NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
104.61 |
104.52 |
-0.09 |
-0.1% |
108.07 |
| High |
105.37 |
104.54 |
-0.83 |
-0.8% |
108.60 |
| Low |
103.87 |
102.67 |
-1.20 |
-1.2% |
103.90 |
| Close |
104.55 |
103.08 |
-1.47 |
-1.4% |
104.70 |
| Range |
1.50 |
1.87 |
0.37 |
24.7% |
4.70 |
| ATR |
2.03 |
2.02 |
-0.01 |
-0.5% |
0.00 |
| Volume |
206,326 |
235,605 |
29,279 |
14.2% |
1,283,203 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.04 |
107.93 |
104.11 |
|
| R3 |
107.17 |
106.06 |
103.59 |
|
| R2 |
105.30 |
105.30 |
103.42 |
|
| R1 |
104.19 |
104.19 |
103.25 |
103.81 |
| PP |
103.43 |
103.43 |
103.43 |
103.24 |
| S1 |
102.32 |
102.32 |
102.91 |
101.94 |
| S2 |
101.56 |
101.56 |
102.74 |
|
| S3 |
99.69 |
100.45 |
102.57 |
|
| S4 |
97.82 |
98.58 |
102.05 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.83 |
116.97 |
107.29 |
|
| R3 |
115.13 |
112.27 |
105.99 |
|
| R2 |
110.43 |
110.43 |
105.56 |
|
| R1 |
107.57 |
107.57 |
105.13 |
106.65 |
| PP |
105.73 |
105.73 |
105.73 |
105.28 |
| S1 |
102.87 |
102.87 |
104.27 |
101.95 |
| S2 |
101.03 |
101.03 |
103.84 |
|
| S3 |
96.33 |
98.17 |
103.41 |
|
| S4 |
91.63 |
93.47 |
102.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.52 |
102.67 |
4.85 |
4.7% |
1.92 |
1.9% |
8% |
False |
True |
239,925 |
| 10 |
108.93 |
102.67 |
6.26 |
6.1% |
1.97 |
1.9% |
7% |
False |
True |
240,782 |
| 20 |
108.93 |
97.66 |
11.27 |
10.9% |
2.09 |
2.0% |
48% |
False |
False |
189,631 |
| 40 |
108.93 |
92.60 |
16.33 |
15.8% |
1.99 |
1.9% |
64% |
False |
False |
137,549 |
| 60 |
108.93 |
91.68 |
17.25 |
16.7% |
1.95 |
1.9% |
66% |
False |
False |
107,230 |
| 80 |
108.93 |
86.26 |
22.67 |
22.0% |
2.00 |
1.9% |
74% |
False |
False |
88,502 |
| 100 |
108.93 |
86.26 |
22.67 |
22.0% |
1.88 |
1.8% |
74% |
False |
False |
74,910 |
| 120 |
108.93 |
86.26 |
22.67 |
22.0% |
1.78 |
1.7% |
74% |
False |
False |
65,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.49 |
|
2.618 |
109.44 |
|
1.618 |
107.57 |
|
1.000 |
106.41 |
|
0.618 |
105.70 |
|
HIGH |
104.54 |
|
0.618 |
103.83 |
|
0.500 |
103.61 |
|
0.382 |
103.38 |
|
LOW |
102.67 |
|
0.618 |
101.51 |
|
1.000 |
100.80 |
|
1.618 |
99.64 |
|
2.618 |
97.77 |
|
4.250 |
94.72 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.61 |
104.15 |
| PP |
103.43 |
103.79 |
| S1 |
103.26 |
103.44 |
|