NYMEX Light Sweet Crude Oil Future July 2014
| 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 |
95.66 |
95.87 |
0.21 |
0.2% |
94.58 |
| High |
95.99 |
95.87 |
-0.12 |
-0.1% |
95.99 |
| Low |
95.60 |
95.43 |
-0.17 |
-0.2% |
93.82 |
| Close |
95.99 |
95.84 |
-0.15 |
-0.2% |
95.84 |
| Range |
0.39 |
0.44 |
0.05 |
12.8% |
2.17 |
| ATR |
0.78 |
0.76 |
-0.02 |
-2.0% |
0.00 |
| Volume |
1,925 |
3,432 |
1,507 |
78.3% |
8,273 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.03 |
96.88 |
96.08 |
|
| R3 |
96.59 |
96.44 |
95.96 |
|
| R2 |
96.15 |
96.15 |
95.92 |
|
| R1 |
96.00 |
96.00 |
95.88 |
95.86 |
| PP |
95.71 |
95.71 |
95.71 |
95.64 |
| S1 |
95.56 |
95.56 |
95.80 |
95.42 |
| S2 |
95.27 |
95.27 |
95.76 |
|
| S3 |
94.83 |
95.12 |
95.72 |
|
| S4 |
94.39 |
94.68 |
95.60 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.73 |
100.95 |
97.03 |
|
| R3 |
99.56 |
98.78 |
96.44 |
|
| R2 |
97.39 |
97.39 |
96.24 |
|
| R1 |
96.61 |
96.61 |
96.04 |
97.00 |
| PP |
95.22 |
95.22 |
95.22 |
95.41 |
| S1 |
94.44 |
94.44 |
95.64 |
94.83 |
| S2 |
93.05 |
93.05 |
95.44 |
|
| S3 |
90.88 |
92.27 |
95.24 |
|
| S4 |
88.71 |
90.10 |
94.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.99 |
93.82 |
2.17 |
2.3% |
0.66 |
0.7% |
93% |
False |
False |
1,654 |
| 10 |
95.99 |
93.82 |
2.17 |
2.3% |
0.64 |
0.7% |
93% |
False |
False |
2,156 |
| 20 |
95.99 |
92.95 |
3.04 |
3.2% |
0.55 |
0.6% |
95% |
False |
False |
2,856 |
| 40 |
95.99 |
88.01 |
7.98 |
8.3% |
0.42 |
0.4% |
98% |
False |
False |
3,029 |
| 60 |
95.99 |
88.01 |
7.98 |
8.3% |
0.46 |
0.5% |
98% |
False |
False |
2,691 |
| 80 |
95.99 |
84.98 |
11.01 |
11.5% |
0.35 |
0.4% |
99% |
False |
False |
2,194 |
| 100 |
95.99 |
84.98 |
11.01 |
11.5% |
0.28 |
0.3% |
99% |
False |
False |
1,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.74 |
|
2.618 |
97.02 |
|
1.618 |
96.58 |
|
1.000 |
96.31 |
|
0.618 |
96.14 |
|
HIGH |
95.87 |
|
0.618 |
95.70 |
|
0.500 |
95.65 |
|
0.382 |
95.60 |
|
LOW |
95.43 |
|
0.618 |
95.16 |
|
1.000 |
94.99 |
|
1.618 |
94.72 |
|
2.618 |
94.28 |
|
4.250 |
93.56 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.78 |
95.53 |
| PP |
95.71 |
95.22 |
| S1 |
95.65 |
94.91 |
|