NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
106.05 |
106.44 |
0.39 |
0.4% |
103.95 |
| High |
106.63 |
107.18 |
0.55 |
0.5% |
107.45 |
| Low |
104.65 |
105.66 |
1.01 |
1.0% |
102.13 |
| Close |
106.32 |
106.00 |
-0.32 |
-0.3% |
105.95 |
| Range |
1.98 |
1.52 |
-0.46 |
-23.2% |
5.32 |
| ATR |
2.24 |
2.19 |
-0.05 |
-2.3% |
0.00 |
| Volume |
210,806 |
250,921 |
40,115 |
19.0% |
1,495,179 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.84 |
109.94 |
106.84 |
|
| R3 |
109.32 |
108.42 |
106.42 |
|
| R2 |
107.80 |
107.80 |
106.28 |
|
| R1 |
106.90 |
106.90 |
106.14 |
106.59 |
| PP |
106.28 |
106.28 |
106.28 |
106.13 |
| S1 |
105.38 |
105.38 |
105.86 |
105.07 |
| S2 |
104.76 |
104.76 |
105.72 |
|
| S3 |
103.24 |
103.86 |
105.58 |
|
| S4 |
101.72 |
102.34 |
105.16 |
|
|
| 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 |
104.21 |
3.24 |
3.1% |
2.21 |
2.1% |
55% |
False |
False |
283,606 |
| 10 |
107.45 |
97.78 |
9.67 |
9.1% |
2.32 |
2.2% |
85% |
False |
False |
285,196 |
| 20 |
107.45 |
92.67 |
14.78 |
13.9% |
2.22 |
2.1% |
90% |
False |
False |
279,329 |
| 40 |
107.45 |
91.50 |
15.95 |
15.0% |
2.06 |
1.9% |
91% |
False |
False |
182,431 |
| 60 |
107.45 |
88.13 |
19.32 |
18.2% |
2.05 |
1.9% |
92% |
False |
False |
139,306 |
| 80 |
107.45 |
86.29 |
21.16 |
20.0% |
2.01 |
1.9% |
93% |
False |
False |
110,702 |
| 100 |
107.45 |
86.29 |
21.16 |
20.0% |
1.86 |
1.8% |
93% |
False |
False |
91,593 |
| 120 |
107.45 |
86.29 |
21.16 |
20.0% |
1.77 |
1.7% |
93% |
False |
False |
79,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.64 |
|
2.618 |
111.16 |
|
1.618 |
109.64 |
|
1.000 |
108.70 |
|
0.618 |
108.12 |
|
HIGH |
107.18 |
|
0.618 |
106.60 |
|
0.500 |
106.42 |
|
0.382 |
106.24 |
|
LOW |
105.66 |
|
0.618 |
104.72 |
|
1.000 |
104.14 |
|
1.618 |
103.20 |
|
2.618 |
101.68 |
|
4.250 |
99.20 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.42 |
105.92 |
| PP |
106.28 |
105.85 |
| S1 |
106.14 |
105.77 |
|