NYMEX Light Sweet Crude Oil Future December 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 |
103.75 |
103.11 |
-0.64 |
-0.6% |
101.45 |
High |
104.54 |
103.79 |
-0.75 |
-0.7% |
104.54 |
Low |
102.72 |
101.96 |
-0.76 |
-0.7% |
99.92 |
Close |
103.23 |
103.08 |
-0.15 |
-0.1% |
103.23 |
Range |
1.82 |
1.83 |
0.01 |
0.5% |
4.62 |
ATR |
1.66 |
1.67 |
0.01 |
0.7% |
0.00 |
Volume |
89,870 |
62,009 |
-27,861 |
-31.0% |
305,260 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.43 |
107.59 |
104.09 |
|
R3 |
106.60 |
105.76 |
103.58 |
|
R2 |
104.77 |
104.77 |
103.42 |
|
R1 |
103.93 |
103.93 |
103.25 |
103.44 |
PP |
102.94 |
102.94 |
102.94 |
102.70 |
S1 |
102.10 |
102.10 |
102.91 |
101.61 |
S2 |
101.11 |
101.11 |
102.74 |
|
S3 |
99.28 |
100.27 |
102.58 |
|
S4 |
97.45 |
98.44 |
102.07 |
|
|
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% |
1.80 |
1.7% |
68% |
False |
False |
65,877 |
10 |
104.54 |
99.92 |
4.62 |
4.5% |
1.66 |
1.6% |
68% |
False |
False |
63,862 |
20 |
104.54 |
98.69 |
5.85 |
5.7% |
1.56 |
1.5% |
75% |
False |
False |
76,564 |
40 |
104.54 |
91.05 |
13.49 |
13.1% |
1.66 |
1.6% |
89% |
False |
False |
78,401 |
60 |
104.54 |
90.69 |
13.85 |
13.4% |
1.73 |
1.7% |
89% |
False |
False |
71,841 |
80 |
104.54 |
85.52 |
19.02 |
18.5% |
1.82 |
1.8% |
92% |
False |
False |
68,986 |
100 |
104.54 |
85.52 |
19.02 |
18.5% |
1.74 |
1.7% |
92% |
False |
False |
64,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.57 |
2.618 |
108.58 |
1.618 |
106.75 |
1.000 |
105.62 |
0.618 |
104.92 |
HIGH |
103.79 |
0.618 |
103.09 |
0.500 |
102.88 |
0.382 |
102.66 |
LOW |
101.96 |
0.618 |
100.83 |
1.000 |
100.13 |
1.618 |
99.00 |
2.618 |
97.17 |
4.250 |
94.18 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
103.01 |
103.07 |
PP |
102.94 |
103.05 |
S1 |
102.88 |
103.04 |
|