NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
96.57 |
96.91 |
0.34 |
0.4% |
97.86 |
High |
97.21 |
97.78 |
0.57 |
0.6% |
98.20 |
Low |
96.57 |
96.55 |
-0.02 |
0.0% |
96.41 |
Close |
97.01 |
97.58 |
0.57 |
0.6% |
97.58 |
Range |
0.64 |
1.23 |
0.59 |
92.2% |
1.79 |
ATR |
1.05 |
1.07 |
0.01 |
1.2% |
0.00 |
Volume |
24,043 |
16,406 |
-7,637 |
-31.8% |
101,592 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.99 |
100.52 |
98.26 |
|
R3 |
99.76 |
99.29 |
97.92 |
|
R2 |
98.53 |
98.53 |
97.81 |
|
R1 |
98.06 |
98.06 |
97.69 |
98.30 |
PP |
97.30 |
97.30 |
97.30 |
97.42 |
S1 |
96.83 |
96.83 |
97.47 |
97.07 |
S2 |
96.07 |
96.07 |
97.35 |
|
S3 |
94.84 |
95.60 |
97.24 |
|
S4 |
93.61 |
94.37 |
96.90 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.77 |
101.96 |
98.56 |
|
R3 |
100.98 |
100.17 |
98.07 |
|
R2 |
99.19 |
99.19 |
97.91 |
|
R1 |
98.38 |
98.38 |
97.74 |
97.89 |
PP |
97.40 |
97.40 |
97.40 |
97.15 |
S1 |
96.59 |
96.59 |
97.42 |
96.10 |
S2 |
95.61 |
95.61 |
97.25 |
|
S3 |
93.82 |
94.80 |
97.09 |
|
S4 |
92.03 |
93.01 |
96.60 |
|
|
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% |
0.94 |
1.0% |
65% |
False |
False |
20,318 |
10 |
98.20 |
95.22 |
2.98 |
3.1% |
0.93 |
1.0% |
79% |
False |
False |
18,418 |
20 |
98.20 |
93.99 |
4.21 |
4.3% |
1.07 |
1.1% |
85% |
False |
False |
16,301 |
40 |
98.20 |
90.53 |
7.67 |
7.9% |
1.04 |
1.1% |
92% |
False |
False |
21,018 |
60 |
98.20 |
88.11 |
10.09 |
10.3% |
1.15 |
1.2% |
94% |
False |
False |
20,530 |
80 |
98.20 |
87.65 |
10.55 |
10.8% |
1.23 |
1.3% |
94% |
False |
False |
18,352 |
100 |
98.20 |
84.84 |
13.36 |
13.7% |
1.26 |
1.3% |
95% |
False |
False |
16,655 |
120 |
98.20 |
84.84 |
13.36 |
13.7% |
1.21 |
1.2% |
95% |
False |
False |
15,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.01 |
2.618 |
101.00 |
1.618 |
99.77 |
1.000 |
99.01 |
0.618 |
98.54 |
HIGH |
97.78 |
0.618 |
97.31 |
0.500 |
97.17 |
0.382 |
97.02 |
LOW |
96.55 |
0.618 |
95.79 |
1.000 |
95.32 |
1.618 |
94.56 |
2.618 |
93.33 |
4.250 |
91.32 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
97.44 |
97.42 |
PP |
97.30 |
97.26 |
S1 |
97.17 |
97.10 |
|