NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
104.57 |
106.15 |
1.58 |
1.5% |
96.58 |
| High |
106.66 |
107.45 |
0.79 |
0.7% |
103.68 |
| Low |
104.21 |
104.31 |
0.10 |
0.1% |
96.07 |
| Close |
106.52 |
104.91 |
-1.61 |
-1.5% |
103.22 |
| Range |
2.45 |
3.14 |
0.69 |
28.2% |
7.61 |
| ATR |
2.21 |
2.28 |
0.07 |
3.0% |
0.00 |
| Volume |
404,821 |
316,730 |
-88,091 |
-21.8% |
1,124,251 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.98 |
113.08 |
106.64 |
|
| R3 |
111.84 |
109.94 |
105.77 |
|
| R2 |
108.70 |
108.70 |
105.49 |
|
| R1 |
106.80 |
106.80 |
105.20 |
106.18 |
| PP |
105.56 |
105.56 |
105.56 |
105.25 |
| S1 |
103.66 |
103.66 |
104.62 |
103.04 |
| S2 |
102.42 |
102.42 |
104.33 |
|
| S3 |
99.28 |
100.52 |
104.05 |
|
| S4 |
96.14 |
97.38 |
103.18 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.82 |
121.13 |
107.41 |
|
| R3 |
116.21 |
113.52 |
105.31 |
|
| R2 |
108.60 |
108.60 |
104.62 |
|
| R1 |
105.91 |
105.91 |
103.92 |
107.26 |
| PP |
100.99 |
100.99 |
100.99 |
101.66 |
| S1 |
98.30 |
98.30 |
102.52 |
99.65 |
| S2 |
93.38 |
93.38 |
101.82 |
|
| S3 |
85.77 |
90.69 |
101.13 |
|
| S4 |
78.16 |
83.08 |
99.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.45 |
100.71 |
6.74 |
6.4% |
2.60 |
2.5% |
62% |
True |
False |
303,290 |
| 10 |
107.45 |
95.35 |
12.10 |
11.5% |
2.34 |
2.2% |
79% |
True |
False |
290,159 |
| 20 |
107.45 |
92.67 |
14.78 |
14.1% |
2.20 |
2.1% |
83% |
True |
False |
263,757 |
| 40 |
107.45 |
91.50 |
15.95 |
15.2% |
2.08 |
2.0% |
84% |
True |
False |
169,540 |
| 60 |
107.45 |
86.29 |
21.16 |
20.2% |
2.08 |
2.0% |
88% |
True |
False |
129,108 |
| 80 |
107.45 |
86.29 |
21.16 |
20.2% |
1.99 |
1.9% |
88% |
True |
False |
102,558 |
| 100 |
107.45 |
86.29 |
21.16 |
20.2% |
1.87 |
1.8% |
88% |
True |
False |
85,022 |
| 120 |
107.45 |
86.29 |
21.16 |
20.2% |
1.75 |
1.7% |
88% |
True |
False |
73,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.80 |
|
2.618 |
115.67 |
|
1.618 |
112.53 |
|
1.000 |
110.59 |
|
0.618 |
109.39 |
|
HIGH |
107.45 |
|
0.618 |
106.25 |
|
0.500 |
105.88 |
|
0.382 |
105.51 |
|
LOW |
104.31 |
|
0.618 |
102.37 |
|
1.000 |
101.17 |
|
1.618 |
99.23 |
|
2.618 |
96.09 |
|
4.250 |
90.97 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.88 |
104.90 |
| PP |
105.56 |
104.89 |
| S1 |
105.23 |
104.88 |
|