NYMEX Light Sweet Crude Oil Future November 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 |
105.30 |
104.61 |
-0.69 |
-0.7% |
102.80 |
High |
106.18 |
105.38 |
-0.80 |
-0.8% |
106.18 |
Low |
104.23 |
103.48 |
-0.75 |
-0.7% |
101.07 |
Close |
104.76 |
104.51 |
-0.25 |
-0.2% |
104.76 |
Range |
1.95 |
1.90 |
-0.05 |
-2.6% |
5.11 |
ATR |
1.74 |
1.75 |
0.01 |
0.6% |
0.00 |
Volume |
63,384 |
43,409 |
-19,975 |
-31.5% |
222,198 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.16 |
109.23 |
105.56 |
|
R3 |
108.26 |
107.33 |
105.03 |
|
R2 |
106.36 |
106.36 |
104.86 |
|
R1 |
105.43 |
105.43 |
104.68 |
104.95 |
PP |
104.46 |
104.46 |
104.46 |
104.21 |
S1 |
103.53 |
103.53 |
104.34 |
103.05 |
S2 |
102.56 |
102.56 |
104.16 |
|
S3 |
100.66 |
101.63 |
103.99 |
|
S4 |
98.76 |
99.73 |
103.47 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.33 |
117.16 |
107.57 |
|
R3 |
114.22 |
112.05 |
106.17 |
|
R2 |
109.11 |
109.11 |
105.70 |
|
R1 |
106.94 |
106.94 |
105.23 |
108.03 |
PP |
104.00 |
104.00 |
104.00 |
104.55 |
S1 |
101.83 |
101.83 |
104.29 |
102.92 |
S2 |
98.89 |
98.89 |
103.82 |
|
S3 |
93.78 |
96.72 |
103.35 |
|
S4 |
88.67 |
91.61 |
101.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106.18 |
101.07 |
5.11 |
4.9% |
1.98 |
1.9% |
67% |
False |
False |
46,858 |
10 |
106.18 |
101.07 |
5.11 |
4.9% |
1.79 |
1.7% |
67% |
False |
False |
41,835 |
20 |
106.18 |
100.00 |
6.18 |
5.9% |
1.66 |
1.6% |
73% |
False |
False |
40,439 |
40 |
106.18 |
91.95 |
14.23 |
13.6% |
1.68 |
1.6% |
88% |
False |
False |
35,344 |
60 |
106.18 |
91.22 |
14.96 |
14.3% |
1.70 |
1.6% |
89% |
False |
False |
28,180 |
80 |
106.18 |
85.96 |
20.22 |
19.3% |
1.75 |
1.7% |
92% |
False |
False |
23,540 |
100 |
106.18 |
85.96 |
20.22 |
19.3% |
1.64 |
1.6% |
92% |
False |
False |
19,956 |
120 |
106.18 |
85.96 |
20.22 |
19.3% |
1.53 |
1.5% |
92% |
False |
False |
17,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.46 |
2.618 |
110.35 |
1.618 |
108.45 |
1.000 |
107.28 |
0.618 |
106.55 |
HIGH |
105.38 |
0.618 |
104.65 |
0.500 |
104.43 |
0.382 |
104.21 |
LOW |
103.48 |
0.618 |
102.31 |
1.000 |
101.58 |
1.618 |
100.41 |
2.618 |
98.51 |
4.250 |
95.41 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
104.48 |
104.56 |
PP |
104.46 |
104.54 |
S1 |
104.43 |
104.53 |
|