NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
104.52 |
103.15 |
-1.37 |
-1.3% |
108.07 |
| High |
104.54 |
105.43 |
0.89 |
0.9% |
108.60 |
| Low |
102.67 |
102.93 |
0.26 |
0.3% |
103.90 |
| Close |
103.08 |
105.03 |
1.95 |
1.9% |
104.70 |
| Range |
1.87 |
2.50 |
0.63 |
33.7% |
4.70 |
| ATR |
2.02 |
2.05 |
0.03 |
1.7% |
0.00 |
| Volume |
235,605 |
299,127 |
63,522 |
27.0% |
1,283,203 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.96 |
111.00 |
106.41 |
|
| R3 |
109.46 |
108.50 |
105.72 |
|
| R2 |
106.96 |
106.96 |
105.49 |
|
| R1 |
106.00 |
106.00 |
105.26 |
106.48 |
| PP |
104.46 |
104.46 |
104.46 |
104.71 |
| S1 |
103.50 |
103.50 |
104.80 |
103.98 |
| S2 |
101.96 |
101.96 |
104.57 |
|
| S3 |
99.46 |
101.00 |
104.34 |
|
| S4 |
96.96 |
98.50 |
103.66 |
|
|
| 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 |
105.87 |
102.67 |
3.20 |
3.0% |
1.88 |
1.8% |
74% |
False |
False |
244,098 |
| 10 |
108.93 |
102.67 |
6.26 |
6.0% |
2.06 |
2.0% |
38% |
False |
False |
254,756 |
| 20 |
108.93 |
99.43 |
9.50 |
9.0% |
2.12 |
2.0% |
59% |
False |
False |
198,200 |
| 40 |
108.93 |
92.60 |
16.33 |
15.5% |
2.00 |
1.9% |
76% |
False |
False |
143,409 |
| 60 |
108.93 |
91.68 |
17.25 |
16.4% |
1.96 |
1.9% |
77% |
False |
False |
111,531 |
| 80 |
108.93 |
86.26 |
22.67 |
21.6% |
2.02 |
1.9% |
83% |
False |
False |
91,799 |
| 100 |
108.93 |
86.26 |
22.67 |
21.6% |
1.90 |
1.8% |
83% |
False |
False |
77,616 |
| 120 |
108.93 |
86.26 |
22.67 |
21.6% |
1.79 |
1.7% |
83% |
False |
False |
67,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.06 |
|
2.618 |
111.98 |
|
1.618 |
109.48 |
|
1.000 |
107.93 |
|
0.618 |
106.98 |
|
HIGH |
105.43 |
|
0.618 |
104.48 |
|
0.500 |
104.18 |
|
0.382 |
103.89 |
|
LOW |
102.93 |
|
0.618 |
101.39 |
|
1.000 |
100.43 |
|
1.618 |
98.89 |
|
2.618 |
96.39 |
|
4.250 |
92.31 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.75 |
104.70 |
| PP |
104.46 |
104.38 |
| S1 |
104.18 |
104.05 |
|