NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
94.76 |
94.14 |
-0.62 |
-0.7% |
94.58 |
| High |
94.82 |
94.14 |
-0.68 |
-0.7% |
95.99 |
| Low |
94.33 |
93.93 |
-0.40 |
-0.4% |
93.82 |
| Close |
94.71 |
94.12 |
-0.59 |
-0.6% |
95.84 |
| Range |
0.49 |
0.21 |
-0.28 |
-57.1% |
2.17 |
| ATR |
0.81 |
0.81 |
0.00 |
-0.3% |
0.00 |
| Volume |
1,662 |
1,251 |
-411 |
-24.7% |
8,273 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.69 |
94.62 |
94.24 |
|
| R3 |
94.48 |
94.41 |
94.18 |
|
| R2 |
94.27 |
94.27 |
94.16 |
|
| R1 |
94.20 |
94.20 |
94.14 |
94.13 |
| PP |
94.06 |
94.06 |
94.06 |
94.03 |
| S1 |
93.99 |
93.99 |
94.10 |
93.92 |
| S2 |
93.85 |
93.85 |
94.08 |
|
| S3 |
93.64 |
93.78 |
94.06 |
|
| S4 |
93.43 |
93.57 |
94.00 |
|
|
| 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 |
95.98 |
93.93 |
2.05 |
2.2% |
0.54 |
0.6% |
9% |
False |
True |
2,086 |
| 10 |
95.99 |
93.82 |
2.17 |
2.3% |
0.60 |
0.6% |
14% |
False |
False |
1,698 |
| 20 |
95.99 |
93.82 |
2.17 |
2.3% |
0.57 |
0.6% |
14% |
False |
False |
2,557 |
| 40 |
95.99 |
88.01 |
7.98 |
8.5% |
0.45 |
0.5% |
77% |
False |
False |
2,524 |
| 60 |
95.99 |
88.01 |
7.98 |
8.5% |
0.45 |
0.5% |
77% |
False |
False |
2,744 |
| 80 |
95.99 |
84.98 |
11.01 |
11.7% |
0.37 |
0.4% |
83% |
False |
False |
2,265 |
| 100 |
95.99 |
84.98 |
11.01 |
11.7% |
0.30 |
0.3% |
83% |
False |
False |
1,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.03 |
|
2.618 |
94.69 |
|
1.618 |
94.48 |
|
1.000 |
94.35 |
|
0.618 |
94.27 |
|
HIGH |
94.14 |
|
0.618 |
94.06 |
|
0.500 |
94.04 |
|
0.382 |
94.01 |
|
LOW |
93.93 |
|
0.618 |
93.80 |
|
1.000 |
93.72 |
|
1.618 |
93.59 |
|
2.618 |
93.38 |
|
4.250 |
93.04 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.09 |
94.58 |
| PP |
94.06 |
94.42 |
| S1 |
94.04 |
94.27 |
|