NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
106.48 |
105.68 |
-0.80 |
-0.8% |
104.61 |
| High |
107.27 |
105.77 |
-1.50 |
-1.4% |
108.82 |
| Low |
104.86 |
104.10 |
-0.76 |
-0.7% |
102.67 |
| Close |
105.30 |
104.37 |
-0.93 |
-0.9% |
106.94 |
| Range |
2.41 |
1.67 |
-0.74 |
-30.7% |
6.15 |
| ATR |
2.15 |
2.12 |
-0.03 |
-1.6% |
0.00 |
| Volume |
272,996 |
294,242 |
21,246 |
7.8% |
1,257,966 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.76 |
108.73 |
105.29 |
|
| R3 |
108.09 |
107.06 |
104.83 |
|
| R2 |
106.42 |
106.42 |
104.68 |
|
| R1 |
105.39 |
105.39 |
104.52 |
105.07 |
| PP |
104.75 |
104.75 |
104.75 |
104.59 |
| S1 |
103.72 |
103.72 |
104.22 |
103.40 |
| S2 |
103.08 |
103.08 |
104.06 |
|
| S3 |
101.41 |
102.05 |
103.91 |
|
| S4 |
99.74 |
100.38 |
103.45 |
|
|
| 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 |
104.10 |
4.72 |
4.5% |
2.28 |
2.2% |
6% |
False |
True |
257,801 |
| 10 |
108.82 |
102.67 |
6.15 |
5.9% |
2.08 |
2.0% |
28% |
False |
False |
250,949 |
| 20 |
108.93 |
102.67 |
6.26 |
6.0% |
2.09 |
2.0% |
27% |
False |
False |
224,955 |
| 40 |
108.93 |
92.60 |
16.33 |
15.6% |
2.09 |
2.0% |
72% |
False |
False |
166,421 |
| 60 |
108.93 |
91.68 |
17.25 |
16.5% |
2.02 |
1.9% |
74% |
False |
False |
129,157 |
| 80 |
108.93 |
86.26 |
22.67 |
21.7% |
2.03 |
1.9% |
80% |
False |
False |
106,108 |
| 100 |
108.93 |
86.26 |
22.67 |
21.7% |
1.95 |
1.9% |
80% |
False |
False |
89,596 |
| 120 |
108.93 |
86.26 |
22.67 |
21.7% |
1.84 |
1.8% |
80% |
False |
False |
77,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.87 |
|
2.618 |
110.14 |
|
1.618 |
108.47 |
|
1.000 |
107.44 |
|
0.618 |
106.80 |
|
HIGH |
105.77 |
|
0.618 |
105.13 |
|
0.500 |
104.94 |
|
0.382 |
104.74 |
|
LOW |
104.10 |
|
0.618 |
103.07 |
|
1.000 |
102.43 |
|
1.618 |
101.40 |
|
2.618 |
99.73 |
|
4.250 |
97.00 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.94 |
105.90 |
| PP |
104.75 |
105.39 |
| S1 |
104.56 |
104.88 |
|