NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
106.15 |
104.58 |
-1.57 |
-1.5% |
103.95 |
| High |
107.45 |
106.33 |
-1.12 |
-1.0% |
107.45 |
| Low |
104.31 |
104.36 |
0.05 |
0.0% |
102.13 |
| Close |
104.91 |
105.95 |
1.04 |
1.0% |
105.95 |
| Range |
3.14 |
1.97 |
-1.17 |
-37.3% |
5.32 |
| ATR |
2.28 |
2.26 |
-0.02 |
-1.0% |
0.00 |
| Volume |
316,730 |
234,756 |
-81,974 |
-25.9% |
1,495,179 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.46 |
110.67 |
107.03 |
|
| R3 |
109.49 |
108.70 |
106.49 |
|
| R2 |
107.52 |
107.52 |
106.31 |
|
| R1 |
106.73 |
106.73 |
106.13 |
107.13 |
| PP |
105.55 |
105.55 |
105.55 |
105.74 |
| S1 |
104.76 |
104.76 |
105.77 |
105.16 |
| S2 |
103.58 |
103.58 |
105.59 |
|
| S3 |
101.61 |
102.79 |
105.41 |
|
| S4 |
99.64 |
100.82 |
104.87 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.14 |
118.86 |
108.88 |
|
| R3 |
115.82 |
113.54 |
107.41 |
|
| R2 |
110.50 |
110.50 |
106.93 |
|
| R1 |
108.22 |
108.22 |
106.44 |
109.36 |
| PP |
105.18 |
105.18 |
105.18 |
105.75 |
| S1 |
102.90 |
102.90 |
105.46 |
104.04 |
| S2 |
99.86 |
99.86 |
104.97 |
|
| S3 |
94.54 |
97.58 |
104.49 |
|
| S4 |
89.22 |
92.26 |
103.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.45 |
102.13 |
5.32 |
5.0% |
2.40 |
2.3% |
72% |
False |
False |
299,035 |
| 10 |
107.45 |
96.07 |
11.38 |
10.7% |
2.34 |
2.2% |
87% |
False |
False |
286,703 |
| 20 |
107.45 |
92.67 |
14.78 |
13.9% |
2.20 |
2.1% |
90% |
False |
False |
269,839 |
| 40 |
107.45 |
91.50 |
15.95 |
15.1% |
2.07 |
2.0% |
91% |
False |
False |
173,980 |
| 60 |
107.45 |
86.29 |
21.16 |
20.0% |
2.06 |
1.9% |
93% |
False |
False |
132,511 |
| 80 |
107.45 |
86.29 |
21.16 |
20.0% |
2.00 |
1.9% |
93% |
False |
False |
105,359 |
| 100 |
107.45 |
86.29 |
21.16 |
20.0% |
1.88 |
1.8% |
93% |
False |
False |
87,247 |
| 120 |
107.45 |
86.29 |
21.16 |
20.0% |
1.76 |
1.7% |
93% |
False |
False |
75,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.70 |
|
2.618 |
111.49 |
|
1.618 |
109.52 |
|
1.000 |
108.30 |
|
0.618 |
107.55 |
|
HIGH |
106.33 |
|
0.618 |
105.58 |
|
0.500 |
105.35 |
|
0.382 |
105.11 |
|
LOW |
104.36 |
|
0.618 |
103.14 |
|
1.000 |
102.39 |
|
1.618 |
101.17 |
|
2.618 |
99.20 |
|
4.250 |
95.99 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.75 |
105.91 |
| PP |
105.55 |
105.87 |
| S1 |
105.35 |
105.83 |
|