NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
97.00 |
96.57 |
-0.43 |
-0.4% |
95.73 |
High |
97.40 |
97.21 |
-0.19 |
-0.2% |
98.05 |
Low |
96.41 |
96.57 |
0.16 |
0.2% |
95.22 |
Close |
96.65 |
97.01 |
0.36 |
0.4% |
97.97 |
Range |
0.99 |
0.64 |
-0.35 |
-35.4% |
2.83 |
ATR |
1.09 |
1.05 |
-0.03 |
-2.9% |
0.00 |
Volume |
28,667 |
24,043 |
-4,624 |
-16.1% |
82,594 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.85 |
98.57 |
97.36 |
|
R3 |
98.21 |
97.93 |
97.19 |
|
R2 |
97.57 |
97.57 |
97.13 |
|
R1 |
97.29 |
97.29 |
97.07 |
97.43 |
PP |
96.93 |
96.93 |
96.93 |
97.00 |
S1 |
96.65 |
96.65 |
96.95 |
96.79 |
S2 |
96.29 |
96.29 |
96.89 |
|
S3 |
95.65 |
96.01 |
96.83 |
|
S4 |
95.01 |
95.37 |
96.66 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.57 |
104.60 |
99.53 |
|
R3 |
102.74 |
101.77 |
98.75 |
|
R2 |
99.91 |
99.91 |
98.49 |
|
R1 |
98.94 |
98.94 |
98.23 |
99.43 |
PP |
97.08 |
97.08 |
97.08 |
97.32 |
S1 |
96.11 |
96.11 |
97.71 |
96.60 |
S2 |
94.25 |
94.25 |
97.45 |
|
S3 |
91.42 |
93.28 |
97.19 |
|
S4 |
88.59 |
90.45 |
96.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.20 |
96.41 |
1.79 |
1.8% |
0.89 |
0.9% |
34% |
False |
False |
20,649 |
10 |
98.20 |
94.64 |
3.56 |
3.7% |
0.94 |
1.0% |
67% |
False |
False |
18,263 |
20 |
98.20 |
93.99 |
4.21 |
4.3% |
1.04 |
1.1% |
72% |
False |
False |
16,352 |
40 |
98.20 |
90.08 |
8.12 |
8.4% |
1.04 |
1.1% |
85% |
False |
False |
20,918 |
60 |
98.20 |
88.11 |
10.09 |
10.4% |
1.16 |
1.2% |
88% |
False |
False |
20,418 |
80 |
98.20 |
86.89 |
11.31 |
11.7% |
1.25 |
1.3% |
89% |
False |
False |
18,291 |
100 |
98.20 |
84.84 |
13.36 |
13.8% |
1.27 |
1.3% |
91% |
False |
False |
16,572 |
120 |
98.20 |
84.84 |
13.36 |
13.8% |
1.21 |
1.2% |
91% |
False |
False |
15,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.93 |
2.618 |
98.89 |
1.618 |
98.25 |
1.000 |
97.85 |
0.618 |
97.61 |
HIGH |
97.21 |
0.618 |
96.97 |
0.500 |
96.89 |
0.382 |
96.81 |
LOW |
96.57 |
0.618 |
96.17 |
1.000 |
95.93 |
1.618 |
95.53 |
2.618 |
94.89 |
4.250 |
93.85 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
96.97 |
97.22 |
PP |
96.93 |
97.15 |
S1 |
96.89 |
97.08 |
|