NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
97.10 |
97.12 |
0.02 |
0.0% |
94.79 |
High |
97.10 |
97.12 |
0.02 |
0.0% |
97.04 |
Low |
96.78 |
96.52 |
-0.26 |
-0.3% |
94.77 |
Close |
96.78 |
96.52 |
-0.26 |
-0.3% |
97.03 |
Range |
0.32 |
0.60 |
0.28 |
87.5% |
2.27 |
ATR |
0.73 |
0.72 |
-0.01 |
-1.2% |
0.00 |
Volume |
1,990 |
699 |
-1,291 |
-64.9% |
10,245 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.52 |
98.12 |
96.85 |
|
R3 |
97.92 |
97.52 |
96.69 |
|
R2 |
97.32 |
97.32 |
96.63 |
|
R1 |
96.92 |
96.92 |
96.58 |
96.82 |
PP |
96.72 |
96.72 |
96.72 |
96.67 |
S1 |
96.32 |
96.32 |
96.47 |
96.22 |
S2 |
96.12 |
96.12 |
96.41 |
|
S3 |
95.52 |
95.72 |
96.36 |
|
S4 |
94.92 |
95.12 |
96.19 |
|
|
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 |
97.12 |
95.71 |
1.41 |
1.5% |
0.51 |
0.5% |
57% |
True |
False |
1,525 |
10 |
97.12 |
93.93 |
3.19 |
3.3% |
0.57 |
0.6% |
81% |
True |
False |
1,763 |
20 |
97.12 |
93.82 |
3.30 |
3.4% |
0.64 |
0.7% |
82% |
True |
False |
1,866 |
40 |
97.12 |
89.40 |
7.72 |
8.0% |
0.52 |
0.5% |
92% |
True |
False |
2,480 |
60 |
97.12 |
88.01 |
9.11 |
9.4% |
0.47 |
0.5% |
93% |
True |
False |
2,859 |
80 |
97.12 |
87.56 |
9.56 |
9.9% |
0.44 |
0.5% |
94% |
True |
False |
2,364 |
100 |
97.12 |
84.98 |
12.14 |
12.6% |
0.35 |
0.4% |
95% |
True |
False |
2,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.67 |
2.618 |
98.69 |
1.618 |
98.09 |
1.000 |
97.72 |
0.618 |
97.49 |
HIGH |
97.12 |
0.618 |
96.89 |
0.500 |
96.82 |
0.382 |
96.75 |
LOW |
96.52 |
0.618 |
96.15 |
1.000 |
95.92 |
1.618 |
95.55 |
2.618 |
94.95 |
4.250 |
93.97 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
96.82 |
96.82 |
PP |
96.72 |
96.72 |
S1 |
96.62 |
96.62 |
|