NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
95.75 |
95.90 |
0.15 |
0.2% |
95.03 |
| High |
96.18 |
96.32 |
0.14 |
0.1% |
95.98 |
| Low |
95.61 |
95.71 |
0.10 |
0.1% |
93.93 |
| Close |
96.18 |
96.32 |
0.14 |
0.1% |
95.14 |
| Range |
0.57 |
0.61 |
0.04 |
7.0% |
2.05 |
| ATR |
0.81 |
0.80 |
-0.01 |
-1.8% |
0.00 |
| Volume |
3,046 |
2,034 |
-1,012 |
-33.2% |
8,789 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.95 |
97.74 |
96.66 |
|
| R3 |
97.34 |
97.13 |
96.49 |
|
| R2 |
96.73 |
96.73 |
96.43 |
|
| R1 |
96.52 |
96.52 |
96.38 |
96.63 |
| PP |
96.12 |
96.12 |
96.12 |
96.17 |
| S1 |
95.91 |
95.91 |
96.26 |
96.02 |
| S2 |
95.51 |
95.51 |
96.21 |
|
| S3 |
94.90 |
95.30 |
96.15 |
|
| S4 |
94.29 |
94.69 |
95.98 |
|
|
| 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 |
96.32 |
93.93 |
2.39 |
2.5% |
0.65 |
0.7% |
100% |
True |
False |
2,076 |
| 10 |
96.32 |
93.93 |
2.39 |
2.5% |
0.62 |
0.6% |
100% |
True |
False |
2,148 |
| 20 |
96.32 |
93.82 |
2.50 |
2.6% |
0.65 |
0.7% |
100% |
True |
False |
2,529 |
| 40 |
96.32 |
88.01 |
8.31 |
8.6% |
0.50 |
0.5% |
100% |
True |
False |
2,580 |
| 60 |
96.32 |
88.01 |
8.31 |
8.6% |
0.47 |
0.5% |
100% |
True |
False |
2,814 |
| 80 |
96.32 |
87.20 |
9.12 |
9.5% |
0.41 |
0.4% |
100% |
True |
False |
2,328 |
| 100 |
96.32 |
84.98 |
11.34 |
11.8% |
0.33 |
0.3% |
100% |
True |
False |
1,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.91 |
|
2.618 |
97.92 |
|
1.618 |
97.31 |
|
1.000 |
96.93 |
|
0.618 |
96.70 |
|
HIGH |
96.32 |
|
0.618 |
96.09 |
|
0.500 |
96.02 |
|
0.382 |
95.94 |
|
LOW |
95.71 |
|
0.618 |
95.33 |
|
1.000 |
95.10 |
|
1.618 |
94.72 |
|
2.618 |
94.11 |
|
4.250 |
93.12 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.22 |
96.06 |
| PP |
96.12 |
95.80 |
| S1 |
96.02 |
95.55 |
|