NYMEX Light Sweet Crude Oil Future October 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 |
104.49 |
106.80 |
2.31 |
2.2% |
103.99 |
| High |
107.03 |
107.85 |
0.82 |
0.8% |
107.85 |
| Low |
104.25 |
105.70 |
1.45 |
1.4% |
102.10 |
| Close |
106.93 |
106.24 |
-0.69 |
-0.6% |
106.24 |
| Range |
2.78 |
2.15 |
-0.63 |
-22.7% |
5.75 |
| ATR |
1.92 |
1.94 |
0.02 |
0.9% |
0.00 |
| Volume |
88,746 |
109,795 |
21,049 |
23.7% |
420,430 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.05 |
111.79 |
107.42 |
|
| R3 |
110.90 |
109.64 |
106.83 |
|
| R2 |
108.75 |
108.75 |
106.63 |
|
| R1 |
107.49 |
107.49 |
106.44 |
107.05 |
| PP |
106.60 |
106.60 |
106.60 |
106.37 |
| S1 |
105.34 |
105.34 |
106.04 |
104.90 |
| S2 |
104.45 |
104.45 |
105.85 |
|
| S3 |
102.30 |
103.19 |
105.65 |
|
| S4 |
100.15 |
101.04 |
105.06 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.65 |
120.19 |
109.40 |
|
| R3 |
116.90 |
114.44 |
107.82 |
|
| R2 |
111.15 |
111.15 |
107.29 |
|
| R1 |
108.69 |
108.69 |
106.77 |
109.92 |
| PP |
105.40 |
105.40 |
105.40 |
106.01 |
| S1 |
102.94 |
102.94 |
105.71 |
104.17 |
| S2 |
99.65 |
99.65 |
105.19 |
|
| S3 |
93.90 |
97.19 |
104.66 |
|
| S4 |
88.15 |
91.44 |
103.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.85 |
102.10 |
5.75 |
5.4% |
2.08 |
2.0% |
72% |
True |
False |
84,086 |
| 10 |
107.85 |
102.10 |
5.75 |
5.4% |
1.97 |
1.9% |
72% |
True |
False |
77,538 |
| 20 |
107.85 |
100.93 |
6.92 |
6.5% |
1.85 |
1.7% |
77% |
True |
False |
68,160 |
| 40 |
107.85 |
92.24 |
15.61 |
14.7% |
1.88 |
1.8% |
90% |
True |
False |
59,762 |
| 60 |
107.85 |
91.54 |
16.31 |
15.4% |
1.84 |
1.7% |
90% |
True |
False |
47,019 |
| 80 |
107.85 |
86.47 |
21.38 |
20.1% |
1.87 |
1.8% |
92% |
True |
False |
38,957 |
| 100 |
107.85 |
86.47 |
21.38 |
20.1% |
1.76 |
1.7% |
92% |
True |
False |
32,831 |
| 120 |
107.85 |
86.47 |
21.38 |
20.1% |
1.65 |
1.6% |
92% |
True |
False |
28,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.99 |
|
2.618 |
113.48 |
|
1.618 |
111.33 |
|
1.000 |
110.00 |
|
0.618 |
109.18 |
|
HIGH |
107.85 |
|
0.618 |
107.03 |
|
0.500 |
106.78 |
|
0.382 |
106.52 |
|
LOW |
105.70 |
|
0.618 |
104.37 |
|
1.000 |
103.55 |
|
1.618 |
102.22 |
|
2.618 |
100.07 |
|
4.250 |
96.56 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.78 |
105.84 |
| PP |
106.60 |
105.44 |
| S1 |
106.42 |
105.04 |
|