NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
96.12 |
96.53 |
0.41 |
0.4% |
97.10 |
High |
96.74 |
96.59 |
-0.15 |
-0.2% |
97.12 |
Low |
95.82 |
96.49 |
0.67 |
0.7% |
95.55 |
Close |
96.71 |
96.49 |
-0.22 |
-0.2% |
96.71 |
Range |
0.92 |
0.10 |
-0.82 |
-89.1% |
1.57 |
ATR |
0.72 |
0.69 |
-0.04 |
-5.0% |
0.00 |
Volume |
1,312 |
1,518 |
206 |
15.7% |
8,169 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.82 |
96.76 |
96.55 |
|
R3 |
96.72 |
96.66 |
96.52 |
|
R2 |
96.62 |
96.62 |
96.51 |
|
R1 |
96.56 |
96.56 |
96.50 |
96.54 |
PP |
96.52 |
96.52 |
96.52 |
96.52 |
S1 |
96.46 |
96.46 |
96.48 |
96.44 |
S2 |
96.42 |
96.42 |
96.47 |
|
S3 |
96.32 |
96.36 |
96.46 |
|
S4 |
96.22 |
96.26 |
96.44 |
|
|
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% |
0.56 |
0.6% |
60% |
False |
False |
1,539 |
10 |
97.12 |
95.55 |
1.57 |
1.6% |
0.53 |
0.6% |
60% |
False |
False |
1,767 |
20 |
97.12 |
93.82 |
3.30 |
3.4% |
0.60 |
0.6% |
81% |
False |
False |
1,795 |
40 |
97.12 |
90.41 |
6.71 |
7.0% |
0.54 |
0.6% |
91% |
False |
False |
2,432 |
60 |
97.12 |
88.01 |
9.11 |
9.4% |
0.46 |
0.5% |
93% |
False |
False |
2,915 |
80 |
97.12 |
88.01 |
9.11 |
9.4% |
0.46 |
0.5% |
93% |
False |
False |
2,414 |
100 |
97.12 |
84.98 |
12.14 |
12.6% |
0.37 |
0.4% |
95% |
False |
False |
2,062 |
120 |
97.12 |
84.98 |
12.14 |
12.6% |
0.32 |
0.3% |
95% |
False |
False |
1,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.02 |
2.618 |
96.85 |
1.618 |
96.75 |
1.000 |
96.69 |
0.618 |
96.65 |
HIGH |
96.59 |
0.618 |
96.55 |
0.500 |
96.54 |
0.382 |
96.53 |
LOW |
96.49 |
0.618 |
96.43 |
1.000 |
96.39 |
1.618 |
96.33 |
2.618 |
96.23 |
4.250 |
96.07 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
96.54 |
96.38 |
PP |
96.52 |
96.26 |
S1 |
96.51 |
96.15 |
|