NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
102.53 |
104.49 |
1.96 |
1.9% |
106.15 |
| High |
104.55 |
107.03 |
2.48 |
2.4% |
106.82 |
| Low |
102.22 |
104.25 |
2.03 |
2.0% |
103.07 |
| Close |
104.22 |
106.93 |
2.71 |
2.6% |
104.01 |
| Range |
2.33 |
2.78 |
0.45 |
19.3% |
3.75 |
| ATR |
1.85 |
1.92 |
0.07 |
3.7% |
0.00 |
| Volume |
83,123 |
88,746 |
5,623 |
6.8% |
354,959 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.41 |
113.45 |
108.46 |
|
| R3 |
111.63 |
110.67 |
107.69 |
|
| R2 |
108.85 |
108.85 |
107.44 |
|
| R1 |
107.89 |
107.89 |
107.18 |
108.37 |
| PP |
106.07 |
106.07 |
106.07 |
106.31 |
| S1 |
105.11 |
105.11 |
106.68 |
105.59 |
| S2 |
103.29 |
103.29 |
106.42 |
|
| S3 |
100.51 |
102.33 |
106.17 |
|
| S4 |
97.73 |
99.55 |
105.40 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.88 |
113.70 |
106.07 |
|
| R3 |
112.13 |
109.95 |
105.04 |
|
| R2 |
108.38 |
108.38 |
104.70 |
|
| R1 |
106.20 |
106.20 |
104.35 |
105.42 |
| PP |
104.63 |
104.63 |
104.63 |
104.24 |
| S1 |
102.45 |
102.45 |
103.67 |
101.67 |
| S2 |
100.88 |
100.88 |
103.32 |
|
| S3 |
97.13 |
98.70 |
102.98 |
|
| S4 |
93.38 |
94.95 |
101.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.03 |
102.10 |
4.93 |
4.6% |
1.96 |
1.8% |
98% |
True |
False |
78,976 |
| 10 |
107.05 |
102.10 |
4.95 |
4.6% |
1.94 |
1.8% |
98% |
False |
False |
72,759 |
| 20 |
107.05 |
99.44 |
7.61 |
7.1% |
1.88 |
1.8% |
98% |
False |
False |
68,217 |
| 40 |
107.05 |
92.24 |
14.81 |
13.9% |
1.86 |
1.7% |
99% |
False |
False |
57,859 |
| 60 |
107.05 |
91.54 |
15.51 |
14.5% |
1.82 |
1.7% |
99% |
False |
False |
45,401 |
| 80 |
107.05 |
86.47 |
20.58 |
19.2% |
1.86 |
1.7% |
99% |
False |
False |
37,727 |
| 100 |
107.05 |
86.47 |
20.58 |
19.2% |
1.75 |
1.6% |
99% |
False |
False |
31,798 |
| 120 |
107.05 |
86.47 |
20.58 |
19.2% |
1.65 |
1.5% |
99% |
False |
False |
27,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.85 |
|
2.618 |
114.31 |
|
1.618 |
111.53 |
|
1.000 |
109.81 |
|
0.618 |
108.75 |
|
HIGH |
107.03 |
|
0.618 |
105.97 |
|
0.500 |
105.64 |
|
0.382 |
105.31 |
|
LOW |
104.25 |
|
0.618 |
102.53 |
|
1.000 |
101.47 |
|
1.618 |
99.75 |
|
2.618 |
96.97 |
|
4.250 |
92.44 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.50 |
106.14 |
| PP |
106.07 |
105.35 |
| S1 |
105.64 |
104.57 |
|