NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
96.24 |
95.55 |
-0.69 |
-0.7% |
94.79 |
| High |
96.43 |
96.20 |
-0.23 |
-0.2% |
97.04 |
| Low |
95.88 |
95.55 |
-0.33 |
-0.3% |
94.77 |
| Close |
95.88 |
96.20 |
0.32 |
0.3% |
97.03 |
| Range |
0.55 |
0.65 |
0.10 |
18.2% |
2.27 |
| ATR |
0.71 |
0.71 |
0.00 |
-0.6% |
0.00 |
| Volume |
2,204 |
1,964 |
-240 |
-10.9% |
10,245 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.93 |
97.72 |
96.56 |
|
| R3 |
97.28 |
97.07 |
96.38 |
|
| R2 |
96.63 |
96.63 |
96.32 |
|
| R1 |
96.42 |
96.42 |
96.26 |
96.53 |
| PP |
95.98 |
95.98 |
95.98 |
96.04 |
| S1 |
95.77 |
95.77 |
96.14 |
95.88 |
| S2 |
95.33 |
95.33 |
96.08 |
|
| S3 |
94.68 |
95.12 |
96.02 |
|
| S4 |
94.03 |
94.47 |
95.84 |
|
|
| 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 |
95.55 |
1.57 |
1.6% |
0.48 |
0.5% |
41% |
False |
True |
1,697 |
| 10 |
97.12 |
94.16 |
2.96 |
3.1% |
0.62 |
0.6% |
69% |
False |
False |
1,889 |
| 20 |
97.12 |
93.82 |
3.30 |
3.4% |
0.61 |
0.6% |
72% |
False |
False |
1,793 |
| 40 |
97.12 |
90.26 |
6.86 |
7.1% |
0.54 |
0.6% |
87% |
False |
False |
2,485 |
| 60 |
97.12 |
88.01 |
9.11 |
9.5% |
0.49 |
0.5% |
90% |
False |
False |
2,903 |
| 80 |
97.12 |
87.56 |
9.56 |
9.9% |
0.45 |
0.5% |
90% |
False |
False |
2,404 |
| 100 |
97.12 |
84.98 |
12.14 |
12.6% |
0.36 |
0.4% |
92% |
False |
False |
2,040 |
| 120 |
97.12 |
84.98 |
12.14 |
12.6% |
0.31 |
0.3% |
92% |
False |
False |
1,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.96 |
|
2.618 |
97.90 |
|
1.618 |
97.25 |
|
1.000 |
96.85 |
|
0.618 |
96.60 |
|
HIGH |
96.20 |
|
0.618 |
95.95 |
|
0.500 |
95.88 |
|
0.382 |
95.80 |
|
LOW |
95.55 |
|
0.618 |
95.15 |
|
1.000 |
94.90 |
|
1.618 |
94.50 |
|
2.618 |
93.85 |
|
4.250 |
92.79 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.09 |
96.34 |
| PP |
95.98 |
96.29 |
| S1 |
95.88 |
96.25 |
|