NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
104.61 |
104.38 |
-0.23 |
-0.2% |
102.80 |
High |
105.38 |
104.96 |
-0.42 |
-0.4% |
106.18 |
Low |
103.48 |
103.06 |
-0.42 |
-0.4% |
101.07 |
Close |
104.51 |
103.47 |
-1.04 |
-1.0% |
104.76 |
Range |
1.90 |
1.90 |
0.00 |
0.0% |
5.11 |
ATR |
1.75 |
1.76 |
0.01 |
0.6% |
0.00 |
Volume |
43,409 |
28,794 |
-14,615 |
-33.7% |
222,198 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.53 |
108.40 |
104.52 |
|
R3 |
107.63 |
106.50 |
103.99 |
|
R2 |
105.73 |
105.73 |
103.82 |
|
R1 |
104.60 |
104.60 |
103.64 |
104.22 |
PP |
103.83 |
103.83 |
103.83 |
103.64 |
S1 |
102.70 |
102.70 |
103.30 |
102.32 |
S2 |
101.93 |
101.93 |
103.12 |
|
S3 |
100.03 |
100.80 |
102.95 |
|
S4 |
98.13 |
98.90 |
102.43 |
|
|
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% |
2.06 |
2.0% |
47% |
False |
False |
45,533 |
10 |
106.18 |
101.07 |
5.11 |
4.9% |
1.83 |
1.8% |
47% |
False |
False |
41,379 |
20 |
106.18 |
100.90 |
5.28 |
5.1% |
1.69 |
1.6% |
49% |
False |
False |
38,960 |
40 |
106.18 |
91.95 |
14.23 |
13.8% |
1.70 |
1.6% |
81% |
False |
False |
35,137 |
60 |
106.18 |
91.22 |
14.96 |
14.5% |
1.69 |
1.6% |
82% |
False |
False |
28,481 |
80 |
106.18 |
85.96 |
20.22 |
19.5% |
1.74 |
1.7% |
87% |
False |
False |
23,797 |
100 |
106.18 |
85.96 |
20.22 |
19.5% |
1.65 |
1.6% |
87% |
False |
False |
20,186 |
120 |
106.18 |
85.96 |
20.22 |
19.5% |
1.54 |
1.5% |
87% |
False |
False |
17,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.04 |
2.618 |
109.93 |
1.618 |
108.03 |
1.000 |
106.86 |
0.618 |
106.13 |
HIGH |
104.96 |
0.618 |
104.23 |
0.500 |
104.01 |
0.382 |
103.79 |
LOW |
103.06 |
0.618 |
101.89 |
1.000 |
101.16 |
1.618 |
99.99 |
2.618 |
98.09 |
4.250 |
94.99 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
104.01 |
104.62 |
PP |
103.83 |
104.24 |
S1 |
103.65 |
103.85 |
|