NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
105.47 |
106.35 |
0.88 |
0.8% |
104.34 |
| High |
106.42 |
108.19 |
1.77 |
1.7% |
106.53 |
| Low |
104.79 |
105.93 |
1.14 |
1.1% |
102.00 |
| Close |
106.35 |
107.81 |
1.46 |
1.4% |
105.55 |
| Range |
1.63 |
2.26 |
0.63 |
38.7% |
4.53 |
| ATR |
2.06 |
2.07 |
0.01 |
0.7% |
0.00 |
| Volume |
159,379 |
206,309 |
46,930 |
29.4% |
643,023 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.09 |
113.21 |
109.05 |
|
| R3 |
111.83 |
110.95 |
108.43 |
|
| R2 |
109.57 |
109.57 |
108.22 |
|
| R1 |
108.69 |
108.69 |
108.02 |
109.13 |
| PP |
107.31 |
107.31 |
107.31 |
107.53 |
| S1 |
106.43 |
106.43 |
107.60 |
106.87 |
| S2 |
105.05 |
105.05 |
107.40 |
|
| S3 |
102.79 |
104.17 |
107.19 |
|
| S4 |
100.53 |
101.91 |
106.57 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.28 |
116.45 |
108.04 |
|
| R3 |
113.75 |
111.92 |
106.80 |
|
| R2 |
109.22 |
109.22 |
106.38 |
|
| R1 |
107.39 |
107.39 |
105.97 |
108.31 |
| PP |
104.69 |
104.69 |
104.69 |
105.15 |
| S1 |
102.86 |
102.86 |
105.13 |
103.78 |
| S2 |
100.16 |
100.16 |
104.72 |
|
| S3 |
95.63 |
98.33 |
104.30 |
|
| S4 |
91.10 |
93.80 |
103.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.19 |
103.85 |
4.34 |
4.0% |
1.85 |
1.7% |
91% |
True |
False |
141,688 |
| 10 |
108.19 |
100.54 |
7.65 |
7.1% |
2.14 |
2.0% |
95% |
True |
False |
142,220 |
| 20 |
108.19 |
92.60 |
15.59 |
14.5% |
2.21 |
2.1% |
98% |
True |
False |
131,456 |
| 40 |
108.19 |
91.68 |
16.51 |
15.3% |
2.02 |
1.9% |
98% |
True |
False |
97,740 |
| 60 |
108.19 |
89.64 |
18.55 |
17.2% |
2.00 |
1.9% |
98% |
True |
False |
77,890 |
| 80 |
108.19 |
86.26 |
21.93 |
20.3% |
1.96 |
1.8% |
98% |
True |
False |
65,434 |
| 100 |
108.19 |
86.26 |
21.93 |
20.3% |
1.81 |
1.7% |
98% |
True |
False |
55,412 |
| 120 |
108.19 |
86.26 |
21.93 |
20.3% |
1.72 |
1.6% |
98% |
True |
False |
49,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.80 |
|
2.618 |
114.11 |
|
1.618 |
111.85 |
|
1.000 |
110.45 |
|
0.618 |
109.59 |
|
HIGH |
108.19 |
|
0.618 |
107.33 |
|
0.500 |
107.06 |
|
0.382 |
106.79 |
|
LOW |
105.93 |
|
0.618 |
104.53 |
|
1.000 |
103.67 |
|
1.618 |
102.27 |
|
2.618 |
100.01 |
|
4.250 |
96.33 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.56 |
107.37 |
| PP |
107.31 |
106.93 |
| S1 |
107.06 |
106.49 |
|