NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
105.51 |
105.85 |
0.34 |
0.3% |
103.89 |
| High |
105.99 |
106.02 |
0.03 |
0.0% |
107.05 |
| Low |
104.23 |
103.53 |
-0.70 |
-0.7% |
102.97 |
| Close |
105.79 |
104.10 |
-1.69 |
-1.6% |
106.12 |
| Range |
1.76 |
2.49 |
0.73 |
41.5% |
4.08 |
| ATR |
1.84 |
1.89 |
0.05 |
2.5% |
0.00 |
| Volume |
66,902 |
59,513 |
-7,389 |
-11.0% |
235,673 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.02 |
110.55 |
105.47 |
|
| R3 |
109.53 |
108.06 |
104.78 |
|
| R2 |
107.04 |
107.04 |
104.56 |
|
| R1 |
105.57 |
105.57 |
104.33 |
105.06 |
| PP |
104.55 |
104.55 |
104.55 |
104.30 |
| S1 |
103.08 |
103.08 |
103.87 |
102.57 |
| S2 |
102.06 |
102.06 |
103.64 |
|
| S3 |
99.57 |
100.59 |
103.42 |
|
| S4 |
97.08 |
98.10 |
102.73 |
|
|
| 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 |
103.53 |
3.52 |
3.4% |
1.97 |
1.9% |
16% |
False |
True |
61,093 |
| 10 |
107.05 |
102.48 |
4.57 |
4.4% |
1.86 |
1.8% |
35% |
False |
False |
60,063 |
| 20 |
107.05 |
93.21 |
13.84 |
13.3% |
1.86 |
1.8% |
79% |
False |
False |
68,204 |
| 40 |
107.05 |
91.54 |
15.51 |
14.9% |
1.85 |
1.8% |
81% |
False |
False |
49,983 |
| 60 |
107.05 |
89.65 |
17.40 |
16.7% |
1.84 |
1.8% |
83% |
False |
False |
39,456 |
| 80 |
107.05 |
86.47 |
20.58 |
19.8% |
1.84 |
1.8% |
86% |
False |
False |
32,550 |
| 100 |
107.05 |
86.47 |
20.58 |
19.8% |
1.69 |
1.6% |
86% |
False |
False |
27,480 |
| 120 |
107.05 |
86.47 |
20.58 |
19.8% |
1.59 |
1.5% |
86% |
False |
False |
24,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.60 |
|
2.618 |
112.54 |
|
1.618 |
110.05 |
|
1.000 |
108.51 |
|
0.618 |
107.56 |
|
HIGH |
106.02 |
|
0.618 |
105.07 |
|
0.500 |
104.78 |
|
0.382 |
104.48 |
|
LOW |
103.53 |
|
0.618 |
101.99 |
|
1.000 |
101.04 |
|
1.618 |
99.50 |
|
2.618 |
97.01 |
|
4.250 |
92.95 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.78 |
105.18 |
| PP |
104.55 |
104.82 |
| S1 |
104.33 |
104.46 |
|