NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
101.26 |
100.55 |
-0.71 |
-0.7% |
103.03 |
| High |
101.29 |
101.82 |
0.53 |
0.5% |
103.38 |
| Low |
100.06 |
99.92 |
-0.14 |
-0.1% |
100.48 |
| Close |
100.49 |
101.65 |
1.16 |
1.2% |
101.42 |
| Range |
1.23 |
1.90 |
0.67 |
54.5% |
2.90 |
| ATR |
1.58 |
1.60 |
0.02 |
1.5% |
0.00 |
| Volume |
43,271 |
71,844 |
28,573 |
66.0% |
358,040 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.83 |
106.14 |
102.70 |
|
| R3 |
104.93 |
104.24 |
102.17 |
|
| R2 |
103.03 |
103.03 |
102.00 |
|
| R1 |
102.34 |
102.34 |
101.82 |
102.69 |
| PP |
101.13 |
101.13 |
101.13 |
101.30 |
| S1 |
100.44 |
100.44 |
101.48 |
100.79 |
| S2 |
99.23 |
99.23 |
101.30 |
|
| S3 |
97.33 |
98.54 |
101.13 |
|
| S4 |
95.43 |
96.64 |
100.61 |
|
|
| 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 |
102.03 |
99.92 |
2.11 |
2.1% |
1.41 |
1.4% |
82% |
False |
True |
58,855 |
| 10 |
103.64 |
99.92 |
3.72 |
3.7% |
1.56 |
1.5% |
47% |
False |
True |
66,143 |
| 20 |
103.64 |
96.48 |
7.16 |
7.0% |
1.55 |
1.5% |
72% |
False |
False |
84,549 |
| 40 |
103.64 |
91.05 |
12.59 |
12.4% |
1.64 |
1.6% |
84% |
False |
False |
78,838 |
| 60 |
103.64 |
90.69 |
12.95 |
12.7% |
1.69 |
1.7% |
85% |
False |
False |
71,068 |
| 80 |
103.64 |
85.52 |
18.12 |
17.8% |
1.80 |
1.8% |
89% |
False |
False |
67,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.90 |
|
2.618 |
106.79 |
|
1.618 |
104.89 |
|
1.000 |
103.72 |
|
0.618 |
102.99 |
|
HIGH |
101.82 |
|
0.618 |
101.09 |
|
0.500 |
100.87 |
|
0.382 |
100.65 |
|
LOW |
99.92 |
|
0.618 |
98.75 |
|
1.000 |
98.02 |
|
1.618 |
96.85 |
|
2.618 |
94.95 |
|
4.250 |
91.85 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.39 |
101.40 |
| PP |
101.13 |
101.16 |
| S1 |
100.87 |
100.91 |
|