NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
94.16 |
94.79 |
0.63 |
0.7% |
95.03 |
| High |
95.14 |
95.67 |
0.53 |
0.6% |
95.98 |
| Low |
94.16 |
94.77 |
0.61 |
0.6% |
93.93 |
| Close |
95.14 |
95.67 |
0.53 |
0.6% |
95.14 |
| Range |
0.98 |
0.90 |
-0.08 |
-8.2% |
2.05 |
| ATR |
0.83 |
0.83 |
0.01 |
0.6% |
0.00 |
| Volume |
1,789 |
2,262 |
473 |
26.4% |
8,789 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.07 |
97.77 |
96.17 |
|
| R3 |
97.17 |
96.87 |
95.92 |
|
| R2 |
96.27 |
96.27 |
95.84 |
|
| R1 |
95.97 |
95.97 |
95.75 |
96.12 |
| PP |
95.37 |
95.37 |
95.37 |
95.45 |
| S1 |
95.07 |
95.07 |
95.59 |
95.22 |
| S2 |
94.47 |
94.47 |
95.51 |
|
| S3 |
93.57 |
94.17 |
95.42 |
|
| S4 |
92.67 |
93.27 |
95.18 |
|
|
| 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 |
95.67 |
93.93 |
1.74 |
1.8% |
0.64 |
0.7% |
100% |
True |
False |
1,781 |
| 10 |
95.99 |
93.82 |
2.17 |
2.3% |
0.67 |
0.7% |
85% |
False |
False |
1,824 |
| 20 |
95.99 |
93.82 |
2.17 |
2.3% |
0.64 |
0.7% |
85% |
False |
False |
2,442 |
| 40 |
95.99 |
88.01 |
7.98 |
8.3% |
0.49 |
0.5% |
96% |
False |
False |
2,550 |
| 60 |
95.99 |
88.01 |
7.98 |
8.3% |
0.45 |
0.5% |
96% |
False |
False |
2,777 |
| 80 |
95.99 |
85.61 |
10.38 |
10.8% |
0.40 |
0.4% |
97% |
False |
False |
2,287 |
| 100 |
95.99 |
84.98 |
11.01 |
11.5% |
0.32 |
0.3% |
97% |
False |
False |
1,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.50 |
|
2.618 |
98.03 |
|
1.618 |
97.13 |
|
1.000 |
96.57 |
|
0.618 |
96.23 |
|
HIGH |
95.67 |
|
0.618 |
95.33 |
|
0.500 |
95.22 |
|
0.382 |
95.11 |
|
LOW |
94.77 |
|
0.618 |
94.21 |
|
1.000 |
93.87 |
|
1.618 |
93.31 |
|
2.618 |
92.41 |
|
4.250 |
90.95 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.52 |
95.38 |
| PP |
95.37 |
95.09 |
| S1 |
95.22 |
94.80 |
|