NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
104.58 |
106.05 |
1.47 |
1.4% |
103.95 |
| High |
106.33 |
106.63 |
0.30 |
0.3% |
107.45 |
| Low |
104.36 |
104.65 |
0.29 |
0.3% |
102.13 |
| Close |
105.95 |
106.32 |
0.37 |
0.3% |
105.95 |
| Range |
1.97 |
1.98 |
0.01 |
0.5% |
5.32 |
| ATR |
2.26 |
2.24 |
-0.02 |
-0.9% |
0.00 |
| Volume |
234,756 |
210,806 |
-23,950 |
-10.2% |
1,495,179 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.81 |
111.04 |
107.41 |
|
| R3 |
109.83 |
109.06 |
106.86 |
|
| R2 |
107.85 |
107.85 |
106.68 |
|
| R1 |
107.08 |
107.08 |
106.50 |
107.47 |
| PP |
105.87 |
105.87 |
105.87 |
106.06 |
| S1 |
105.10 |
105.10 |
106.14 |
105.49 |
| S2 |
103.89 |
103.89 |
105.96 |
|
| S3 |
101.91 |
103.12 |
105.78 |
|
| S4 |
99.93 |
101.14 |
105.23 |
|
|
| 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 |
102.31 |
5.14 |
4.8% |
2.40 |
2.3% |
78% |
False |
False |
290,556 |
| 10 |
107.45 |
96.07 |
11.38 |
10.7% |
2.38 |
2.2% |
90% |
False |
False |
283,023 |
| 20 |
107.45 |
92.67 |
14.78 |
13.9% |
2.21 |
2.1% |
92% |
False |
False |
274,063 |
| 40 |
107.45 |
91.50 |
15.95 |
15.0% |
2.07 |
1.9% |
93% |
False |
False |
177,878 |
| 60 |
107.45 |
88.11 |
19.34 |
18.2% |
2.05 |
1.9% |
94% |
False |
False |
135,610 |
| 80 |
107.45 |
86.29 |
21.16 |
19.9% |
2.01 |
1.9% |
95% |
False |
False |
107,772 |
| 100 |
107.45 |
86.29 |
21.16 |
19.9% |
1.87 |
1.8% |
95% |
False |
False |
89,242 |
| 120 |
107.45 |
86.29 |
21.16 |
19.9% |
1.77 |
1.7% |
95% |
False |
False |
77,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.05 |
|
2.618 |
111.81 |
|
1.618 |
109.83 |
|
1.000 |
108.61 |
|
0.618 |
107.85 |
|
HIGH |
106.63 |
|
0.618 |
105.87 |
|
0.500 |
105.64 |
|
0.382 |
105.41 |
|
LOW |
104.65 |
|
0.618 |
103.43 |
|
1.000 |
102.67 |
|
1.618 |
101.45 |
|
2.618 |
99.47 |
|
4.250 |
96.24 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.09 |
106.17 |
| PP |
105.87 |
106.03 |
| S1 |
105.64 |
105.88 |
|