NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
102.18 |
101.45 |
-0.73 |
-0.7% |
100.10 |
| High |
102.93 |
102.24 |
-0.69 |
-0.7% |
102.93 |
| Low |
101.24 |
100.59 |
-0.65 |
-0.6% |
98.79 |
| Close |
101.74 |
101.70 |
-0.04 |
0.0% |
101.74 |
| Range |
1.69 |
1.65 |
-0.04 |
-2.4% |
4.14 |
| ATR |
1.43 |
1.45 |
0.02 |
1.1% |
0.00 |
| Volume |
23,838 |
17,429 |
-6,409 |
-26.9% |
84,094 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.46 |
105.73 |
102.61 |
|
| R3 |
104.81 |
104.08 |
102.15 |
|
| R2 |
103.16 |
103.16 |
102.00 |
|
| R1 |
102.43 |
102.43 |
101.85 |
102.80 |
| PP |
101.51 |
101.51 |
101.51 |
101.69 |
| S1 |
100.78 |
100.78 |
101.55 |
101.15 |
| S2 |
99.86 |
99.86 |
101.40 |
|
| S3 |
98.21 |
99.13 |
101.25 |
|
| S4 |
96.56 |
97.48 |
100.79 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.57 |
111.80 |
104.02 |
|
| R3 |
109.43 |
107.66 |
102.88 |
|
| R2 |
105.29 |
105.29 |
102.50 |
|
| R1 |
103.52 |
103.52 |
102.12 |
104.41 |
| PP |
101.15 |
101.15 |
101.15 |
101.60 |
| S1 |
99.38 |
99.38 |
101.36 |
100.27 |
| S2 |
97.01 |
97.01 |
100.98 |
|
| S3 |
92.87 |
95.24 |
100.60 |
|
| S4 |
88.73 |
91.10 |
99.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.93 |
98.79 |
4.14 |
4.1% |
1.60 |
1.6% |
70% |
False |
False |
17,939 |
| 10 |
102.93 |
98.79 |
4.14 |
4.1% |
1.46 |
1.4% |
70% |
False |
False |
16,846 |
| 20 |
102.93 |
97.47 |
5.46 |
5.4% |
1.33 |
1.3% |
77% |
False |
False |
19,843 |
| 40 |
102.93 |
90.40 |
12.53 |
12.3% |
1.38 |
1.4% |
90% |
False |
False |
16,565 |
| 60 |
102.93 |
90.35 |
12.58 |
12.4% |
1.42 |
1.4% |
90% |
False |
False |
12,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.25 |
|
2.618 |
106.56 |
|
1.618 |
104.91 |
|
1.000 |
103.89 |
|
0.618 |
103.26 |
|
HIGH |
102.24 |
|
0.618 |
101.61 |
|
0.500 |
101.42 |
|
0.382 |
101.22 |
|
LOW |
100.59 |
|
0.618 |
99.57 |
|
1.000 |
98.94 |
|
1.618 |
97.92 |
|
2.618 |
96.27 |
|
4.250 |
93.58 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.61 |
101.65 |
| PP |
101.51 |
101.61 |
| S1 |
101.42 |
101.56 |
|