NYMEX Light Sweet Crude Oil Future October 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 |
105.10 |
103.68 |
-1.42 |
-1.4% |
103.99 |
| High |
105.16 |
104.47 |
-0.69 |
-0.7% |
107.85 |
| Low |
103.62 |
101.82 |
-1.80 |
-1.7% |
102.10 |
| Close |
103.91 |
102.87 |
-1.04 |
-1.0% |
106.24 |
| Range |
1.54 |
2.65 |
1.11 |
72.1% |
5.75 |
| ATR |
1.93 |
1.98 |
0.05 |
2.7% |
0.00 |
| Volume |
97,453 |
125,847 |
28,394 |
29.1% |
420,430 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.00 |
109.59 |
104.33 |
|
| R3 |
108.35 |
106.94 |
103.60 |
|
| R2 |
105.70 |
105.70 |
103.36 |
|
| R1 |
104.29 |
104.29 |
103.11 |
103.67 |
| PP |
103.05 |
103.05 |
103.05 |
102.75 |
| S1 |
101.64 |
101.64 |
102.63 |
101.02 |
| S2 |
100.40 |
100.40 |
102.38 |
|
| S3 |
97.75 |
98.99 |
102.14 |
|
| S4 |
95.10 |
96.34 |
101.41 |
|
|
| 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 |
101.82 |
6.03 |
5.9% |
2.11 |
2.1% |
17% |
False |
True |
94,977 |
| 10 |
107.85 |
101.82 |
6.03 |
5.9% |
2.04 |
2.0% |
17% |
False |
True |
86,977 |
| 20 |
107.85 |
101.82 |
6.03 |
5.9% |
1.91 |
1.9% |
17% |
False |
True |
72,819 |
| 40 |
107.85 |
92.24 |
15.61 |
15.2% |
1.92 |
1.9% |
68% |
False |
False |
65,858 |
| 60 |
107.85 |
91.54 |
16.31 |
15.9% |
1.87 |
1.8% |
69% |
False |
False |
51,644 |
| 80 |
107.85 |
86.47 |
21.38 |
20.8% |
1.86 |
1.8% |
77% |
False |
False |
42,766 |
| 100 |
107.85 |
86.47 |
21.38 |
20.8% |
1.80 |
1.8% |
77% |
False |
False |
36,196 |
| 120 |
107.85 |
86.47 |
21.38 |
20.8% |
1.69 |
1.6% |
77% |
False |
False |
31,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.73 |
|
2.618 |
111.41 |
|
1.618 |
108.76 |
|
1.000 |
107.12 |
|
0.618 |
106.11 |
|
HIGH |
104.47 |
|
0.618 |
103.46 |
|
0.500 |
103.15 |
|
0.382 |
102.83 |
|
LOW |
101.82 |
|
0.618 |
100.18 |
|
1.000 |
99.17 |
|
1.618 |
97.53 |
|
2.618 |
94.88 |
|
4.250 |
90.56 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.15 |
104.19 |
| PP |
103.05 |
103.75 |
| S1 |
102.96 |
103.31 |
|