NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
96.90 |
97.10 |
0.20 |
0.2% |
94.79 |
| High |
97.04 |
97.10 |
0.06 |
0.1% |
97.04 |
| Low |
96.77 |
96.78 |
0.01 |
0.0% |
94.77 |
| Close |
97.03 |
96.78 |
-0.25 |
-0.3% |
97.03 |
| Range |
0.27 |
0.32 |
0.05 |
18.5% |
2.27 |
| ATR |
0.76 |
0.73 |
-0.03 |
-4.1% |
0.00 |
| Volume |
1,632 |
1,990 |
358 |
21.9% |
10,245 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.85 |
97.63 |
96.96 |
|
| R3 |
97.53 |
97.31 |
96.87 |
|
| R2 |
97.21 |
97.21 |
96.84 |
|
| R1 |
96.99 |
96.99 |
96.81 |
96.94 |
| PP |
96.89 |
96.89 |
96.89 |
96.86 |
| S1 |
96.67 |
96.67 |
96.75 |
96.62 |
| S2 |
96.57 |
96.57 |
96.72 |
|
| S3 |
96.25 |
96.35 |
96.69 |
|
| S4 |
95.93 |
96.03 |
96.60 |
|
|
| 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 |
97.10 |
95.61 |
1.49 |
1.5% |
0.50 |
0.5% |
79% |
True |
False |
1,994 |
| 10 |
97.10 |
93.93 |
3.17 |
3.3% |
0.57 |
0.6% |
90% |
True |
False |
1,888 |
| 20 |
97.10 |
93.82 |
3.28 |
3.4% |
0.64 |
0.7% |
90% |
True |
False |
1,987 |
| 40 |
97.10 |
88.01 |
9.09 |
9.4% |
0.54 |
0.6% |
96% |
True |
False |
2,526 |
| 60 |
97.10 |
88.01 |
9.09 |
9.4% |
0.47 |
0.5% |
96% |
True |
False |
2,858 |
| 80 |
97.10 |
87.56 |
9.54 |
9.9% |
0.43 |
0.4% |
97% |
True |
False |
2,360 |
| 100 |
97.10 |
84.98 |
12.12 |
12.5% |
0.34 |
0.4% |
97% |
True |
False |
2,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.46 |
|
2.618 |
97.94 |
|
1.618 |
97.62 |
|
1.000 |
97.42 |
|
0.618 |
97.30 |
|
HIGH |
97.10 |
|
0.618 |
96.98 |
|
0.500 |
96.94 |
|
0.382 |
96.90 |
|
LOW |
96.78 |
|
0.618 |
96.58 |
|
1.000 |
96.46 |
|
1.618 |
96.26 |
|
2.618 |
95.94 |
|
4.250 |
95.42 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.94 |
96.72 |
| PP |
96.89 |
96.66 |
| S1 |
96.83 |
96.61 |
|