NYMEX Light Sweet Crude Oil Future October 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 |
105.83 |
105.10 |
-0.73 |
-0.7% |
103.99 |
| High |
106.55 |
105.16 |
-1.39 |
-1.3% |
107.85 |
| Low |
104.31 |
103.62 |
-0.69 |
-0.7% |
102.10 |
| Close |
104.76 |
103.91 |
-0.85 |
-0.8% |
106.24 |
| Range |
2.24 |
1.54 |
-0.70 |
-31.3% |
5.75 |
| ATR |
1.96 |
1.93 |
-0.03 |
-1.5% |
0.00 |
| Volume |
61,963 |
97,453 |
35,490 |
57.3% |
420,430 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.85 |
107.92 |
104.76 |
|
| R3 |
107.31 |
106.38 |
104.33 |
|
| R2 |
105.77 |
105.77 |
104.19 |
|
| R1 |
104.84 |
104.84 |
104.05 |
104.54 |
| PP |
104.23 |
104.23 |
104.23 |
104.08 |
| S1 |
103.30 |
103.30 |
103.77 |
103.00 |
| S2 |
102.69 |
102.69 |
103.63 |
|
| S3 |
101.15 |
101.76 |
103.49 |
|
| S4 |
99.61 |
100.22 |
103.06 |
|
|
| 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 |
103.62 |
4.23 |
4.1% |
2.14 |
2.1% |
7% |
False |
True |
87,557 |
| 10 |
107.85 |
102.10 |
5.75 |
5.5% |
1.94 |
1.9% |
31% |
False |
False |
81,767 |
| 20 |
107.85 |
102.10 |
5.75 |
5.5% |
1.90 |
1.8% |
31% |
False |
False |
70,915 |
| 40 |
107.85 |
92.24 |
15.61 |
15.0% |
1.90 |
1.8% |
75% |
False |
False |
63,381 |
| 60 |
107.85 |
91.54 |
16.31 |
15.7% |
1.85 |
1.8% |
76% |
False |
False |
49,805 |
| 80 |
107.85 |
86.47 |
21.38 |
20.6% |
1.85 |
1.8% |
82% |
False |
False |
41,447 |
| 100 |
107.85 |
86.47 |
21.38 |
20.6% |
1.79 |
1.7% |
82% |
False |
False |
35,004 |
| 120 |
107.85 |
86.47 |
21.38 |
20.6% |
1.68 |
1.6% |
82% |
False |
False |
30,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.71 |
|
2.618 |
109.19 |
|
1.618 |
107.65 |
|
1.000 |
106.70 |
|
0.618 |
106.11 |
|
HIGH |
105.16 |
|
0.618 |
104.57 |
|
0.500 |
104.39 |
|
0.382 |
104.21 |
|
LOW |
103.62 |
|
0.618 |
102.67 |
|
1.000 |
102.08 |
|
1.618 |
101.13 |
|
2.618 |
99.59 |
|
4.250 |
97.08 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.39 |
105.28 |
| PP |
104.23 |
104.82 |
| S1 |
104.07 |
104.37 |
|