NYMEX Light Sweet Crude Oil Future July 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 |
94.86 |
94.76 |
-0.10 |
-0.1% |
94.58 |
| High |
95.22 |
94.82 |
-0.40 |
-0.4% |
95.99 |
| Low |
94.60 |
94.33 |
-0.27 |
-0.3% |
93.82 |
| Close |
95.10 |
94.71 |
-0.39 |
-0.4% |
95.84 |
| Range |
0.62 |
0.49 |
-0.13 |
-21.0% |
2.17 |
| ATR |
0.82 |
0.81 |
0.00 |
-0.4% |
0.00 |
| Volume |
1,944 |
1,662 |
-282 |
-14.5% |
8,273 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.09 |
95.89 |
94.98 |
|
| R3 |
95.60 |
95.40 |
94.84 |
|
| R2 |
95.11 |
95.11 |
94.80 |
|
| R1 |
94.91 |
94.91 |
94.75 |
94.77 |
| PP |
94.62 |
94.62 |
94.62 |
94.55 |
| S1 |
94.42 |
94.42 |
94.67 |
94.28 |
| S2 |
94.13 |
94.13 |
94.62 |
|
| S3 |
93.64 |
93.93 |
94.58 |
|
| S4 |
93.15 |
93.44 |
94.44 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.73 |
100.95 |
97.03 |
|
| R3 |
99.56 |
98.78 |
96.44 |
|
| R2 |
97.39 |
97.39 |
96.24 |
|
| R1 |
96.61 |
96.61 |
96.04 |
97.00 |
| PP |
95.22 |
95.22 |
95.22 |
95.41 |
| S1 |
94.44 |
94.44 |
95.64 |
94.83 |
| S2 |
93.05 |
93.05 |
95.44 |
|
| S3 |
90.88 |
92.27 |
95.24 |
|
| S4 |
88.71 |
90.10 |
94.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.99 |
94.33 |
1.66 |
1.8% |
0.58 |
0.6% |
23% |
False |
True |
2,221 |
| 10 |
95.99 |
93.82 |
2.17 |
2.3% |
0.68 |
0.7% |
41% |
False |
False |
1,806 |
| 20 |
95.99 |
93.82 |
2.17 |
2.3% |
0.58 |
0.6% |
41% |
False |
False |
2,762 |
| 40 |
95.99 |
88.01 |
7.98 |
8.4% |
0.44 |
0.5% |
84% |
False |
False |
2,519 |
| 60 |
95.99 |
88.01 |
7.98 |
8.4% |
0.47 |
0.5% |
84% |
False |
False |
2,729 |
| 80 |
95.99 |
84.98 |
11.01 |
11.6% |
0.37 |
0.4% |
88% |
False |
False |
2,254 |
| 100 |
95.99 |
84.98 |
11.01 |
11.6% |
0.30 |
0.3% |
88% |
False |
False |
1,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.90 |
|
2.618 |
96.10 |
|
1.618 |
95.61 |
|
1.000 |
95.31 |
|
0.618 |
95.12 |
|
HIGH |
94.82 |
|
0.618 |
94.63 |
|
0.500 |
94.58 |
|
0.382 |
94.52 |
|
LOW |
94.33 |
|
0.618 |
94.03 |
|
1.000 |
93.84 |
|
1.618 |
93.54 |
|
2.618 |
93.05 |
|
4.250 |
92.25 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.67 |
95.16 |
| PP |
94.62 |
95.01 |
| S1 |
94.58 |
94.86 |
|