NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
102.80 |
102.45 |
-0.35 |
-0.3% |
104.61 |
| High |
103.32 |
102.60 |
-0.72 |
-0.7% |
105.08 |
| Low |
102.12 |
101.10 |
-1.02 |
-1.0% |
101.82 |
| Close |
102.72 |
101.52 |
-1.20 |
-1.2% |
102.78 |
| Range |
1.20 |
1.50 |
0.30 |
25.0% |
3.26 |
| ATR |
1.64 |
1.64 |
0.00 |
-0.1% |
0.00 |
| Volume |
31,313 |
35,419 |
4,106 |
13.1% |
196,037 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.24 |
105.38 |
102.35 |
|
| R3 |
104.74 |
103.88 |
101.93 |
|
| R2 |
103.24 |
103.24 |
101.80 |
|
| R1 |
102.38 |
102.38 |
101.66 |
102.06 |
| PP |
101.74 |
101.74 |
101.74 |
101.58 |
| S1 |
100.88 |
100.88 |
101.38 |
100.56 |
| S2 |
100.24 |
100.24 |
101.25 |
|
| S3 |
98.74 |
99.38 |
101.11 |
|
| S4 |
97.24 |
97.88 |
100.70 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.01 |
111.15 |
104.57 |
|
| R3 |
109.75 |
107.89 |
103.68 |
|
| R2 |
106.49 |
106.49 |
103.38 |
|
| R1 |
104.63 |
104.63 |
103.08 |
103.93 |
| PP |
103.23 |
103.23 |
103.23 |
102.88 |
| S1 |
101.37 |
101.37 |
102.48 |
100.67 |
| S2 |
99.97 |
99.97 |
102.18 |
|
| S3 |
96.71 |
98.11 |
101.88 |
|
| S4 |
93.45 |
94.85 |
100.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.37 |
101.10 |
3.27 |
3.2% |
1.59 |
1.6% |
13% |
False |
True |
37,225 |
| 10 |
105.19 |
101.10 |
4.09 |
4.0% |
1.59 |
1.6% |
10% |
False |
True |
35,115 |
| 20 |
105.19 |
95.99 |
9.20 |
9.1% |
1.62 |
1.6% |
60% |
False |
False |
41,222 |
| 40 |
105.19 |
91.95 |
13.24 |
13.0% |
1.63 |
1.6% |
72% |
False |
False |
32,410 |
| 60 |
105.19 |
91.22 |
13.97 |
13.8% |
1.64 |
1.6% |
74% |
False |
False |
25,606 |
| 80 |
105.19 |
85.96 |
19.23 |
18.9% |
1.70 |
1.7% |
81% |
False |
False |
21,400 |
| 100 |
105.19 |
85.96 |
19.23 |
18.9% |
1.59 |
1.6% |
81% |
False |
False |
18,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.98 |
|
2.618 |
106.53 |
|
1.618 |
105.03 |
|
1.000 |
104.10 |
|
0.618 |
103.53 |
|
HIGH |
102.60 |
|
0.618 |
102.03 |
|
0.500 |
101.85 |
|
0.382 |
101.67 |
|
LOW |
101.10 |
|
0.618 |
100.17 |
|
1.000 |
99.60 |
|
1.618 |
98.67 |
|
2.618 |
97.17 |
|
4.250 |
94.73 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.85 |
102.21 |
| PP |
101.74 |
101.98 |
| S1 |
101.63 |
101.75 |
|