NYMEX Light Sweet Crude Oil Future December 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 |
103.11 |
103.02 |
-0.09 |
-0.1% |
101.45 |
| High |
103.79 |
103.58 |
-0.21 |
-0.2% |
104.54 |
| Low |
101.96 |
101.65 |
-0.31 |
-0.3% |
99.92 |
| Close |
103.08 |
102.11 |
-0.97 |
-0.9% |
103.23 |
| Range |
1.83 |
1.93 |
0.10 |
5.5% |
4.62 |
| ATR |
1.67 |
1.69 |
0.02 |
1.1% |
0.00 |
| Volume |
62,009 |
44,260 |
-17,749 |
-28.6% |
305,260 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.24 |
107.10 |
103.17 |
|
| R3 |
106.31 |
105.17 |
102.64 |
|
| R2 |
104.38 |
104.38 |
102.46 |
|
| R1 |
103.24 |
103.24 |
102.29 |
102.85 |
| PP |
102.45 |
102.45 |
102.45 |
102.25 |
| S1 |
101.31 |
101.31 |
101.93 |
100.92 |
| S2 |
100.52 |
100.52 |
101.76 |
|
| S3 |
98.59 |
99.38 |
101.58 |
|
| S4 |
96.66 |
97.45 |
101.05 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.42 |
114.45 |
105.77 |
|
| R3 |
111.80 |
109.83 |
104.50 |
|
| R2 |
107.18 |
107.18 |
104.08 |
|
| R1 |
105.21 |
105.21 |
103.65 |
106.20 |
| PP |
102.56 |
102.56 |
102.56 |
103.06 |
| S1 |
100.59 |
100.59 |
102.81 |
101.58 |
| S2 |
97.94 |
97.94 |
102.38 |
|
| S3 |
93.32 |
95.97 |
101.96 |
|
| S4 |
88.70 |
91.35 |
100.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.54 |
99.92 |
4.62 |
4.5% |
1.94 |
1.9% |
47% |
False |
False |
66,074 |
| 10 |
104.54 |
99.92 |
4.62 |
4.5% |
1.71 |
1.7% |
47% |
False |
False |
62,169 |
| 20 |
104.54 |
99.41 |
5.13 |
5.0% |
1.59 |
1.6% |
53% |
False |
False |
73,865 |
| 40 |
104.54 |
91.05 |
13.49 |
13.2% |
1.69 |
1.7% |
82% |
False |
False |
76,695 |
| 60 |
104.54 |
90.69 |
13.85 |
13.6% |
1.72 |
1.7% |
82% |
False |
False |
71,541 |
| 80 |
104.54 |
85.52 |
19.02 |
18.6% |
1.82 |
1.8% |
87% |
False |
False |
69,002 |
| 100 |
104.54 |
85.52 |
19.02 |
18.6% |
1.75 |
1.7% |
87% |
False |
False |
64,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.78 |
|
2.618 |
108.63 |
|
1.618 |
106.70 |
|
1.000 |
105.51 |
|
0.618 |
104.77 |
|
HIGH |
103.58 |
|
0.618 |
102.84 |
|
0.500 |
102.62 |
|
0.382 |
102.39 |
|
LOW |
101.65 |
|
0.618 |
100.46 |
|
1.000 |
99.72 |
|
1.618 |
98.53 |
|
2.618 |
96.60 |
|
4.250 |
93.45 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.62 |
103.10 |
| PP |
102.45 |
102.77 |
| S1 |
102.28 |
102.44 |
|