NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
95.35 |
94.89 |
-0.46 |
-0.5% |
96.44 |
| High |
95.65 |
95.94 |
0.29 |
0.3% |
97.06 |
| Low |
93.99 |
94.64 |
0.65 |
0.7% |
93.99 |
| Close |
94.83 |
95.91 |
1.08 |
1.1% |
95.91 |
| Range |
1.66 |
1.30 |
-0.36 |
-21.7% |
3.07 |
| ATR |
1.21 |
1.22 |
0.01 |
0.5% |
0.00 |
| Volume |
15,447 |
14,857 |
-590 |
-3.8% |
64,400 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.40 |
98.95 |
96.63 |
|
| R3 |
98.10 |
97.65 |
96.27 |
|
| R2 |
96.80 |
96.80 |
96.15 |
|
| R1 |
96.35 |
96.35 |
96.03 |
96.58 |
| PP |
95.50 |
95.50 |
95.50 |
95.61 |
| S1 |
95.05 |
95.05 |
95.79 |
95.28 |
| S2 |
94.20 |
94.20 |
95.67 |
|
| S3 |
92.90 |
93.75 |
95.55 |
|
| S4 |
91.60 |
92.45 |
95.20 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.86 |
103.46 |
97.60 |
|
| R3 |
101.79 |
100.39 |
96.75 |
|
| R2 |
98.72 |
98.72 |
96.47 |
|
| R1 |
97.32 |
97.32 |
96.19 |
96.49 |
| PP |
95.65 |
95.65 |
95.65 |
95.24 |
| S1 |
94.25 |
94.25 |
95.63 |
93.42 |
| S2 |
92.58 |
92.58 |
95.35 |
|
| S3 |
89.51 |
91.18 |
95.07 |
|
| S4 |
86.44 |
88.11 |
94.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.06 |
93.99 |
3.07 |
3.2% |
1.35 |
1.4% |
63% |
False |
False |
12,880 |
| 10 |
97.31 |
93.99 |
3.32 |
3.5% |
1.21 |
1.3% |
58% |
False |
False |
14,184 |
| 20 |
97.31 |
93.99 |
3.32 |
3.5% |
1.13 |
1.2% |
58% |
False |
False |
18,523 |
| 40 |
97.31 |
88.11 |
9.20 |
9.6% |
1.19 |
1.2% |
85% |
False |
False |
21,080 |
| 60 |
97.31 |
88.11 |
9.20 |
9.6% |
1.24 |
1.3% |
85% |
False |
False |
19,468 |
| 80 |
97.31 |
84.84 |
12.47 |
13.0% |
1.31 |
1.4% |
89% |
False |
False |
17,332 |
| 100 |
97.31 |
84.84 |
12.47 |
13.0% |
1.27 |
1.3% |
89% |
False |
False |
15,676 |
| 120 |
97.31 |
84.84 |
12.47 |
13.0% |
1.22 |
1.3% |
89% |
False |
False |
14,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.47 |
|
2.618 |
99.34 |
|
1.618 |
98.04 |
|
1.000 |
97.24 |
|
0.618 |
96.74 |
|
HIGH |
95.94 |
|
0.618 |
95.44 |
|
0.500 |
95.29 |
|
0.382 |
95.14 |
|
LOW |
94.64 |
|
0.618 |
93.84 |
|
1.000 |
93.34 |
|
1.618 |
92.54 |
|
2.618 |
91.24 |
|
4.250 |
89.12 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.70 |
95.60 |
| PP |
95.50 |
95.28 |
| S1 |
95.29 |
94.97 |
|