NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
105.07 |
106.30 |
1.23 |
1.2% |
103.89 |
| High |
106.53 |
107.05 |
0.52 |
0.5% |
107.05 |
| Low |
104.60 |
105.17 |
0.57 |
0.5% |
102.97 |
| Close |
106.29 |
106.12 |
-0.17 |
-0.2% |
106.12 |
| Range |
1.93 |
1.88 |
-0.05 |
-2.6% |
4.08 |
| ATR |
1.85 |
1.85 |
0.00 |
0.1% |
0.00 |
| Volume |
46,515 |
61,998 |
15,483 |
33.3% |
235,673 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.75 |
110.82 |
107.15 |
|
| R3 |
109.87 |
108.94 |
106.64 |
|
| R2 |
107.99 |
107.99 |
106.46 |
|
| R1 |
107.06 |
107.06 |
106.29 |
106.59 |
| PP |
106.11 |
106.11 |
106.11 |
105.88 |
| S1 |
105.18 |
105.18 |
105.95 |
104.71 |
| S2 |
104.23 |
104.23 |
105.78 |
|
| S3 |
102.35 |
103.30 |
105.60 |
|
| S4 |
100.47 |
101.42 |
105.09 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.62 |
115.95 |
108.36 |
|
| R3 |
113.54 |
111.87 |
107.24 |
|
| R2 |
109.46 |
109.46 |
106.87 |
|
| R1 |
107.79 |
107.79 |
106.49 |
108.63 |
| PP |
105.38 |
105.38 |
105.38 |
105.80 |
| S1 |
103.71 |
103.71 |
105.75 |
104.55 |
| S2 |
101.30 |
101.30 |
105.37 |
|
| S3 |
97.22 |
99.63 |
105.00 |
|
| S4 |
93.14 |
95.55 |
103.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.05 |
102.97 |
4.08 |
3.8% |
1.67 |
1.6% |
77% |
True |
False |
47,134 |
| 10 |
107.05 |
100.93 |
6.12 |
5.8% |
1.74 |
1.6% |
85% |
True |
False |
58,781 |
| 20 |
107.05 |
92.24 |
14.81 |
14.0% |
1.91 |
1.8% |
94% |
True |
False |
65,319 |
| 40 |
107.05 |
91.54 |
15.51 |
14.6% |
1.84 |
1.7% |
94% |
True |
False |
46,345 |
| 60 |
107.05 |
89.65 |
17.40 |
16.4% |
1.83 |
1.7% |
95% |
True |
False |
36,879 |
| 80 |
107.05 |
86.47 |
20.58 |
19.4% |
1.80 |
1.7% |
95% |
True |
False |
30,456 |
| 100 |
107.05 |
86.47 |
20.58 |
19.4% |
1.66 |
1.6% |
95% |
True |
False |
25,686 |
| 120 |
107.05 |
86.47 |
20.58 |
19.4% |
1.55 |
1.5% |
95% |
True |
False |
22,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.04 |
|
2.618 |
111.97 |
|
1.618 |
110.09 |
|
1.000 |
108.93 |
|
0.618 |
108.21 |
|
HIGH |
107.05 |
|
0.618 |
106.33 |
|
0.500 |
106.11 |
|
0.382 |
105.89 |
|
LOW |
105.17 |
|
0.618 |
104.01 |
|
1.000 |
103.29 |
|
1.618 |
102.13 |
|
2.618 |
100.25 |
|
4.250 |
97.18 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.12 |
105.85 |
| PP |
106.11 |
105.57 |
| S1 |
106.11 |
105.30 |
|