NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 02-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
101.67 |
103.75 |
2.08 |
2.0% |
101.45 |
High |
103.73 |
104.54 |
0.81 |
0.8% |
104.54 |
Low |
101.53 |
102.72 |
1.19 |
1.2% |
99.92 |
Close |
103.71 |
103.23 |
-0.48 |
-0.5% |
103.23 |
Range |
2.20 |
1.82 |
-0.38 |
-17.3% |
4.62 |
ATR |
1.64 |
1.66 |
0.01 |
0.8% |
0.00 |
Volume |
62,391 |
89,870 |
27,479 |
44.0% |
305,260 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.96 |
107.91 |
104.23 |
|
R3 |
107.14 |
106.09 |
103.73 |
|
R2 |
105.32 |
105.32 |
103.56 |
|
R1 |
104.27 |
104.27 |
103.40 |
103.89 |
PP |
103.50 |
103.50 |
103.50 |
103.30 |
S1 |
102.45 |
102.45 |
103.06 |
102.07 |
S2 |
101.68 |
101.68 |
102.90 |
|
S3 |
99.86 |
100.63 |
102.73 |
|
S4 |
98.04 |
98.81 |
102.23 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.42 |
114.45 |
105.77 |
|
R3 |
111.80 |
109.83 |
104.50 |
|
R2 |
107.18 |
107.18 |
104.08 |
|
R1 |
105.21 |
105.21 |
103.65 |
106.20 |
PP |
102.56 |
102.56 |
102.56 |
103.06 |
S1 |
100.59 |
100.59 |
102.81 |
101.58 |
S2 |
97.94 |
97.94 |
102.38 |
|
S3 |
93.32 |
95.97 |
101.96 |
|
S4 |
88.70 |
91.35 |
100.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.54 |
99.92 |
4.62 |
4.5% |
1.65 |
1.6% |
72% |
True |
False |
61,052 |
10 |
104.54 |
99.92 |
4.62 |
4.5% |
1.62 |
1.6% |
72% |
True |
False |
66,330 |
20 |
104.54 |
98.37 |
6.17 |
6.0% |
1.54 |
1.5% |
79% |
True |
False |
77,002 |
40 |
104.54 |
91.05 |
13.49 |
13.1% |
1.68 |
1.6% |
90% |
True |
False |
79,047 |
60 |
104.54 |
90.69 |
13.85 |
13.4% |
1.72 |
1.7% |
91% |
True |
False |
71,852 |
80 |
104.54 |
85.52 |
19.02 |
18.4% |
1.82 |
1.8% |
93% |
True |
False |
68,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.28 |
2.618 |
109.30 |
1.618 |
107.48 |
1.000 |
106.36 |
0.618 |
105.66 |
HIGH |
104.54 |
0.618 |
103.84 |
0.500 |
103.63 |
0.382 |
103.42 |
LOW |
102.72 |
0.618 |
101.60 |
1.000 |
100.90 |
1.618 |
99.78 |
2.618 |
97.96 |
4.250 |
94.99 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
103.63 |
102.90 |
PP |
103.50 |
102.56 |
S1 |
103.36 |
102.23 |
|