NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
104.38 |
103.78 |
-0.60 |
-0.6% |
102.80 |
High |
104.96 |
103.83 |
-1.13 |
-1.1% |
106.18 |
Low |
103.06 |
102.44 |
-0.62 |
-0.6% |
101.07 |
Close |
103.47 |
102.75 |
-0.72 |
-0.7% |
104.76 |
Range |
1.90 |
1.39 |
-0.51 |
-26.8% |
5.11 |
ATR |
1.76 |
1.74 |
-0.03 |
-1.5% |
0.00 |
Volume |
28,794 |
35,281 |
6,487 |
22.5% |
222,198 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.18 |
106.35 |
103.51 |
|
R3 |
105.79 |
104.96 |
103.13 |
|
R2 |
104.40 |
104.40 |
103.00 |
|
R1 |
103.57 |
103.57 |
102.88 |
103.29 |
PP |
103.01 |
103.01 |
103.01 |
102.87 |
S1 |
102.18 |
102.18 |
102.62 |
101.90 |
S2 |
101.62 |
101.62 |
102.50 |
|
S3 |
100.23 |
100.79 |
102.37 |
|
S4 |
98.84 |
99.40 |
101.99 |
|
|
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 |
102.44 |
3.74 |
3.6% |
1.91 |
1.9% |
8% |
False |
True |
42,345 |
10 |
106.18 |
101.07 |
5.11 |
5.0% |
1.73 |
1.7% |
33% |
False |
False |
41,589 |
20 |
106.18 |
101.07 |
5.11 |
5.0% |
1.69 |
1.6% |
33% |
False |
False |
38,845 |
40 |
106.18 |
91.95 |
14.23 |
13.8% |
1.70 |
1.7% |
76% |
False |
False |
35,641 |
60 |
106.18 |
91.22 |
14.96 |
14.6% |
1.70 |
1.7% |
77% |
False |
False |
28,851 |
80 |
106.18 |
85.96 |
20.22 |
19.7% |
1.72 |
1.7% |
83% |
False |
False |
24,063 |
100 |
106.18 |
85.96 |
20.22 |
19.7% |
1.66 |
1.6% |
83% |
False |
False |
20,507 |
120 |
106.18 |
85.96 |
20.22 |
19.7% |
1.55 |
1.5% |
83% |
False |
False |
17,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.74 |
2.618 |
107.47 |
1.618 |
106.08 |
1.000 |
105.22 |
0.618 |
104.69 |
HIGH |
103.83 |
0.618 |
103.30 |
0.500 |
103.14 |
0.382 |
102.97 |
LOW |
102.44 |
0.618 |
101.58 |
1.000 |
101.05 |
1.618 |
100.19 |
2.618 |
98.80 |
4.250 |
96.53 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
103.14 |
103.91 |
PP |
103.01 |
103.52 |
S1 |
102.88 |
103.14 |
|