NYMEX Light Sweet Crude Oil Future June 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 |
96.44 |
96.61 |
0.17 |
0.2% |
95.37 |
High |
97.06 |
96.89 |
-0.17 |
-0.2% |
97.31 |
Low |
95.58 |
95.38 |
-0.20 |
-0.2% |
94.46 |
Close |
96.73 |
95.86 |
-0.87 |
-0.9% |
96.64 |
Range |
1.48 |
1.51 |
0.03 |
2.0% |
2.85 |
ATR |
1.18 |
1.20 |
0.02 |
2.0% |
0.00 |
Volume |
12,189 |
10,272 |
-1,917 |
-15.7% |
77,444 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.57 |
99.73 |
96.69 |
|
R3 |
99.06 |
98.22 |
96.28 |
|
R2 |
97.55 |
97.55 |
96.14 |
|
R1 |
96.71 |
96.71 |
96.00 |
96.38 |
PP |
96.04 |
96.04 |
96.04 |
95.88 |
S1 |
95.20 |
95.20 |
95.72 |
94.87 |
S2 |
94.53 |
94.53 |
95.58 |
|
S3 |
93.02 |
93.69 |
95.44 |
|
S4 |
91.51 |
92.18 |
95.03 |
|
|
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 |
3.0% |
1.38 |
1.4% |
49% |
False |
False |
15,727 |
10 |
97.31 |
94.46 |
2.85 |
3.0% |
1.20 |
1.3% |
49% |
False |
False |
15,891 |
20 |
97.31 |
93.97 |
3.34 |
3.5% |
1.06 |
1.1% |
57% |
False |
False |
21,761 |
40 |
97.31 |
88.11 |
9.20 |
9.6% |
1.19 |
1.2% |
84% |
False |
False |
21,224 |
60 |
97.31 |
88.11 |
9.20 |
9.6% |
1.25 |
1.3% |
84% |
False |
False |
19,350 |
80 |
97.31 |
84.84 |
12.47 |
13.0% |
1.33 |
1.4% |
88% |
False |
False |
17,183 |
100 |
97.31 |
84.84 |
12.47 |
13.0% |
1.27 |
1.3% |
88% |
False |
False |
15,477 |
120 |
97.31 |
84.84 |
12.47 |
13.0% |
1.21 |
1.3% |
88% |
False |
False |
14,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.31 |
2.618 |
100.84 |
1.618 |
99.33 |
1.000 |
98.40 |
0.618 |
97.82 |
HIGH |
96.89 |
0.618 |
96.31 |
0.500 |
96.14 |
0.382 |
95.96 |
LOW |
95.38 |
0.618 |
94.45 |
1.000 |
93.87 |
1.618 |
92.94 |
2.618 |
91.43 |
4.250 |
88.96 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
96.14 |
96.35 |
PP |
96.04 |
96.18 |
S1 |
95.95 |
96.02 |
|