NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
94.14 |
94.16 |
0.02 |
0.0% |
95.03 |
| High |
94.14 |
95.14 |
1.00 |
1.1% |
95.98 |
| Low |
93.93 |
94.16 |
0.23 |
0.2% |
93.93 |
| Close |
94.12 |
95.14 |
1.02 |
1.1% |
95.14 |
| Range |
0.21 |
0.98 |
0.77 |
366.7% |
2.05 |
| ATR |
0.81 |
0.83 |
0.01 |
1.8% |
0.00 |
| Volume |
1,251 |
1,789 |
538 |
43.0% |
8,789 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.75 |
97.43 |
95.68 |
|
| R3 |
96.77 |
96.45 |
95.41 |
|
| R2 |
95.79 |
95.79 |
95.32 |
|
| R1 |
95.47 |
95.47 |
95.23 |
95.63 |
| PP |
94.81 |
94.81 |
94.81 |
94.90 |
| S1 |
94.49 |
94.49 |
95.05 |
94.65 |
| S2 |
93.83 |
93.83 |
94.96 |
|
| S3 |
92.85 |
93.51 |
94.87 |
|
| S4 |
91.87 |
92.53 |
94.60 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.17 |
100.20 |
96.27 |
|
| R3 |
99.12 |
98.15 |
95.70 |
|
| R2 |
97.07 |
97.07 |
95.52 |
|
| R1 |
96.10 |
96.10 |
95.33 |
96.59 |
| PP |
95.02 |
95.02 |
95.02 |
95.26 |
| S1 |
94.05 |
94.05 |
94.95 |
94.54 |
| S2 |
92.97 |
92.97 |
94.76 |
|
| S3 |
90.92 |
92.00 |
94.58 |
|
| S4 |
88.87 |
89.95 |
94.01 |
|
|
| 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% |
0.65 |
0.7% |
59% |
False |
False |
1,757 |
| 10 |
95.99 |
93.82 |
2.17 |
2.3% |
0.65 |
0.7% |
61% |
False |
False |
1,706 |
| 20 |
95.99 |
93.82 |
2.17 |
2.3% |
0.60 |
0.6% |
61% |
False |
False |
2,466 |
| 40 |
95.99 |
88.01 |
7.98 |
8.4% |
0.47 |
0.5% |
89% |
False |
False |
2,525 |
| 60 |
95.99 |
88.01 |
7.98 |
8.4% |
0.46 |
0.5% |
89% |
False |
False |
2,751 |
| 80 |
95.99 |
85.32 |
10.67 |
11.2% |
0.39 |
0.4% |
92% |
False |
False |
2,282 |
| 100 |
95.99 |
84.98 |
11.01 |
11.6% |
0.31 |
0.3% |
92% |
False |
False |
1,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.31 |
|
2.618 |
97.71 |
|
1.618 |
96.73 |
|
1.000 |
96.12 |
|
0.618 |
95.75 |
|
HIGH |
95.14 |
|
0.618 |
94.77 |
|
0.500 |
94.65 |
|
0.382 |
94.53 |
|
LOW |
94.16 |
|
0.618 |
93.55 |
|
1.000 |
93.18 |
|
1.618 |
92.57 |
|
2.618 |
91.59 |
|
4.250 |
90.00 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.98 |
94.94 |
| PP |
94.81 |
94.74 |
| S1 |
94.65 |
94.54 |
|