NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
105.37 |
105.56 |
0.19 |
0.2% |
108.07 |
| High |
105.87 |
105.63 |
-0.24 |
-0.2% |
108.60 |
| Low |
104.08 |
103.90 |
-0.18 |
-0.2% |
103.90 |
| Close |
105.49 |
104.70 |
-0.79 |
-0.7% |
104.70 |
| Range |
1.79 |
1.73 |
-0.06 |
-3.4% |
4.70 |
| ATR |
2.10 |
2.07 |
-0.03 |
-1.2% |
0.00 |
| Volume |
270,580 |
208,855 |
-61,725 |
-22.8% |
1,283,203 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.93 |
109.05 |
105.65 |
|
| R3 |
108.20 |
107.32 |
105.18 |
|
| R2 |
106.47 |
106.47 |
105.02 |
|
| R1 |
105.59 |
105.59 |
104.86 |
105.17 |
| PP |
104.74 |
104.74 |
104.74 |
104.53 |
| S1 |
103.86 |
103.86 |
104.54 |
103.44 |
| S2 |
103.01 |
103.01 |
104.38 |
|
| S3 |
101.28 |
102.13 |
104.22 |
|
| S4 |
99.55 |
100.40 |
103.75 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.83 |
116.97 |
107.29 |
|
| R3 |
115.13 |
112.27 |
105.99 |
|
| R2 |
110.43 |
110.43 |
105.56 |
|
| R1 |
107.57 |
107.57 |
105.13 |
106.65 |
| PP |
105.73 |
105.73 |
105.73 |
105.28 |
| S1 |
102.87 |
102.87 |
104.27 |
101.95 |
| S2 |
101.03 |
101.03 |
103.84 |
|
| S3 |
96.33 |
98.17 |
103.41 |
|
| S4 |
91.63 |
93.47 |
102.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.60 |
103.90 |
4.70 |
4.5% |
2.09 |
2.0% |
17% |
False |
True |
256,640 |
| 10 |
108.93 |
103.90 |
5.03 |
4.8% |
1.97 |
1.9% |
16% |
False |
True |
220,747 |
| 20 |
108.93 |
95.98 |
12.95 |
12.4% |
2.10 |
2.0% |
67% |
False |
False |
176,896 |
| 40 |
108.93 |
91.68 |
17.25 |
16.5% |
2.02 |
1.9% |
75% |
False |
False |
130,283 |
| 60 |
108.93 |
90.59 |
18.34 |
17.5% |
1.99 |
1.9% |
77% |
False |
False |
101,207 |
| 80 |
108.93 |
86.26 |
22.67 |
21.7% |
2.01 |
1.9% |
81% |
False |
False |
83,816 |
| 100 |
108.93 |
86.26 |
22.67 |
21.7% |
1.87 |
1.8% |
81% |
False |
False |
70,743 |
| 120 |
108.93 |
86.26 |
22.67 |
21.7% |
1.78 |
1.7% |
81% |
False |
False |
61,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.98 |
|
2.618 |
110.16 |
|
1.618 |
108.43 |
|
1.000 |
107.36 |
|
0.618 |
106.70 |
|
HIGH |
105.63 |
|
0.618 |
104.97 |
|
0.500 |
104.77 |
|
0.382 |
104.56 |
|
LOW |
103.90 |
|
0.618 |
102.83 |
|
1.000 |
102.17 |
|
1.618 |
101.10 |
|
2.618 |
99.37 |
|
4.250 |
96.55 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.77 |
105.71 |
| PP |
104.74 |
105.37 |
| S1 |
104.72 |
105.04 |
|