NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
95.55 |
96.12 |
0.57 |
0.6% |
97.10 |
High |
96.20 |
96.74 |
0.54 |
0.6% |
97.12 |
Low |
95.55 |
95.82 |
0.27 |
0.3% |
95.55 |
Close |
96.20 |
96.71 |
0.51 |
0.5% |
96.71 |
Range |
0.65 |
0.92 |
0.27 |
41.5% |
1.57 |
ATR |
0.71 |
0.72 |
0.02 |
2.1% |
0.00 |
Volume |
1,964 |
1,312 |
-652 |
-33.2% |
8,169 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.18 |
98.87 |
97.22 |
|
R3 |
98.26 |
97.95 |
96.96 |
|
R2 |
97.34 |
97.34 |
96.88 |
|
R1 |
97.03 |
97.03 |
96.79 |
97.19 |
PP |
96.42 |
96.42 |
96.42 |
96.50 |
S1 |
96.11 |
96.11 |
96.63 |
96.27 |
S2 |
95.50 |
95.50 |
96.54 |
|
S3 |
94.58 |
95.19 |
96.46 |
|
S4 |
93.66 |
94.27 |
96.20 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.17 |
100.51 |
97.57 |
|
R3 |
99.60 |
98.94 |
97.14 |
|
R2 |
98.03 |
98.03 |
97.00 |
|
R1 |
97.37 |
97.37 |
96.85 |
96.92 |
PP |
96.46 |
96.46 |
96.46 |
96.23 |
S1 |
95.80 |
95.80 |
96.57 |
95.35 |
S2 |
94.89 |
94.89 |
96.42 |
|
S3 |
93.32 |
94.23 |
96.28 |
|
S4 |
91.75 |
92.66 |
95.85 |
|
|
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% |
0.61 |
0.6% |
74% |
False |
False |
1,633 |
10 |
97.12 |
94.77 |
2.35 |
2.4% |
0.61 |
0.6% |
83% |
False |
False |
1,841 |
20 |
97.12 |
93.82 |
3.30 |
3.4% |
0.63 |
0.7% |
88% |
False |
False |
1,773 |
40 |
97.12 |
90.26 |
6.86 |
7.1% |
0.56 |
0.6% |
94% |
False |
False |
2,463 |
60 |
97.12 |
88.01 |
9.11 |
9.4% |
0.49 |
0.5% |
95% |
False |
False |
2,912 |
80 |
97.12 |
88.01 |
9.11 |
9.4% |
0.46 |
0.5% |
95% |
False |
False |
2,411 |
100 |
97.12 |
84.98 |
12.14 |
12.6% |
0.37 |
0.4% |
97% |
False |
False |
2,050 |
120 |
97.12 |
84.98 |
12.14 |
12.6% |
0.32 |
0.3% |
97% |
False |
False |
1,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.65 |
2.618 |
99.15 |
1.618 |
98.23 |
1.000 |
97.66 |
0.618 |
97.31 |
HIGH |
96.74 |
0.618 |
96.39 |
0.500 |
96.28 |
0.382 |
96.17 |
LOW |
95.82 |
0.618 |
95.25 |
1.000 |
94.90 |
1.618 |
94.33 |
2.618 |
93.41 |
4.250 |
91.91 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
96.57 |
96.52 |
PP |
96.42 |
96.33 |
S1 |
96.28 |
96.15 |
|