NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
105.68 |
104.18 |
-1.50 |
-1.4% |
104.61 |
| High |
105.77 |
104.96 |
-0.81 |
-0.8% |
108.82 |
| Low |
104.10 |
102.22 |
-1.88 |
-1.8% |
102.67 |
| Close |
104.37 |
103.40 |
-0.97 |
-0.9% |
106.94 |
| Range |
1.67 |
2.74 |
1.07 |
64.1% |
6.15 |
| ATR |
2.12 |
2.16 |
0.04 |
2.1% |
0.00 |
| Volume |
294,242 |
320,070 |
25,828 |
8.8% |
1,257,966 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.75 |
110.31 |
104.91 |
|
| R3 |
109.01 |
107.57 |
104.15 |
|
| R2 |
106.27 |
106.27 |
103.90 |
|
| R1 |
104.83 |
104.83 |
103.65 |
104.18 |
| PP |
103.53 |
103.53 |
103.53 |
103.20 |
| S1 |
102.09 |
102.09 |
103.15 |
101.44 |
| S2 |
100.79 |
100.79 |
102.90 |
|
| S3 |
98.05 |
99.35 |
102.65 |
|
| S4 |
95.31 |
96.61 |
101.89 |
|
|
| 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 |
102.22 |
6.60 |
6.4% |
2.24 |
2.2% |
18% |
False |
True |
268,296 |
| 10 |
108.82 |
102.22 |
6.60 |
6.4% |
2.17 |
2.1% |
18% |
False |
True |
255,898 |
| 20 |
108.93 |
102.22 |
6.71 |
6.5% |
2.09 |
2.0% |
18% |
False |
True |
232,938 |
| 40 |
108.93 |
92.60 |
16.33 |
15.8% |
2.11 |
2.0% |
66% |
False |
False |
172,824 |
| 60 |
108.93 |
91.68 |
17.25 |
16.7% |
2.04 |
2.0% |
68% |
False |
False |
134,027 |
| 80 |
108.93 |
86.26 |
22.67 |
21.9% |
2.03 |
2.0% |
76% |
False |
False |
109,652 |
| 100 |
108.93 |
86.26 |
22.67 |
21.9% |
1.96 |
1.9% |
76% |
False |
False |
92,616 |
| 120 |
108.93 |
86.26 |
22.67 |
21.9% |
1.85 |
1.8% |
76% |
False |
False |
79,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.61 |
|
2.618 |
112.13 |
|
1.618 |
109.39 |
|
1.000 |
107.70 |
|
0.618 |
106.65 |
|
HIGH |
104.96 |
|
0.618 |
103.91 |
|
0.500 |
103.59 |
|
0.382 |
103.27 |
|
LOW |
102.22 |
|
0.618 |
100.53 |
|
1.000 |
99.48 |
|
1.618 |
97.79 |
|
2.618 |
95.05 |
|
4.250 |
90.58 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.59 |
104.75 |
| PP |
103.53 |
104.30 |
| S1 |
103.46 |
103.85 |
|