NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
105.56 |
104.61 |
-0.95 |
-0.9% |
108.07 |
| High |
105.63 |
105.37 |
-0.26 |
-0.2% |
108.60 |
| Low |
103.90 |
103.87 |
-0.03 |
0.0% |
103.90 |
| Close |
104.70 |
104.55 |
-0.15 |
-0.1% |
104.70 |
| Range |
1.73 |
1.50 |
-0.23 |
-13.3% |
4.70 |
| ATR |
2.07 |
2.03 |
-0.04 |
-2.0% |
0.00 |
| Volume |
208,855 |
206,326 |
-2,529 |
-1.2% |
1,283,203 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.10 |
108.32 |
105.38 |
|
| R3 |
107.60 |
106.82 |
104.96 |
|
| R2 |
106.10 |
106.10 |
104.83 |
|
| R1 |
105.32 |
105.32 |
104.69 |
104.96 |
| PP |
104.60 |
104.60 |
104.60 |
104.42 |
| S1 |
103.82 |
103.82 |
104.41 |
103.46 |
| S2 |
103.10 |
103.10 |
104.28 |
|
| S3 |
101.60 |
102.32 |
104.14 |
|
| S4 |
100.10 |
100.82 |
103.73 |
|
|
| 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 |
107.55 |
103.87 |
3.68 |
3.5% |
1.97 |
1.9% |
18% |
False |
True |
241,132 |
| 10 |
108.93 |
103.87 |
5.06 |
4.8% |
1.93 |
1.8% |
13% |
False |
True |
230,773 |
| 20 |
108.93 |
95.98 |
12.95 |
12.4% |
2.10 |
2.0% |
66% |
False |
False |
182,310 |
| 40 |
108.93 |
91.68 |
17.25 |
16.5% |
2.00 |
1.9% |
75% |
False |
False |
133,876 |
| 60 |
108.93 |
91.68 |
17.25 |
16.5% |
1.96 |
1.9% |
75% |
False |
False |
103,889 |
| 80 |
108.93 |
86.26 |
22.67 |
21.7% |
2.00 |
1.9% |
81% |
False |
False |
86,001 |
| 100 |
108.93 |
86.26 |
22.67 |
21.7% |
1.88 |
1.8% |
81% |
False |
False |
72,716 |
| 120 |
108.93 |
86.26 |
22.67 |
21.7% |
1.78 |
1.7% |
81% |
False |
False |
63,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.75 |
|
2.618 |
109.30 |
|
1.618 |
107.80 |
|
1.000 |
106.87 |
|
0.618 |
106.30 |
|
HIGH |
105.37 |
|
0.618 |
104.80 |
|
0.500 |
104.62 |
|
0.382 |
104.44 |
|
LOW |
103.87 |
|
0.618 |
102.94 |
|
1.000 |
102.37 |
|
1.618 |
101.44 |
|
2.618 |
99.94 |
|
4.250 |
97.50 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.62 |
104.87 |
| PP |
104.60 |
104.76 |
| S1 |
104.57 |
104.66 |
|