NYMEX Light Sweet Crude Oil Future June 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 |
95.82 |
95.35 |
-0.47 |
-0.5% |
95.37 |
| High |
95.82 |
95.65 |
-0.17 |
-0.2% |
97.31 |
| Low |
95.02 |
93.99 |
-1.03 |
-1.1% |
94.46 |
| Close |
95.46 |
94.83 |
-0.63 |
-0.7% |
96.64 |
| Range |
0.80 |
1.66 |
0.86 |
107.5% |
2.85 |
| ATR |
1.18 |
1.21 |
0.03 |
2.9% |
0.00 |
| Volume |
11,635 |
15,447 |
3,812 |
32.8% |
77,444 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.80 |
98.98 |
95.74 |
|
| R3 |
98.14 |
97.32 |
95.29 |
|
| R2 |
96.48 |
96.48 |
95.13 |
|
| R1 |
95.66 |
95.66 |
94.98 |
95.24 |
| PP |
94.82 |
94.82 |
94.82 |
94.62 |
| S1 |
94.00 |
94.00 |
94.68 |
93.58 |
| S2 |
93.16 |
93.16 |
94.53 |
|
| S3 |
91.50 |
92.34 |
94.37 |
|
| S4 |
89.84 |
90.68 |
93.92 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.69 |
103.51 |
98.21 |
|
| R3 |
101.84 |
100.66 |
97.42 |
|
| R2 |
98.99 |
98.99 |
97.16 |
|
| R1 |
97.81 |
97.81 |
96.90 |
98.40 |
| PP |
96.14 |
96.14 |
96.14 |
96.43 |
| S1 |
94.96 |
94.96 |
96.38 |
95.55 |
| S2 |
93.29 |
93.29 |
96.12 |
|
| S3 |
90.44 |
92.11 |
95.86 |
|
| S4 |
87.59 |
89.26 |
95.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.31 |
93.99 |
3.32 |
3.5% |
1.32 |
1.4% |
25% |
False |
True |
15,348 |
| 10 |
97.31 |
93.99 |
3.32 |
3.5% |
1.15 |
1.2% |
25% |
False |
True |
14,441 |
| 20 |
97.31 |
93.99 |
3.32 |
3.5% |
1.11 |
1.2% |
25% |
False |
True |
19,626 |
| 40 |
97.31 |
88.11 |
9.20 |
9.7% |
1.20 |
1.3% |
73% |
False |
False |
21,024 |
| 60 |
97.31 |
88.11 |
9.20 |
9.7% |
1.25 |
1.3% |
73% |
False |
False |
19,455 |
| 80 |
97.31 |
84.84 |
12.47 |
13.1% |
1.32 |
1.4% |
80% |
False |
False |
17,263 |
| 100 |
97.31 |
84.84 |
12.47 |
13.1% |
1.27 |
1.3% |
80% |
False |
False |
15,598 |
| 120 |
97.31 |
84.84 |
12.47 |
13.1% |
1.21 |
1.3% |
80% |
False |
False |
14,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.71 |
|
2.618 |
100.00 |
|
1.618 |
98.34 |
|
1.000 |
97.31 |
|
0.618 |
96.68 |
|
HIGH |
95.65 |
|
0.618 |
95.02 |
|
0.500 |
94.82 |
|
0.382 |
94.62 |
|
LOW |
93.99 |
|
0.618 |
92.96 |
|
1.000 |
92.33 |
|
1.618 |
91.30 |
|
2.618 |
89.64 |
|
4.250 |
86.94 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.83 |
95.44 |
| PP |
94.82 |
95.24 |
| S1 |
94.82 |
95.03 |
|