NYMEX Light Sweet Crude Oil Future December 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 |
101.45 |
101.26 |
-0.19 |
-0.2% |
103.03 |
| High |
101.90 |
101.29 |
-0.61 |
-0.6% |
103.38 |
| Low |
100.80 |
100.06 |
-0.74 |
-0.7% |
100.48 |
| Close |
101.41 |
100.49 |
-0.92 |
-0.9% |
101.42 |
| Range |
1.10 |
1.23 |
0.13 |
11.8% |
2.90 |
| ATR |
1.60 |
1.58 |
-0.02 |
-1.1% |
0.00 |
| Volume |
37,884 |
43,271 |
5,387 |
14.2% |
358,040 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.30 |
103.63 |
101.17 |
|
| R3 |
103.07 |
102.40 |
100.83 |
|
| R2 |
101.84 |
101.84 |
100.72 |
|
| R1 |
101.17 |
101.17 |
100.60 |
100.89 |
| PP |
100.61 |
100.61 |
100.61 |
100.48 |
| S1 |
99.94 |
99.94 |
100.38 |
99.66 |
| S2 |
99.38 |
99.38 |
100.26 |
|
| S3 |
98.15 |
98.71 |
100.15 |
|
| S4 |
96.92 |
97.48 |
99.81 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.46 |
108.84 |
103.02 |
|
| R3 |
107.56 |
105.94 |
102.22 |
|
| R2 |
104.66 |
104.66 |
101.95 |
|
| R1 |
103.04 |
103.04 |
101.69 |
102.40 |
| PP |
101.76 |
101.76 |
101.76 |
101.44 |
| S1 |
100.14 |
100.14 |
101.15 |
99.50 |
| S2 |
98.86 |
98.86 |
100.89 |
|
| S3 |
95.96 |
97.24 |
100.62 |
|
| S4 |
93.06 |
94.34 |
99.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.82 |
100.06 |
2.76 |
2.7% |
1.49 |
1.5% |
16% |
False |
True |
58,263 |
| 10 |
103.64 |
100.06 |
3.58 |
3.6% |
1.51 |
1.5% |
12% |
False |
True |
65,445 |
| 20 |
103.64 |
95.20 |
8.44 |
8.4% |
1.52 |
1.5% |
63% |
False |
False |
85,695 |
| 40 |
103.64 |
91.05 |
12.59 |
12.5% |
1.64 |
1.6% |
75% |
False |
False |
78,827 |
| 60 |
103.64 |
90.69 |
12.95 |
12.9% |
1.69 |
1.7% |
76% |
False |
False |
71,138 |
| 80 |
103.64 |
85.52 |
18.12 |
18.0% |
1.79 |
1.8% |
83% |
False |
False |
67,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.52 |
|
2.618 |
104.51 |
|
1.618 |
103.28 |
|
1.000 |
102.52 |
|
0.618 |
102.05 |
|
HIGH |
101.29 |
|
0.618 |
100.82 |
|
0.500 |
100.68 |
|
0.382 |
100.53 |
|
LOW |
100.06 |
|
0.618 |
99.30 |
|
1.000 |
98.83 |
|
1.618 |
98.07 |
|
2.618 |
96.84 |
|
4.250 |
94.83 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.68 |
100.98 |
| PP |
100.61 |
100.82 |
| S1 |
100.55 |
100.65 |
|