NYMEX Light Sweet Crude Oil Future December 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 |
103.02 |
102.40 |
-0.62 |
-0.6% |
101.45 |
High |
103.58 |
102.40 |
-1.18 |
-1.1% |
104.54 |
Low |
101.65 |
101.15 |
-0.50 |
-0.5% |
99.92 |
Close |
102.11 |
101.49 |
-0.62 |
-0.6% |
103.23 |
Range |
1.93 |
1.25 |
-0.68 |
-35.2% |
4.62 |
ATR |
1.69 |
1.66 |
-0.03 |
-1.9% |
0.00 |
Volume |
44,260 |
54,230 |
9,970 |
22.5% |
305,260 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.43 |
104.71 |
102.18 |
|
R3 |
104.18 |
103.46 |
101.83 |
|
R2 |
102.93 |
102.93 |
101.72 |
|
R1 |
102.21 |
102.21 |
101.60 |
101.95 |
PP |
101.68 |
101.68 |
101.68 |
101.55 |
S1 |
100.96 |
100.96 |
101.38 |
100.70 |
S2 |
100.43 |
100.43 |
101.26 |
|
S3 |
99.18 |
99.71 |
101.15 |
|
S4 |
97.93 |
98.46 |
100.80 |
|
|
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 |
101.15 |
3.39 |
3.3% |
1.81 |
1.8% |
10% |
False |
True |
62,552 |
10 |
104.54 |
99.92 |
4.62 |
4.6% |
1.61 |
1.6% |
34% |
False |
False |
60,703 |
20 |
104.54 |
99.83 |
4.71 |
4.6% |
1.59 |
1.6% |
35% |
False |
False |
72,442 |
40 |
104.54 |
91.05 |
13.49 |
13.3% |
1.68 |
1.7% |
77% |
False |
False |
76,600 |
60 |
104.54 |
90.69 |
13.85 |
13.6% |
1.72 |
1.7% |
78% |
False |
False |
71,283 |
80 |
104.54 |
85.52 |
19.02 |
18.7% |
1.79 |
1.8% |
84% |
False |
False |
68,655 |
100 |
104.54 |
85.52 |
19.02 |
18.7% |
1.76 |
1.7% |
84% |
False |
False |
64,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.71 |
2.618 |
105.67 |
1.618 |
104.42 |
1.000 |
103.65 |
0.618 |
103.17 |
HIGH |
102.40 |
0.618 |
101.92 |
0.500 |
101.78 |
0.382 |
101.63 |
LOW |
101.15 |
0.618 |
100.38 |
1.000 |
99.90 |
1.618 |
99.13 |
2.618 |
97.88 |
4.250 |
95.84 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
101.78 |
102.47 |
PP |
101.68 |
102.14 |
S1 |
101.59 |
101.82 |
|