NYMEX Light Sweet Crude Oil Future October 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 |
106.80 |
106.12 |
-0.68 |
-0.6% |
103.99 |
| High |
107.85 |
106.93 |
-0.92 |
-0.9% |
107.85 |
| Low |
105.70 |
104.95 |
-0.75 |
-0.7% |
102.10 |
| Close |
106.24 |
105.90 |
-0.34 |
-0.3% |
106.24 |
| Range |
2.15 |
1.98 |
-0.17 |
-7.9% |
5.75 |
| ATR |
1.94 |
1.94 |
0.00 |
0.2% |
0.00 |
| Volume |
109,795 |
79,830 |
-29,965 |
-27.3% |
420,430 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.87 |
110.86 |
106.99 |
|
| R3 |
109.89 |
108.88 |
106.44 |
|
| R2 |
107.91 |
107.91 |
106.26 |
|
| R1 |
106.90 |
106.90 |
106.08 |
106.42 |
| PP |
105.93 |
105.93 |
105.93 |
105.68 |
| S1 |
104.92 |
104.92 |
105.72 |
104.44 |
| S2 |
103.95 |
103.95 |
105.54 |
|
| S3 |
101.97 |
102.94 |
105.36 |
|
| S4 |
99.99 |
100.96 |
104.81 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.65 |
120.19 |
109.40 |
|
| R3 |
116.90 |
114.44 |
107.82 |
|
| R2 |
111.15 |
111.15 |
107.29 |
|
| R1 |
108.69 |
108.69 |
106.77 |
109.92 |
| PP |
105.40 |
105.40 |
105.40 |
106.01 |
| S1 |
102.94 |
102.94 |
105.71 |
104.17 |
| S2 |
99.65 |
99.65 |
105.19 |
|
| S3 |
93.90 |
97.19 |
104.66 |
|
| S4 |
88.15 |
91.44 |
103.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.85 |
102.10 |
5.75 |
5.4% |
2.20 |
2.1% |
66% |
False |
False |
86,857 |
| 10 |
107.85 |
102.10 |
5.75 |
5.4% |
1.99 |
1.9% |
66% |
False |
False |
78,467 |
| 20 |
107.85 |
101.23 |
6.62 |
6.3% |
1.88 |
1.8% |
71% |
False |
False |
69,714 |
| 40 |
107.85 |
92.24 |
15.61 |
14.7% |
1.86 |
1.8% |
88% |
False |
False |
61,064 |
| 60 |
107.85 |
91.54 |
16.31 |
15.4% |
1.85 |
1.7% |
88% |
False |
False |
47,923 |
| 80 |
107.85 |
86.47 |
21.38 |
20.2% |
1.88 |
1.8% |
91% |
False |
False |
39,845 |
| 100 |
107.85 |
86.47 |
21.38 |
20.2% |
1.77 |
1.7% |
91% |
False |
False |
33,528 |
| 120 |
107.85 |
86.47 |
21.38 |
20.2% |
1.66 |
1.6% |
91% |
False |
False |
28,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.35 |
|
2.618 |
112.11 |
|
1.618 |
110.13 |
|
1.000 |
108.91 |
|
0.618 |
108.15 |
|
HIGH |
106.93 |
|
0.618 |
106.17 |
|
0.500 |
105.94 |
|
0.382 |
105.71 |
|
LOW |
104.95 |
|
0.618 |
103.73 |
|
1.000 |
102.97 |
|
1.618 |
101.75 |
|
2.618 |
99.77 |
|
4.250 |
96.54 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.94 |
106.05 |
| PP |
105.93 |
106.00 |
| S1 |
105.91 |
105.95 |
|