NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
95.03 |
94.86 |
-0.17 |
-0.2% |
94.58 |
| High |
95.98 |
95.22 |
-0.76 |
-0.8% |
95.99 |
| Low |
95.03 |
94.60 |
-0.43 |
-0.5% |
93.82 |
| Close |
95.98 |
95.10 |
-0.88 |
-0.9% |
95.84 |
| Range |
0.95 |
0.62 |
-0.33 |
-34.7% |
2.17 |
| ATR |
0.77 |
0.82 |
0.04 |
5.6% |
0.00 |
| Volume |
2,143 |
1,944 |
-199 |
-9.3% |
8,273 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.83 |
96.59 |
95.44 |
|
| R3 |
96.21 |
95.97 |
95.27 |
|
| R2 |
95.59 |
95.59 |
95.21 |
|
| R1 |
95.35 |
95.35 |
95.16 |
95.47 |
| PP |
94.97 |
94.97 |
94.97 |
95.04 |
| S1 |
94.73 |
94.73 |
95.04 |
94.85 |
| S2 |
94.35 |
94.35 |
94.99 |
|
| S3 |
93.73 |
94.11 |
94.93 |
|
| S4 |
93.11 |
93.49 |
94.76 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.73 |
100.95 |
97.03 |
|
| R3 |
99.56 |
98.78 |
96.44 |
|
| R2 |
97.39 |
97.39 |
96.24 |
|
| R1 |
96.61 |
96.61 |
96.04 |
97.00 |
| PP |
95.22 |
95.22 |
95.22 |
95.41 |
| S1 |
94.44 |
94.44 |
95.64 |
94.83 |
| S2 |
93.05 |
93.05 |
95.44 |
|
| S3 |
90.88 |
92.27 |
95.24 |
|
| S4 |
88.71 |
90.10 |
94.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.99 |
93.82 |
2.17 |
2.3% |
0.74 |
0.8% |
59% |
False |
False |
2,063 |
| 10 |
95.99 |
93.82 |
2.17 |
2.3% |
0.71 |
0.7% |
59% |
False |
False |
1,969 |
| 20 |
95.99 |
93.67 |
2.32 |
2.4% |
0.58 |
0.6% |
62% |
False |
False |
2,829 |
| 40 |
95.99 |
88.01 |
7.98 |
8.4% |
0.45 |
0.5% |
89% |
False |
False |
2,710 |
| 60 |
95.99 |
88.01 |
7.98 |
8.4% |
0.46 |
0.5% |
89% |
False |
False |
2,716 |
| 80 |
95.99 |
84.98 |
11.01 |
11.6% |
0.37 |
0.4% |
92% |
False |
False |
2,241 |
| 100 |
95.99 |
84.98 |
11.01 |
11.6% |
0.29 |
0.3% |
92% |
False |
False |
1,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.86 |
|
2.618 |
96.84 |
|
1.618 |
96.22 |
|
1.000 |
95.84 |
|
0.618 |
95.60 |
|
HIGH |
95.22 |
|
0.618 |
94.98 |
|
0.500 |
94.91 |
|
0.382 |
94.84 |
|
LOW |
94.60 |
|
0.618 |
94.22 |
|
1.000 |
93.98 |
|
1.618 |
93.60 |
|
2.618 |
92.98 |
|
4.250 |
91.97 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.04 |
95.29 |
| PP |
94.97 |
95.23 |
| S1 |
94.91 |
95.16 |
|