NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
97.12 |
96.44 |
-0.68 |
-0.7% |
95.37 |
High |
97.31 |
97.06 |
-0.25 |
-0.3% |
97.31 |
Low |
96.16 |
95.58 |
-0.58 |
-0.6% |
94.46 |
Close |
96.64 |
96.73 |
0.09 |
0.1% |
96.64 |
Range |
1.15 |
1.48 |
0.33 |
28.7% |
2.85 |
ATR |
1.15 |
1.18 |
0.02 |
2.0% |
0.00 |
Volume |
27,199 |
12,189 |
-15,010 |
-55.2% |
77,444 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.90 |
100.29 |
97.54 |
|
R3 |
99.42 |
98.81 |
97.14 |
|
R2 |
97.94 |
97.94 |
97.00 |
|
R1 |
97.33 |
97.33 |
96.87 |
97.64 |
PP |
96.46 |
96.46 |
96.46 |
96.61 |
S1 |
95.85 |
95.85 |
96.59 |
96.16 |
S2 |
94.98 |
94.98 |
96.46 |
|
S3 |
93.50 |
94.37 |
96.32 |
|
S4 |
92.02 |
92.89 |
95.92 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.69 |
103.51 |
98.21 |
|
R3 |
101.84 |
100.66 |
97.42 |
|
R2 |
98.99 |
98.99 |
97.16 |
|
R1 |
97.81 |
97.81 |
96.90 |
98.40 |
PP |
96.14 |
96.14 |
96.14 |
96.43 |
S1 |
94.96 |
94.96 |
96.38 |
95.55 |
S2 |
93.29 |
93.29 |
96.12 |
|
S3 |
90.44 |
92.11 |
95.86 |
|
S4 |
87.59 |
89.26 |
95.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.31 |
94.46 |
2.85 |
2.9% |
1.19 |
1.2% |
80% |
False |
False |
15,902 |
10 |
97.31 |
94.46 |
2.85 |
2.9% |
1.13 |
1.2% |
80% |
False |
False |
16,787 |
20 |
97.31 |
93.81 |
3.50 |
3.6% |
1.02 |
1.1% |
83% |
False |
False |
22,230 |
40 |
97.31 |
88.11 |
9.20 |
9.5% |
1.17 |
1.2% |
94% |
False |
False |
21,710 |
60 |
97.31 |
88.11 |
9.20 |
9.5% |
1.26 |
1.3% |
94% |
False |
False |
19,364 |
80 |
97.31 |
84.84 |
12.47 |
12.9% |
1.33 |
1.4% |
95% |
False |
False |
17,143 |
100 |
97.31 |
84.84 |
12.47 |
12.9% |
1.25 |
1.3% |
95% |
False |
False |
15,568 |
120 |
97.31 |
84.84 |
12.47 |
12.9% |
1.20 |
1.2% |
95% |
False |
False |
14,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.35 |
2.618 |
100.93 |
1.618 |
99.45 |
1.000 |
98.54 |
0.618 |
97.97 |
HIGH |
97.06 |
0.618 |
96.49 |
0.500 |
96.32 |
0.382 |
96.15 |
LOW |
95.58 |
0.618 |
94.67 |
1.000 |
94.10 |
1.618 |
93.19 |
2.618 |
91.71 |
4.250 |
89.29 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
96.59 |
96.63 |
PP |
96.46 |
96.54 |
S1 |
96.32 |
96.44 |
|