NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
96.69 |
96.90 |
0.21 |
0.2% |
94.79 |
High |
96.84 |
97.04 |
0.20 |
0.2% |
97.04 |
Low |
96.11 |
96.77 |
0.66 |
0.7% |
94.77 |
Close |
96.75 |
97.03 |
0.28 |
0.3% |
97.03 |
Range |
0.73 |
0.27 |
-0.46 |
-63.0% |
2.27 |
ATR |
0.79 |
0.76 |
-0.04 |
-4.5% |
0.00 |
Volume |
1,271 |
1,632 |
361 |
28.4% |
10,245 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.76 |
97.66 |
97.18 |
|
R3 |
97.49 |
97.39 |
97.10 |
|
R2 |
97.22 |
97.22 |
97.08 |
|
R1 |
97.12 |
97.12 |
97.05 |
97.17 |
PP |
96.95 |
96.95 |
96.95 |
96.97 |
S1 |
96.85 |
96.85 |
97.01 |
96.90 |
S2 |
96.68 |
96.68 |
96.98 |
|
S3 |
96.41 |
96.58 |
96.96 |
|
S4 |
96.14 |
96.31 |
96.88 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.09 |
102.33 |
98.28 |
|
R3 |
100.82 |
100.06 |
97.65 |
|
R2 |
98.55 |
98.55 |
97.45 |
|
R1 |
97.79 |
97.79 |
97.24 |
98.17 |
PP |
96.28 |
96.28 |
96.28 |
96.47 |
S1 |
95.52 |
95.52 |
96.82 |
95.90 |
S2 |
94.01 |
94.01 |
96.61 |
|
S3 |
91.74 |
93.25 |
96.41 |
|
S4 |
89.47 |
90.98 |
95.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.04 |
94.77 |
2.27 |
2.3% |
0.62 |
0.6% |
100% |
True |
False |
2,049 |
10 |
97.04 |
93.93 |
3.11 |
3.2% |
0.63 |
0.7% |
100% |
True |
False |
1,903 |
20 |
97.04 |
93.82 |
3.22 |
3.3% |
0.64 |
0.7% |
100% |
True |
False |
2,030 |
40 |
97.04 |
88.01 |
9.03 |
9.3% |
0.53 |
0.5% |
100% |
True |
False |
2,545 |
60 |
97.04 |
88.01 |
9.03 |
9.3% |
0.46 |
0.5% |
100% |
True |
False |
2,836 |
80 |
97.04 |
87.56 |
9.48 |
9.8% |
0.42 |
0.4% |
100% |
True |
False |
2,341 |
100 |
97.04 |
84.98 |
12.06 |
12.4% |
0.34 |
0.4% |
100% |
True |
False |
1,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.19 |
2.618 |
97.75 |
1.618 |
97.48 |
1.000 |
97.31 |
0.618 |
97.21 |
HIGH |
97.04 |
0.618 |
96.94 |
0.500 |
96.91 |
0.382 |
96.87 |
LOW |
96.77 |
0.618 |
96.60 |
1.000 |
96.50 |
1.618 |
96.33 |
2.618 |
96.06 |
4.250 |
95.62 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
96.99 |
96.81 |
PP |
96.95 |
96.59 |
S1 |
96.91 |
96.38 |
|