NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
94.79 |
95.75 |
0.96 |
1.0% |
95.03 |
High |
95.67 |
96.18 |
0.51 |
0.5% |
95.98 |
Low |
94.77 |
95.61 |
0.84 |
0.9% |
93.93 |
Close |
95.67 |
96.18 |
0.51 |
0.5% |
95.14 |
Range |
0.90 |
0.57 |
-0.33 |
-36.7% |
2.05 |
ATR |
0.83 |
0.81 |
-0.02 |
-2.2% |
0.00 |
Volume |
2,262 |
3,046 |
784 |
34.7% |
8,789 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.70 |
97.51 |
96.49 |
|
R3 |
97.13 |
96.94 |
96.34 |
|
R2 |
96.56 |
96.56 |
96.28 |
|
R1 |
96.37 |
96.37 |
96.23 |
96.47 |
PP |
95.99 |
95.99 |
95.99 |
96.04 |
S1 |
95.80 |
95.80 |
96.13 |
95.90 |
S2 |
95.42 |
95.42 |
96.08 |
|
S3 |
94.85 |
95.23 |
96.02 |
|
S4 |
94.28 |
94.66 |
95.87 |
|
|
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 |
96.18 |
93.93 |
2.25 |
2.3% |
0.63 |
0.7% |
100% |
True |
False |
2,002 |
10 |
96.18 |
93.82 |
2.36 |
2.5% |
0.68 |
0.7% |
100% |
True |
False |
2,032 |
20 |
96.18 |
93.82 |
2.36 |
2.5% |
0.64 |
0.7% |
100% |
True |
False |
2,473 |
40 |
96.18 |
88.01 |
8.17 |
8.5% |
0.50 |
0.5% |
100% |
True |
False |
2,556 |
60 |
96.18 |
88.01 |
8.17 |
8.5% |
0.46 |
0.5% |
100% |
True |
False |
2,793 |
80 |
96.18 |
86.92 |
9.26 |
9.6% |
0.40 |
0.4% |
100% |
True |
False |
2,312 |
100 |
96.18 |
84.98 |
11.20 |
11.6% |
0.32 |
0.3% |
100% |
True |
False |
1,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.60 |
2.618 |
97.67 |
1.618 |
97.10 |
1.000 |
96.75 |
0.618 |
96.53 |
HIGH |
96.18 |
0.618 |
95.96 |
0.500 |
95.90 |
0.382 |
95.83 |
LOW |
95.61 |
0.618 |
95.26 |
1.000 |
95.04 |
1.618 |
94.69 |
2.618 |
94.12 |
4.250 |
93.19 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
96.09 |
95.84 |
PP |
95.99 |
95.51 |
S1 |
95.90 |
95.17 |
|