NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
97.12 |
96.24 |
-0.88 |
-0.9% |
94.79 |
High |
97.12 |
96.43 |
-0.69 |
-0.7% |
97.04 |
Low |
96.52 |
95.88 |
-0.64 |
-0.7% |
94.77 |
Close |
96.52 |
95.88 |
-0.64 |
-0.7% |
97.03 |
Range |
0.60 |
0.55 |
-0.05 |
-8.3% |
2.27 |
ATR |
0.72 |
0.71 |
-0.01 |
-0.8% |
0.00 |
Volume |
699 |
2,204 |
1,505 |
215.3% |
10,245 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.71 |
97.35 |
96.18 |
|
R3 |
97.16 |
96.80 |
96.03 |
|
R2 |
96.61 |
96.61 |
95.98 |
|
R1 |
96.25 |
96.25 |
95.93 |
96.16 |
PP |
96.06 |
96.06 |
96.06 |
96.02 |
S1 |
95.70 |
95.70 |
95.83 |
95.61 |
S2 |
95.51 |
95.51 |
95.78 |
|
S3 |
94.96 |
95.15 |
95.73 |
|
S4 |
94.41 |
94.60 |
95.58 |
|
|
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 |
95.88 |
1.24 |
1.3% |
0.49 |
0.5% |
0% |
False |
True |
1,559 |
10 |
97.12 |
93.93 |
3.19 |
3.3% |
0.57 |
0.6% |
61% |
False |
False |
1,817 |
20 |
97.12 |
93.82 |
3.30 |
3.4% |
0.63 |
0.7% |
62% |
False |
False |
1,812 |
40 |
97.12 |
89.60 |
7.52 |
7.8% |
0.53 |
0.6% |
84% |
False |
False |
2,467 |
60 |
97.12 |
88.01 |
9.11 |
9.5% |
0.48 |
0.5% |
86% |
False |
False |
2,887 |
80 |
97.12 |
87.56 |
9.56 |
10.0% |
0.44 |
0.5% |
87% |
False |
False |
2,387 |
100 |
97.12 |
84.98 |
12.14 |
12.7% |
0.35 |
0.4% |
90% |
False |
False |
2,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.77 |
2.618 |
97.87 |
1.618 |
97.32 |
1.000 |
96.98 |
0.618 |
96.77 |
HIGH |
96.43 |
0.618 |
96.22 |
0.500 |
96.16 |
0.382 |
96.09 |
LOW |
95.88 |
0.618 |
95.54 |
1.000 |
95.33 |
1.618 |
94.99 |
2.618 |
94.44 |
4.250 |
93.54 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
96.16 |
96.50 |
PP |
96.06 |
96.29 |
S1 |
95.97 |
96.09 |
|