NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
103.99 |
103.87 |
-0.12 |
-0.1% |
106.15 |
| High |
104.61 |
103.87 |
-0.74 |
-0.7% |
106.82 |
| Low |
103.25 |
102.10 |
-1.15 |
-1.1% |
103.07 |
| Close |
103.90 |
102.50 |
-1.40 |
-1.3% |
104.01 |
| Range |
1.36 |
1.77 |
0.41 |
30.1% |
3.75 |
| ATR |
1.82 |
1.81 |
0.00 |
-0.1% |
0.00 |
| Volume |
65,974 |
72,792 |
6,818 |
10.3% |
354,959 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.13 |
107.09 |
103.47 |
|
| R3 |
106.36 |
105.32 |
102.99 |
|
| R2 |
104.59 |
104.59 |
102.82 |
|
| R1 |
103.55 |
103.55 |
102.66 |
103.19 |
| PP |
102.82 |
102.82 |
102.82 |
102.64 |
| S1 |
101.78 |
101.78 |
102.34 |
101.42 |
| S2 |
101.05 |
101.05 |
102.18 |
|
| S3 |
99.28 |
100.01 |
102.01 |
|
| S4 |
97.51 |
98.24 |
101.53 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.88 |
113.70 |
106.07 |
|
| R3 |
112.13 |
109.95 |
105.04 |
|
| R2 |
108.38 |
108.38 |
104.70 |
|
| R1 |
106.20 |
106.20 |
104.35 |
105.42 |
| PP |
104.63 |
104.63 |
104.63 |
104.24 |
| S1 |
102.45 |
102.45 |
103.67 |
101.67 |
| S2 |
100.88 |
100.88 |
103.32 |
|
| S3 |
97.13 |
98.70 |
102.98 |
|
| S4 |
93.38 |
94.95 |
101.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.02 |
102.10 |
3.92 |
3.8% |
1.77 |
1.7% |
10% |
False |
True |
71,256 |
| 10 |
107.05 |
102.10 |
4.95 |
4.8% |
1.78 |
1.7% |
8% |
False |
True |
64,202 |
| 20 |
107.05 |
96.81 |
10.24 |
10.0% |
1.83 |
1.8% |
56% |
False |
False |
71,501 |
| 40 |
107.05 |
92.24 |
14.81 |
14.4% |
1.80 |
1.8% |
69% |
False |
False |
55,173 |
| 60 |
107.05 |
91.54 |
15.51 |
15.1% |
1.79 |
1.7% |
71% |
False |
False |
43,259 |
| 80 |
107.05 |
86.47 |
20.58 |
20.1% |
1.83 |
1.8% |
78% |
False |
False |
35,791 |
| 100 |
107.05 |
86.47 |
20.58 |
20.1% |
1.72 |
1.7% |
78% |
False |
False |
30,232 |
| 120 |
107.05 |
86.47 |
20.58 |
20.1% |
1.62 |
1.6% |
78% |
False |
False |
26,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.39 |
|
2.618 |
108.50 |
|
1.618 |
106.73 |
|
1.000 |
105.64 |
|
0.618 |
104.96 |
|
HIGH |
103.87 |
|
0.618 |
103.19 |
|
0.500 |
102.99 |
|
0.382 |
102.78 |
|
LOW |
102.10 |
|
0.618 |
101.01 |
|
1.000 |
100.33 |
|
1.618 |
99.24 |
|
2.618 |
97.47 |
|
4.250 |
94.58 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.99 |
103.37 |
| PP |
102.82 |
103.08 |
| S1 |
102.66 |
102.79 |
|