NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
100.74 |
100.03 |
-0.71 |
-0.7% |
100.10 |
| High |
100.91 |
100.65 |
-0.26 |
-0.3% |
102.93 |
| Low |
99.94 |
98.55 |
-1.39 |
-1.4% |
98.79 |
| Close |
100.27 |
99.36 |
-0.91 |
-0.9% |
101.74 |
| Range |
0.97 |
2.10 |
1.13 |
116.5% |
4.14 |
| ATR |
1.43 |
1.48 |
0.05 |
3.3% |
0.00 |
| Volume |
15,278 |
21,199 |
5,921 |
38.8% |
84,094 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.82 |
104.69 |
100.52 |
|
| R3 |
103.72 |
102.59 |
99.94 |
|
| R2 |
101.62 |
101.62 |
99.75 |
|
| R1 |
100.49 |
100.49 |
99.55 |
100.01 |
| PP |
99.52 |
99.52 |
99.52 |
99.28 |
| S1 |
98.39 |
98.39 |
99.17 |
97.91 |
| S2 |
97.42 |
97.42 |
98.98 |
|
| S3 |
95.32 |
96.29 |
98.78 |
|
| S4 |
93.22 |
94.19 |
98.21 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.57 |
111.80 |
104.02 |
|
| R3 |
109.43 |
107.66 |
102.88 |
|
| R2 |
105.29 |
105.29 |
102.50 |
|
| R1 |
103.52 |
103.52 |
102.12 |
104.41 |
| PP |
101.15 |
101.15 |
101.15 |
101.60 |
| S1 |
99.38 |
99.38 |
101.36 |
100.27 |
| S2 |
97.01 |
97.01 |
100.98 |
|
| S3 |
92.87 |
95.24 |
100.60 |
|
| S4 |
88.73 |
91.10 |
99.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.93 |
98.55 |
4.38 |
4.4% |
1.63 |
1.6% |
18% |
False |
True |
17,784 |
| 10 |
102.93 |
98.55 |
4.38 |
4.4% |
1.48 |
1.5% |
18% |
False |
True |
16,907 |
| 20 |
102.93 |
98.55 |
4.38 |
4.4% |
1.42 |
1.4% |
18% |
False |
True |
17,522 |
| 40 |
102.93 |
90.40 |
12.53 |
12.6% |
1.44 |
1.4% |
72% |
False |
False |
17,039 |
| 60 |
102.93 |
90.35 |
12.58 |
12.7% |
1.43 |
1.4% |
72% |
False |
False |
13,339 |
| 80 |
102.93 |
85.58 |
17.35 |
17.5% |
1.46 |
1.5% |
79% |
False |
False |
11,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.58 |
|
2.618 |
106.15 |
|
1.618 |
104.05 |
|
1.000 |
102.75 |
|
0.618 |
101.95 |
|
HIGH |
100.65 |
|
0.618 |
99.85 |
|
0.500 |
99.60 |
|
0.382 |
99.35 |
|
LOW |
98.55 |
|
0.618 |
97.25 |
|
1.000 |
96.45 |
|
1.618 |
95.15 |
|
2.618 |
93.05 |
|
4.250 |
89.63 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.60 |
100.31 |
| PP |
99.52 |
99.99 |
| S1 |
99.44 |
99.68 |
|