NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
106.12 |
105.83 |
-0.29 |
-0.3% |
103.99 |
| High |
106.93 |
106.55 |
-0.38 |
-0.4% |
107.85 |
| Low |
104.95 |
104.31 |
-0.64 |
-0.6% |
102.10 |
| Close |
105.90 |
104.76 |
-1.14 |
-1.1% |
106.24 |
| Range |
1.98 |
2.24 |
0.26 |
13.1% |
5.75 |
| ATR |
1.94 |
1.96 |
0.02 |
1.1% |
0.00 |
| Volume |
79,830 |
61,963 |
-17,867 |
-22.4% |
420,430 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.93 |
110.58 |
105.99 |
|
| R3 |
109.69 |
108.34 |
105.38 |
|
| R2 |
107.45 |
107.45 |
105.17 |
|
| R1 |
106.10 |
106.10 |
104.97 |
105.66 |
| PP |
105.21 |
105.21 |
105.21 |
104.98 |
| S1 |
103.86 |
103.86 |
104.55 |
103.42 |
| S2 |
102.97 |
102.97 |
104.35 |
|
| S3 |
100.73 |
101.62 |
104.14 |
|
| S4 |
98.49 |
99.38 |
103.53 |
|
|
| 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 |
102.22 |
5.63 |
5.4% |
2.30 |
2.2% |
45% |
False |
False |
84,691 |
| 10 |
107.85 |
102.10 |
5.75 |
5.5% |
2.04 |
1.9% |
46% |
False |
False |
77,973 |
| 20 |
107.85 |
102.10 |
5.75 |
5.5% |
1.90 |
1.8% |
46% |
False |
False |
69,407 |
| 40 |
107.85 |
92.24 |
15.61 |
14.9% |
1.90 |
1.8% |
80% |
False |
False |
61,570 |
| 60 |
107.85 |
91.54 |
16.31 |
15.6% |
1.84 |
1.8% |
81% |
False |
False |
48,570 |
| 80 |
107.85 |
86.47 |
21.38 |
20.4% |
1.88 |
1.8% |
86% |
False |
False |
40,490 |
| 100 |
107.85 |
86.47 |
21.38 |
20.4% |
1.78 |
1.7% |
86% |
False |
False |
34,066 |
| 120 |
107.85 |
86.47 |
21.38 |
20.4% |
1.67 |
1.6% |
86% |
False |
False |
29,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.07 |
|
2.618 |
112.41 |
|
1.618 |
110.17 |
|
1.000 |
108.79 |
|
0.618 |
107.93 |
|
HIGH |
106.55 |
|
0.618 |
105.69 |
|
0.500 |
105.43 |
|
0.382 |
105.17 |
|
LOW |
104.31 |
|
0.618 |
102.93 |
|
1.000 |
102.07 |
|
1.618 |
100.69 |
|
2.618 |
98.45 |
|
4.250 |
94.79 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.43 |
106.08 |
| PP |
105.21 |
105.64 |
| S1 |
104.98 |
105.20 |
|