NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
105.26 |
107.80 |
2.54 |
2.4% |
104.61 |
| High |
108.06 |
108.82 |
0.76 |
0.7% |
108.82 |
| Low |
105.10 |
106.45 |
1.35 |
1.3% |
102.67 |
| Close |
107.89 |
106.94 |
-0.95 |
-0.9% |
106.94 |
| Range |
2.96 |
2.37 |
-0.59 |
-19.9% |
6.15 |
| ATR |
2.12 |
2.14 |
0.02 |
0.8% |
0.00 |
| Volume |
267,594 |
249,314 |
-18,280 |
-6.8% |
1,257,966 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.51 |
113.10 |
108.24 |
|
| R3 |
112.14 |
110.73 |
107.59 |
|
| R2 |
109.77 |
109.77 |
107.37 |
|
| R1 |
108.36 |
108.36 |
107.16 |
107.88 |
| PP |
107.40 |
107.40 |
107.40 |
107.17 |
| S1 |
105.99 |
105.99 |
106.72 |
105.51 |
| S2 |
105.03 |
105.03 |
106.51 |
|
| S3 |
102.66 |
103.62 |
106.29 |
|
| S4 |
100.29 |
101.25 |
105.64 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.59 |
121.92 |
110.32 |
|
| R3 |
118.44 |
115.77 |
108.63 |
|
| R2 |
112.29 |
112.29 |
108.07 |
|
| R1 |
109.62 |
109.62 |
107.50 |
110.96 |
| PP |
106.14 |
106.14 |
106.14 |
106.81 |
| S1 |
103.47 |
103.47 |
106.38 |
104.81 |
| S2 |
99.99 |
99.99 |
105.81 |
|
| S3 |
93.84 |
97.32 |
105.25 |
|
| S4 |
87.69 |
91.17 |
103.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.82 |
102.67 |
6.15 |
5.8% |
2.24 |
2.1% |
69% |
True |
False |
251,593 |
| 10 |
108.82 |
102.67 |
6.15 |
5.8% |
2.17 |
2.0% |
69% |
True |
False |
254,116 |
| 20 |
108.93 |
102.00 |
6.93 |
6.5% |
2.11 |
2.0% |
71% |
False |
False |
205,422 |
| 40 |
108.93 |
92.60 |
16.33 |
15.3% |
2.07 |
1.9% |
88% |
False |
False |
153,041 |
| 60 |
108.93 |
91.68 |
17.25 |
16.1% |
2.01 |
1.9% |
88% |
False |
False |
118,889 |
| 80 |
108.93 |
86.26 |
22.67 |
21.2% |
2.05 |
1.9% |
91% |
False |
False |
97,732 |
| 100 |
108.93 |
86.26 |
22.67 |
21.2% |
1.92 |
1.8% |
91% |
False |
False |
82,508 |
| 120 |
108.93 |
86.26 |
22.67 |
21.2% |
1.82 |
1.7% |
91% |
False |
False |
71,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.89 |
|
2.618 |
115.02 |
|
1.618 |
112.65 |
|
1.000 |
111.19 |
|
0.618 |
110.28 |
|
HIGH |
108.82 |
|
0.618 |
107.91 |
|
0.500 |
107.64 |
|
0.382 |
107.36 |
|
LOW |
106.45 |
|
0.618 |
104.99 |
|
1.000 |
104.08 |
|
1.618 |
102.62 |
|
2.618 |
100.25 |
|
4.250 |
96.38 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.64 |
106.59 |
| PP |
107.40 |
106.23 |
| S1 |
107.17 |
105.88 |
|