NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
95.90 |
96.69 |
0.79 |
0.8% |
95.03 |
| High |
96.32 |
96.84 |
0.52 |
0.5% |
95.98 |
| Low |
95.71 |
96.11 |
0.40 |
0.4% |
93.93 |
| Close |
96.32 |
96.75 |
0.43 |
0.4% |
95.14 |
| Range |
0.61 |
0.73 |
0.12 |
19.7% |
2.05 |
| ATR |
0.80 |
0.79 |
0.00 |
-0.6% |
0.00 |
| Volume |
2,034 |
1,271 |
-763 |
-37.5% |
8,789 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.76 |
98.48 |
97.15 |
|
| R3 |
98.03 |
97.75 |
96.95 |
|
| R2 |
97.30 |
97.30 |
96.88 |
|
| R1 |
97.02 |
97.02 |
96.82 |
97.16 |
| PP |
96.57 |
96.57 |
96.57 |
96.64 |
| S1 |
96.29 |
96.29 |
96.68 |
96.43 |
| S2 |
95.84 |
95.84 |
96.62 |
|
| S3 |
95.11 |
95.56 |
96.55 |
|
| S4 |
94.38 |
94.83 |
96.35 |
|
|
| 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 |
96.84 |
94.16 |
2.68 |
2.8% |
0.76 |
0.8% |
97% |
True |
False |
2,080 |
| 10 |
96.84 |
93.93 |
2.91 |
3.0% |
0.65 |
0.7% |
97% |
True |
False |
2,083 |
| 20 |
96.84 |
93.82 |
3.02 |
3.1% |
0.68 |
0.7% |
97% |
True |
False |
2,122 |
| 40 |
96.84 |
88.01 |
8.83 |
9.1% |
0.52 |
0.5% |
99% |
True |
False |
2,552 |
| 60 |
96.84 |
88.01 |
8.83 |
9.1% |
0.46 |
0.5% |
99% |
True |
False |
2,819 |
| 80 |
96.84 |
87.56 |
9.28 |
9.6% |
0.42 |
0.4% |
99% |
True |
False |
2,332 |
| 100 |
96.84 |
84.98 |
11.86 |
12.3% |
0.34 |
0.3% |
99% |
True |
False |
1,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.94 |
|
2.618 |
98.75 |
|
1.618 |
98.02 |
|
1.000 |
97.57 |
|
0.618 |
97.29 |
|
HIGH |
96.84 |
|
0.618 |
96.56 |
|
0.500 |
96.48 |
|
0.382 |
96.39 |
|
LOW |
96.11 |
|
0.618 |
95.66 |
|
1.000 |
95.38 |
|
1.618 |
94.93 |
|
2.618 |
94.20 |
|
4.250 |
93.01 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.66 |
96.58 |
| PP |
96.57 |
96.40 |
| S1 |
96.48 |
96.23 |
|