NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
106.84 |
106.48 |
-0.36 |
-0.3% |
104.61 |
| High |
107.69 |
107.27 |
-0.42 |
-0.4% |
108.82 |
| Low |
105.70 |
104.86 |
-0.84 |
-0.8% |
102.67 |
| Close |
106.56 |
105.30 |
-1.26 |
-1.2% |
106.94 |
| Range |
1.99 |
2.41 |
0.42 |
21.1% |
6.15 |
| ATR |
2.13 |
2.15 |
0.02 |
0.9% |
0.00 |
| Volume |
204,860 |
272,996 |
68,136 |
33.3% |
1,257,966 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.04 |
111.58 |
106.63 |
|
| R3 |
110.63 |
109.17 |
105.96 |
|
| R2 |
108.22 |
108.22 |
105.74 |
|
| R1 |
106.76 |
106.76 |
105.52 |
106.29 |
| PP |
105.81 |
105.81 |
105.81 |
105.57 |
| S1 |
104.35 |
104.35 |
105.08 |
103.88 |
| S2 |
103.40 |
103.40 |
104.86 |
|
| S3 |
100.99 |
101.94 |
104.64 |
|
| S4 |
98.58 |
99.53 |
103.97 |
|
|
| 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 |
102.93 |
5.89 |
5.6% |
2.45 |
2.3% |
40% |
False |
False |
258,778 |
| 10 |
108.82 |
102.67 |
6.15 |
5.8% |
2.19 |
2.1% |
43% |
False |
False |
249,351 |
| 20 |
108.93 |
102.67 |
6.26 |
5.9% |
2.11 |
2.0% |
42% |
False |
False |
218,859 |
| 40 |
108.93 |
92.60 |
16.33 |
15.5% |
2.09 |
2.0% |
78% |
False |
False |
160,812 |
| 60 |
108.93 |
91.68 |
17.25 |
16.4% |
2.02 |
1.9% |
79% |
False |
False |
124,971 |
| 80 |
108.93 |
86.26 |
22.67 |
21.5% |
2.05 |
2.0% |
84% |
False |
False |
103,122 |
| 100 |
108.93 |
86.26 |
22.67 |
21.5% |
1.94 |
1.8% |
84% |
False |
False |
86,758 |
| 120 |
108.93 |
86.26 |
22.67 |
21.5% |
1.84 |
1.7% |
84% |
False |
False |
74,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.51 |
|
2.618 |
113.58 |
|
1.618 |
111.17 |
|
1.000 |
109.68 |
|
0.618 |
108.76 |
|
HIGH |
107.27 |
|
0.618 |
106.35 |
|
0.500 |
106.07 |
|
0.382 |
105.78 |
|
LOW |
104.86 |
|
0.618 |
103.37 |
|
1.000 |
102.45 |
|
1.618 |
100.96 |
|
2.618 |
98.55 |
|
4.250 |
94.62 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.07 |
106.84 |
| PP |
105.81 |
106.33 |
| S1 |
105.56 |
105.81 |
|