NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
98.50 |
97.93 |
-0.57 |
-0.6% |
97.10 |
High |
99.49 |
98.01 |
-1.48 |
-1.5% |
97.12 |
Low |
98.22 |
97.16 |
-1.06 |
-1.1% |
95.55 |
Close |
98.38 |
97.16 |
-1.22 |
-1.2% |
96.71 |
Range |
1.27 |
0.85 |
-0.42 |
-33.1% |
1.57 |
ATR |
0.81 |
0.84 |
0.03 |
3.6% |
0.00 |
Volume |
4,039 |
2,826 |
-1,213 |
-30.0% |
8,169 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.99 |
99.43 |
97.63 |
|
R3 |
99.14 |
98.58 |
97.39 |
|
R2 |
98.29 |
98.29 |
97.32 |
|
R1 |
97.73 |
97.73 |
97.24 |
97.59 |
PP |
97.44 |
97.44 |
97.44 |
97.37 |
S1 |
96.88 |
96.88 |
97.08 |
96.74 |
S2 |
96.59 |
96.59 |
97.00 |
|
S3 |
95.74 |
96.03 |
96.93 |
|
S4 |
94.89 |
95.18 |
96.69 |
|
|
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 |
99.49 |
95.82 |
3.67 |
3.8% |
0.91 |
0.9% |
37% |
False |
False |
2,100 |
10 |
99.49 |
95.55 |
3.94 |
4.1% |
0.70 |
0.7% |
41% |
False |
False |
1,899 |
20 |
99.49 |
93.93 |
5.56 |
5.7% |
0.67 |
0.7% |
58% |
False |
False |
1,991 |
40 |
99.49 |
92.95 |
6.54 |
6.7% |
0.60 |
0.6% |
64% |
False |
False |
2,407 |
60 |
99.49 |
88.01 |
11.48 |
11.8% |
0.50 |
0.5% |
80% |
False |
False |
2,773 |
80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.51 |
0.5% |
80% |
False |
False |
2,482 |
100 |
99.49 |
84.98 |
14.51 |
14.9% |
0.41 |
0.4% |
84% |
False |
False |
2,127 |
120 |
99.49 |
84.98 |
14.51 |
14.9% |
0.35 |
0.4% |
84% |
False |
False |
1,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.62 |
2.618 |
100.24 |
1.618 |
99.39 |
1.000 |
98.86 |
0.618 |
98.54 |
HIGH |
98.01 |
0.618 |
97.69 |
0.500 |
97.59 |
0.382 |
97.48 |
LOW |
97.16 |
0.618 |
96.63 |
1.000 |
96.31 |
1.618 |
95.78 |
2.618 |
94.93 |
4.250 |
93.55 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
97.59 |
98.19 |
PP |
97.44 |
97.84 |
S1 |
97.30 |
97.50 |
|