NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
95.08 |
95.80 |
0.72 |
0.8% |
95.75 |
| High |
95.89 |
96.91 |
1.02 |
1.1% |
96.21 |
| Low |
94.46 |
95.57 |
1.11 |
1.2% |
94.50 |
| Close |
95.83 |
96.83 |
1.00 |
1.0% |
95.48 |
| Range |
1.43 |
1.34 |
-0.09 |
-6.3% |
1.71 |
| ATR |
1.14 |
1.15 |
0.01 |
1.3% |
0.00 |
| Volume |
15,916 |
13,063 |
-2,853 |
-17.9% |
107,052 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.46 |
99.98 |
97.57 |
|
| R3 |
99.12 |
98.64 |
97.20 |
|
| R2 |
97.78 |
97.78 |
97.08 |
|
| R1 |
97.30 |
97.30 |
96.95 |
97.54 |
| PP |
96.44 |
96.44 |
96.44 |
96.56 |
| S1 |
95.96 |
95.96 |
96.71 |
96.20 |
| S2 |
95.10 |
95.10 |
96.58 |
|
| S3 |
93.76 |
94.62 |
96.46 |
|
| S4 |
92.42 |
93.28 |
96.09 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.53 |
99.71 |
96.42 |
|
| R3 |
98.82 |
98.00 |
95.95 |
|
| R2 |
97.11 |
97.11 |
95.79 |
|
| R1 |
96.29 |
96.29 |
95.64 |
95.85 |
| PP |
95.40 |
95.40 |
95.40 |
95.17 |
| S1 |
94.58 |
94.58 |
95.32 |
94.14 |
| S2 |
93.69 |
93.69 |
95.17 |
|
| S3 |
91.98 |
92.87 |
95.01 |
|
| S4 |
90.27 |
91.16 |
94.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.91 |
94.46 |
2.45 |
2.5% |
0.98 |
1.0% |
97% |
True |
False |
13,534 |
| 10 |
96.91 |
94.46 |
2.45 |
2.5% |
1.13 |
1.2% |
97% |
True |
False |
18,672 |
| 20 |
96.91 |
92.50 |
4.41 |
4.6% |
1.00 |
1.0% |
98% |
True |
False |
23,411 |
| 40 |
96.91 |
88.11 |
8.80 |
9.1% |
1.18 |
1.2% |
99% |
True |
False |
21,976 |
| 60 |
96.91 |
88.11 |
8.80 |
9.1% |
1.25 |
1.3% |
99% |
True |
False |
19,110 |
| 80 |
96.91 |
84.84 |
12.07 |
12.5% |
1.32 |
1.4% |
99% |
True |
False |
16,862 |
| 100 |
96.91 |
84.84 |
12.07 |
12.5% |
1.25 |
1.3% |
99% |
True |
False |
15,313 |
| 120 |
96.91 |
84.84 |
12.07 |
12.5% |
1.19 |
1.2% |
99% |
True |
False |
13,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.61 |
|
2.618 |
100.42 |
|
1.618 |
99.08 |
|
1.000 |
98.25 |
|
0.618 |
97.74 |
|
HIGH |
96.91 |
|
0.618 |
96.40 |
|
0.500 |
96.24 |
|
0.382 |
96.08 |
|
LOW |
95.57 |
|
0.618 |
94.74 |
|
1.000 |
94.23 |
|
1.618 |
93.40 |
|
2.618 |
92.06 |
|
4.250 |
89.88 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.63 |
96.45 |
| PP |
96.44 |
96.07 |
| S1 |
96.24 |
95.69 |
|