 |
98.59 |
|
R1 |
99.29 |
99.29 |
98.41 |
98.83 |
PP |
98.37 |
98.37 |
98.37 |
98.15 |
S1 |
97.32 |
97.32 |
98.05 |
96.86 |
S2 |
96.40 |
96.40 |
97.87 |
|
S3 |
94.43 |
95.35 |
97.69 |
|
S4 |
92.46 |
93.38 |
97.15 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.03 |
109.42 |
102.42 |
|
R3 |
107.31 |
105.70 |
101.39 |
|
R2 |
103.59 |
103.59 |
101.05 |
|
R1 |
101.98 |
101.98 |
100.71 |
102.79 |
PP |
99.87 |
99.87 |
99.87 |
100.27 |
S1 |
98.26 |
98.26 |
100.03 |
99.07 |
S2 |
96.15 |
96.15 |
99.69 |
|
S3 |
92.43 |
94.54 |
99.35 |
|
S4 |
88.71 |
90.82 |
98.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.48 |
97.46 |
4.02 |
4.1% |
1.43 |
1.5% |
19% |
False |
True |
7,891 |
10 |
101.48 |
97.46 |
4.02 |
4.1% |
1.24 |
1.3% |
19% |
False |
True |
8,290 |
20 |
101.48 |
97.46 |
4.02 |
4.1% |
1.21 |
1.2% |
19% |
False |
True |
8,853 |
40 |
101.48 |
90.05 |
11.43 |
11.6% |
1.19 |
1.2% |
72% |
False |
False |
7,943 |
60 |
101.48 |
90.05 |
11.43 |
11.6% |
1.20 |
1.2% |
72% |
False |
False |
6,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.80 |
2.618 |
104.59 |
1.618 |
102.62 |
1.000 |
101.40 |
0.618 |
100.65 |
HIGH |
99.43 |
0.618 |
98.68 |
0.500 |
98.45 |
0.382 |
98.21 |
LOW |
97.46 |
0.618 |
96.24 |
1.000 |
95.49 |
1.618 |
94.27 |
2.618 |
92.30 |
4.250 |
89.09 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
98.45 |
99.05 |
PP |
98.37 |
98.77 |
S1 |
98.30 |
98.50 |
|