NYMEX Light Sweet Crude Oil Future July 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 |
95.87 |
95.03 |
-0.84 |
-0.9% |
94.58 |
| High |
95.87 |
95.98 |
0.11 |
0.1% |
95.99 |
| Low |
95.43 |
95.03 |
-0.40 |
-0.4% |
93.82 |
| Close |
95.84 |
95.98 |
0.14 |
0.1% |
95.84 |
| Range |
0.44 |
0.95 |
0.51 |
115.9% |
2.17 |
| ATR |
0.76 |
0.77 |
0.01 |
1.8% |
0.00 |
| Volume |
3,432 |
2,143 |
-1,289 |
-37.6% |
8,273 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.51 |
98.20 |
96.50 |
|
| R3 |
97.56 |
97.25 |
96.24 |
|
| R2 |
96.61 |
96.61 |
96.15 |
|
| R1 |
96.30 |
96.30 |
96.07 |
96.46 |
| PP |
95.66 |
95.66 |
95.66 |
95.74 |
| S1 |
95.35 |
95.35 |
95.89 |
95.51 |
| S2 |
94.71 |
94.71 |
95.81 |
|
| S3 |
93.76 |
94.40 |
95.72 |
|
| S4 |
92.81 |
93.45 |
95.46 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.73 |
100.95 |
97.03 |
|
| R3 |
99.56 |
98.78 |
96.44 |
|
| R2 |
97.39 |
97.39 |
96.24 |
|
| R1 |
96.61 |
96.61 |
96.04 |
97.00 |
| PP |
95.22 |
95.22 |
95.22 |
95.41 |
| S1 |
94.44 |
94.44 |
95.64 |
94.83 |
| S2 |
93.05 |
93.05 |
95.44 |
|
| S3 |
90.88 |
92.27 |
95.24 |
|
| S4 |
88.71 |
90.10 |
94.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.99 |
93.82 |
2.17 |
2.3% |
0.71 |
0.7% |
100% |
False |
False |
1,868 |
| 10 |
95.99 |
93.82 |
2.17 |
2.3% |
0.70 |
0.7% |
100% |
False |
False |
2,087 |
| 20 |
95.99 |
93.46 |
2.53 |
2.6% |
0.56 |
0.6% |
100% |
False |
False |
2,866 |
| 40 |
95.99 |
88.01 |
7.98 |
8.3% |
0.44 |
0.5% |
100% |
False |
False |
2,873 |
| 60 |
95.99 |
88.01 |
7.98 |
8.3% |
0.48 |
0.5% |
100% |
False |
False |
2,696 |
| 80 |
95.99 |
84.98 |
11.01 |
11.5% |
0.36 |
0.4% |
100% |
False |
False |
2,218 |
| 100 |
95.99 |
84.98 |
11.01 |
11.5% |
0.29 |
0.3% |
100% |
False |
False |
1,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.02 |
|
2.618 |
98.47 |
|
1.618 |
97.52 |
|
1.000 |
96.93 |
|
0.618 |
96.57 |
|
HIGH |
95.98 |
|
0.618 |
95.62 |
|
0.500 |
95.51 |
|
0.382 |
95.39 |
|
LOW |
95.03 |
|
0.618 |
94.44 |
|
1.000 |
94.08 |
|
1.618 |
93.49 |
|
2.618 |
92.54 |
|
4.250 |
90.99 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.82 |
95.82 |
| PP |
95.66 |
95.67 |
| S1 |
95.51 |
95.51 |
|