NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
97.93 |
97.11 |
-0.82 |
-0.8% |
96.53 |
High |
98.01 |
97.33 |
-0.68 |
-0.7% |
99.49 |
Low |
97.16 |
96.95 |
-0.21 |
-0.2% |
96.49 |
Close |
97.16 |
96.95 |
-0.21 |
-0.2% |
96.95 |
Range |
0.85 |
0.38 |
-0.47 |
-55.3% |
3.00 |
ATR |
0.84 |
0.81 |
-0.03 |
-3.9% |
0.00 |
Volume |
2,826 |
2,897 |
71 |
2.5% |
12,088 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.22 |
97.96 |
97.16 |
|
R3 |
97.84 |
97.58 |
97.05 |
|
R2 |
97.46 |
97.46 |
97.02 |
|
R1 |
97.20 |
97.20 |
96.98 |
97.14 |
PP |
97.08 |
97.08 |
97.08 |
97.05 |
S1 |
96.82 |
96.82 |
96.92 |
96.76 |
S2 |
96.70 |
96.70 |
96.88 |
|
S3 |
96.32 |
96.44 |
96.85 |
|
S4 |
95.94 |
96.06 |
96.74 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.64 |
104.80 |
98.60 |
|
R3 |
103.64 |
101.80 |
97.78 |
|
R2 |
100.64 |
100.64 |
97.50 |
|
R1 |
98.80 |
98.80 |
97.23 |
99.72 |
PP |
97.64 |
97.64 |
97.64 |
98.11 |
S1 |
95.80 |
95.80 |
96.68 |
96.72 |
S2 |
94.64 |
94.64 |
96.40 |
|
S3 |
91.64 |
92.80 |
96.13 |
|
S4 |
88.64 |
89.80 |
95.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.49 |
96.49 |
3.00 |
3.1% |
0.80 |
0.8% |
15% |
False |
False |
2,417 |
10 |
99.49 |
95.55 |
3.94 |
4.1% |
0.71 |
0.7% |
36% |
False |
False |
2,025 |
20 |
99.49 |
93.93 |
5.56 |
5.7% |
0.67 |
0.7% |
54% |
False |
False |
1,964 |
40 |
99.49 |
92.95 |
6.54 |
6.7% |
0.61 |
0.6% |
61% |
False |
False |
2,410 |
60 |
99.49 |
88.01 |
11.48 |
11.8% |
0.50 |
0.5% |
78% |
False |
False |
2,674 |
80 |
99.49 |
88.01 |
11.48 |
11.8% |
0.51 |
0.5% |
78% |
False |
False |
2,509 |
100 |
99.49 |
84.98 |
14.51 |
15.0% |
0.41 |
0.4% |
82% |
False |
False |
2,148 |
120 |
99.49 |
84.98 |
14.51 |
15.0% |
0.35 |
0.4% |
82% |
False |
False |
1,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.95 |
2.618 |
98.32 |
1.618 |
97.94 |
1.000 |
97.71 |
0.618 |
97.56 |
HIGH |
97.33 |
0.618 |
97.18 |
0.500 |
97.14 |
0.382 |
97.10 |
LOW |
96.95 |
0.618 |
96.72 |
1.000 |
96.57 |
1.618 |
96.34 |
2.618 |
95.96 |
4.250 |
95.34 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
97.14 |
98.22 |
PP |
97.08 |
97.80 |
S1 |
97.01 |
97.37 |
|