NYMEX Light Sweet Crude Oil Future June 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 |
96.61 |
95.82 |
-0.79 |
-0.8% |
95.37 |
High |
96.89 |
95.82 |
-1.07 |
-1.1% |
97.31 |
Low |
95.38 |
95.02 |
-0.36 |
-0.4% |
94.46 |
Close |
95.86 |
95.46 |
-0.40 |
-0.4% |
96.64 |
Range |
1.51 |
0.80 |
-0.71 |
-47.0% |
2.85 |
ATR |
1.20 |
1.18 |
-0.03 |
-2.1% |
0.00 |
Volume |
10,272 |
11,635 |
1,363 |
13.3% |
77,444 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.83 |
97.45 |
95.90 |
|
R3 |
97.03 |
96.65 |
95.68 |
|
R2 |
96.23 |
96.23 |
95.61 |
|
R1 |
95.85 |
95.85 |
95.53 |
95.64 |
PP |
95.43 |
95.43 |
95.43 |
95.33 |
S1 |
95.05 |
95.05 |
95.39 |
94.84 |
S2 |
94.63 |
94.63 |
95.31 |
|
S3 |
93.83 |
94.25 |
95.24 |
|
S4 |
93.03 |
93.45 |
95.02 |
|
|
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 |
95.02 |
2.29 |
2.4% |
1.26 |
1.3% |
19% |
False |
True |
14,871 |
10 |
97.31 |
94.46 |
2.85 |
3.0% |
1.12 |
1.2% |
35% |
False |
False |
14,645 |
20 |
97.31 |
94.41 |
2.90 |
3.0% |
1.06 |
1.1% |
36% |
False |
False |
21,160 |
40 |
97.31 |
88.11 |
9.20 |
9.6% |
1.17 |
1.2% |
80% |
False |
False |
20,969 |
60 |
97.31 |
88.11 |
9.20 |
9.6% |
1.24 |
1.3% |
80% |
False |
False |
19,332 |
80 |
97.31 |
84.84 |
12.47 |
13.1% |
1.31 |
1.4% |
85% |
False |
False |
17,182 |
100 |
97.31 |
84.84 |
12.47 |
13.1% |
1.27 |
1.3% |
85% |
False |
False |
15,512 |
120 |
97.31 |
84.84 |
12.47 |
13.1% |
1.21 |
1.3% |
85% |
False |
False |
14,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.22 |
2.618 |
97.91 |
1.618 |
97.11 |
1.000 |
96.62 |
0.618 |
96.31 |
HIGH |
95.82 |
0.618 |
95.51 |
0.500 |
95.42 |
0.382 |
95.33 |
LOW |
95.02 |
0.618 |
94.53 |
1.000 |
94.22 |
1.618 |
93.73 |
2.618 |
92.93 |
4.250 |
91.62 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
95.45 |
96.04 |
PP |
95.43 |
95.85 |
S1 |
95.42 |
95.65 |
|