NYMEX Light Sweet Crude Oil Future November 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 |
101.49 |
103.06 |
1.57 |
1.5% |
104.61 |
| High |
103.20 |
105.36 |
2.16 |
2.1% |
105.08 |
| Low |
101.07 |
102.93 |
1.86 |
1.8% |
101.82 |
| Close |
102.94 |
105.32 |
2.38 |
2.3% |
102.78 |
| Range |
2.13 |
2.43 |
0.30 |
14.1% |
3.26 |
| ATR |
1.67 |
1.73 |
0.05 |
3.2% |
0.00 |
| Volume |
51,224 |
40,858 |
-10,366 |
-20.2% |
196,037 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.83 |
111.00 |
106.66 |
|
| R3 |
109.40 |
108.57 |
105.99 |
|
| R2 |
106.97 |
106.97 |
105.77 |
|
| R1 |
106.14 |
106.14 |
105.54 |
106.56 |
| PP |
104.54 |
104.54 |
104.54 |
104.74 |
| S1 |
103.71 |
103.71 |
105.10 |
104.13 |
| S2 |
102.11 |
102.11 |
104.87 |
|
| S3 |
99.68 |
101.28 |
104.65 |
|
| S4 |
97.25 |
98.85 |
103.98 |
|
|
| 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 |
105.36 |
101.07 |
4.29 |
4.1% |
1.71 |
1.6% |
99% |
True |
False |
40,984 |
| 10 |
105.36 |
101.07 |
4.29 |
4.1% |
1.74 |
1.6% |
99% |
True |
False |
39,485 |
| 20 |
105.36 |
98.36 |
7.00 |
6.6% |
1.66 |
1.6% |
99% |
True |
False |
39,994 |
| 40 |
105.36 |
91.95 |
13.41 |
12.7% |
1.67 |
1.6% |
100% |
True |
False |
33,685 |
| 60 |
105.36 |
91.22 |
14.14 |
13.4% |
1.68 |
1.6% |
100% |
True |
False |
26,768 |
| 80 |
105.36 |
85.96 |
19.40 |
18.4% |
1.73 |
1.6% |
100% |
True |
False |
22,379 |
| 100 |
105.36 |
85.96 |
19.40 |
18.4% |
1.62 |
1.5% |
100% |
True |
False |
19,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.69 |
|
2.618 |
111.72 |
|
1.618 |
109.29 |
|
1.000 |
107.79 |
|
0.618 |
106.86 |
|
HIGH |
105.36 |
|
0.618 |
104.43 |
|
0.500 |
104.15 |
|
0.382 |
103.86 |
|
LOW |
102.93 |
|
0.618 |
101.43 |
|
1.000 |
100.50 |
|
1.618 |
99.00 |
|
2.618 |
96.57 |
|
4.250 |
92.60 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.93 |
104.62 |
| PP |
104.54 |
103.92 |
| S1 |
104.15 |
103.22 |
|