NYMEX Light Sweet Crude Oil Future June 2014
| 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 |
95.80 |
97.12 |
1.32 |
1.4% |
95.37 |
| High |
96.91 |
97.31 |
0.40 |
0.4% |
97.31 |
| Low |
95.57 |
96.16 |
0.59 |
0.6% |
94.46 |
| Close |
96.83 |
96.64 |
-0.19 |
-0.2% |
96.64 |
| Range |
1.34 |
1.15 |
-0.19 |
-14.2% |
2.85 |
| ATR |
1.15 |
1.15 |
0.00 |
0.0% |
0.00 |
| Volume |
13,063 |
27,199 |
14,136 |
108.2% |
77,444 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.15 |
99.55 |
97.27 |
|
| R3 |
99.00 |
98.40 |
96.96 |
|
| R2 |
97.85 |
97.85 |
96.85 |
|
| R1 |
97.25 |
97.25 |
96.75 |
96.98 |
| PP |
96.70 |
96.70 |
96.70 |
96.57 |
| S1 |
96.10 |
96.10 |
96.53 |
95.83 |
| S2 |
95.55 |
95.55 |
96.43 |
|
| S3 |
94.40 |
94.95 |
96.32 |
|
| S4 |
93.25 |
93.80 |
96.01 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.69 |
103.51 |
98.21 |
|
| R3 |
101.84 |
100.66 |
97.42 |
|
| R2 |
98.99 |
98.99 |
97.16 |
|
| R1 |
97.81 |
97.81 |
96.90 |
98.40 |
| PP |
96.14 |
96.14 |
96.14 |
96.43 |
| S1 |
94.96 |
94.96 |
96.38 |
95.55 |
| S2 |
93.29 |
93.29 |
96.12 |
|
| S3 |
90.44 |
92.11 |
95.86 |
|
| S4 |
87.59 |
89.26 |
95.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.31 |
94.46 |
2.85 |
2.9% |
1.07 |
1.1% |
76% |
True |
False |
15,488 |
| 10 |
97.31 |
94.46 |
2.85 |
2.9% |
1.08 |
1.1% |
76% |
True |
False |
18,449 |
| 20 |
97.31 |
93.43 |
3.88 |
4.0% |
0.99 |
1.0% |
83% |
True |
False |
22,768 |
| 40 |
97.31 |
88.11 |
9.20 |
9.5% |
1.19 |
1.2% |
93% |
True |
False |
22,119 |
| 60 |
97.31 |
88.11 |
9.20 |
9.5% |
1.25 |
1.3% |
93% |
True |
False |
19,386 |
| 80 |
97.31 |
84.84 |
12.47 |
12.9% |
1.33 |
1.4% |
95% |
True |
False |
17,031 |
| 100 |
97.31 |
84.84 |
12.47 |
12.9% |
1.25 |
1.3% |
95% |
True |
False |
15,545 |
| 120 |
97.31 |
84.84 |
12.47 |
12.9% |
1.19 |
1.2% |
95% |
True |
False |
14,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.20 |
|
2.618 |
100.32 |
|
1.618 |
99.17 |
|
1.000 |
98.46 |
|
0.618 |
98.02 |
|
HIGH |
97.31 |
|
0.618 |
96.87 |
|
0.500 |
96.74 |
|
0.382 |
96.60 |
|
LOW |
96.16 |
|
0.618 |
95.45 |
|
1.000 |
95.01 |
|
1.618 |
94.30 |
|
2.618 |
93.15 |
|
4.250 |
91.27 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.74 |
96.39 |
| PP |
96.70 |
96.14 |
| S1 |
96.67 |
95.89 |
|