NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
107.80 |
106.84 |
-0.96 |
-0.9% |
104.61 |
| High |
108.82 |
107.69 |
-1.13 |
-1.0% |
108.82 |
| Low |
106.45 |
105.70 |
-0.75 |
-0.7% |
102.67 |
| Close |
106.94 |
106.56 |
-0.38 |
-0.4% |
106.94 |
| Range |
2.37 |
1.99 |
-0.38 |
-16.0% |
6.15 |
| ATR |
2.14 |
2.13 |
-0.01 |
-0.5% |
0.00 |
| Volume |
249,314 |
204,860 |
-44,454 |
-17.8% |
1,257,966 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.62 |
111.58 |
107.65 |
|
| R3 |
110.63 |
109.59 |
107.11 |
|
| R2 |
108.64 |
108.64 |
106.92 |
|
| R1 |
107.60 |
107.60 |
106.74 |
107.13 |
| PP |
106.65 |
106.65 |
106.65 |
106.41 |
| S1 |
105.61 |
105.61 |
106.38 |
105.14 |
| S2 |
104.66 |
104.66 |
106.20 |
|
| S3 |
102.67 |
103.62 |
106.01 |
|
| S4 |
100.68 |
101.63 |
105.47 |
|
|
| 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% |
2.34 |
2.2% |
63% |
False |
False |
251,300 |
| 10 |
108.82 |
102.67 |
6.15 |
5.8% |
2.15 |
2.0% |
63% |
False |
False |
246,216 |
| 20 |
108.93 |
102.21 |
6.72 |
6.3% |
2.09 |
2.0% |
65% |
False |
False |
211,209 |
| 40 |
108.93 |
92.60 |
16.33 |
15.3% |
2.06 |
1.9% |
85% |
False |
False |
156,489 |
| 60 |
108.93 |
91.68 |
17.25 |
16.2% |
2.02 |
1.9% |
86% |
False |
False |
121,239 |
| 80 |
108.93 |
86.26 |
22.67 |
21.3% |
2.06 |
1.9% |
90% |
False |
False |
99,983 |
| 100 |
108.93 |
86.26 |
22.67 |
21.3% |
1.93 |
1.8% |
90% |
False |
False |
84,270 |
| 120 |
108.93 |
86.26 |
22.67 |
21.3% |
1.83 |
1.7% |
90% |
False |
False |
72,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.15 |
|
2.618 |
112.90 |
|
1.618 |
110.91 |
|
1.000 |
109.68 |
|
0.618 |
108.92 |
|
HIGH |
107.69 |
|
0.618 |
106.93 |
|
0.500 |
106.70 |
|
0.382 |
106.46 |
|
LOW |
105.70 |
|
0.618 |
104.47 |
|
1.000 |
103.71 |
|
1.618 |
102.48 |
|
2.618 |
100.49 |
|
4.250 |
97.24 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.70 |
106.96 |
| PP |
106.65 |
106.83 |
| S1 |
106.61 |
106.69 |
|