NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
103.15 |
105.26 |
2.11 |
2.0% |
108.07 |
| High |
105.43 |
108.06 |
2.63 |
2.5% |
108.60 |
| Low |
102.93 |
105.10 |
2.17 |
2.1% |
103.90 |
| Close |
105.03 |
107.89 |
2.86 |
2.7% |
104.70 |
| Range |
2.50 |
2.96 |
0.46 |
18.4% |
4.70 |
| ATR |
2.05 |
2.12 |
0.07 |
3.4% |
0.00 |
| Volume |
299,127 |
267,594 |
-31,533 |
-10.5% |
1,283,203 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.90 |
114.85 |
109.52 |
|
| R3 |
112.94 |
111.89 |
108.70 |
|
| R2 |
109.98 |
109.98 |
108.43 |
|
| R1 |
108.93 |
108.93 |
108.16 |
109.46 |
| PP |
107.02 |
107.02 |
107.02 |
107.28 |
| S1 |
105.97 |
105.97 |
107.62 |
106.50 |
| S2 |
104.06 |
104.06 |
107.35 |
|
| S3 |
101.10 |
103.01 |
107.08 |
|
| S4 |
98.14 |
100.05 |
106.26 |
|
|
| 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 |
108.06 |
102.67 |
5.39 |
5.0% |
2.11 |
2.0% |
97% |
True |
False |
243,501 |
| 10 |
108.93 |
102.67 |
6.26 |
5.8% |
2.13 |
2.0% |
83% |
False |
False |
260,885 |
| 20 |
108.93 |
100.54 |
8.39 |
7.8% |
2.14 |
2.0% |
88% |
False |
False |
201,552 |
| 40 |
108.93 |
92.60 |
16.33 |
15.1% |
2.05 |
1.9% |
94% |
False |
False |
148,568 |
| 60 |
108.93 |
91.68 |
17.25 |
16.0% |
1.99 |
1.8% |
94% |
False |
False |
115,303 |
| 80 |
108.93 |
86.26 |
22.67 |
21.0% |
2.04 |
1.9% |
95% |
False |
False |
94,908 |
| 100 |
108.93 |
86.26 |
22.67 |
21.0% |
1.92 |
1.8% |
95% |
False |
False |
80,136 |
| 120 |
108.93 |
86.26 |
22.67 |
21.0% |
1.81 |
1.7% |
95% |
False |
False |
69,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.64 |
|
2.618 |
115.81 |
|
1.618 |
112.85 |
|
1.000 |
111.02 |
|
0.618 |
109.89 |
|
HIGH |
108.06 |
|
0.618 |
106.93 |
|
0.500 |
106.58 |
|
0.382 |
106.23 |
|
LOW |
105.10 |
|
0.618 |
103.27 |
|
1.000 |
102.14 |
|
1.618 |
100.31 |
|
2.618 |
97.35 |
|
4.250 |
92.52 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.45 |
107.05 |
| PP |
107.02 |
106.21 |
| S1 |
106.58 |
105.37 |
|