NYMEX Light Sweet Crude Oil Future November 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 |
103.06 |
105.30 |
2.24 |
2.2% |
102.80 |
| High |
105.36 |
106.18 |
0.82 |
0.8% |
106.18 |
| Low |
102.93 |
104.23 |
1.30 |
1.3% |
101.07 |
| Close |
105.32 |
104.76 |
-0.56 |
-0.5% |
104.76 |
| Range |
2.43 |
1.95 |
-0.48 |
-19.8% |
5.11 |
| ATR |
1.73 |
1.74 |
0.02 |
0.9% |
0.00 |
| Volume |
40,858 |
63,384 |
22,526 |
55.1% |
222,198 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.91 |
109.78 |
105.83 |
|
| R3 |
108.96 |
107.83 |
105.30 |
|
| R2 |
107.01 |
107.01 |
105.12 |
|
| R1 |
105.88 |
105.88 |
104.94 |
105.47 |
| PP |
105.06 |
105.06 |
105.06 |
104.85 |
| S1 |
103.93 |
103.93 |
104.58 |
103.52 |
| S2 |
103.11 |
103.11 |
104.40 |
|
| S3 |
101.16 |
101.98 |
104.22 |
|
| S4 |
99.21 |
100.03 |
103.69 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.33 |
117.16 |
107.57 |
|
| R3 |
114.22 |
112.05 |
106.17 |
|
| R2 |
109.11 |
109.11 |
105.70 |
|
| R1 |
106.94 |
106.94 |
105.23 |
108.03 |
| PP |
104.00 |
104.00 |
104.00 |
104.55 |
| S1 |
101.83 |
101.83 |
104.29 |
102.92 |
| S2 |
98.89 |
98.89 |
103.82 |
|
| S3 |
93.78 |
96.72 |
103.35 |
|
| S4 |
88.67 |
91.61 |
101.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.18 |
101.07 |
5.11 |
4.9% |
1.84 |
1.8% |
72% |
True |
False |
44,439 |
| 10 |
106.18 |
101.07 |
5.11 |
4.9% |
1.76 |
1.7% |
72% |
True |
False |
41,823 |
| 20 |
106.18 |
99.73 |
6.45 |
6.2% |
1.64 |
1.6% |
78% |
True |
False |
39,745 |
| 40 |
106.18 |
91.95 |
14.23 |
13.6% |
1.69 |
1.6% |
90% |
True |
False |
34,838 |
| 60 |
106.18 |
91.22 |
14.96 |
14.3% |
1.69 |
1.6% |
91% |
True |
False |
27,683 |
| 80 |
106.18 |
85.96 |
20.22 |
19.3% |
1.74 |
1.7% |
93% |
True |
False |
23,076 |
| 100 |
106.18 |
85.96 |
20.22 |
19.3% |
1.63 |
1.6% |
93% |
True |
False |
19,607 |
| 120 |
106.18 |
85.96 |
20.22 |
19.3% |
1.51 |
1.4% |
93% |
True |
False |
17,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.47 |
|
2.618 |
111.29 |
|
1.618 |
109.34 |
|
1.000 |
108.13 |
|
0.618 |
107.39 |
|
HIGH |
106.18 |
|
0.618 |
105.44 |
|
0.500 |
105.21 |
|
0.382 |
104.97 |
|
LOW |
104.23 |
|
0.618 |
103.02 |
|
1.000 |
102.28 |
|
1.618 |
101.07 |
|
2.618 |
99.12 |
|
4.250 |
95.94 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.21 |
104.38 |
| PP |
105.06 |
104.00 |
| S1 |
104.91 |
103.63 |
|