NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
105.85 |
104.05 |
-1.80 |
-1.7% |
103.89 |
| High |
106.02 |
104.77 |
-1.25 |
-1.2% |
107.05 |
| Low |
103.53 |
103.07 |
-0.46 |
-0.4% |
102.97 |
| Close |
104.10 |
104.47 |
0.37 |
0.4% |
106.12 |
| Range |
2.49 |
1.70 |
-0.79 |
-31.7% |
4.08 |
| ATR |
1.89 |
1.87 |
-0.01 |
-0.7% |
0.00 |
| Volume |
59,513 |
73,754 |
14,241 |
23.9% |
235,673 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.20 |
108.54 |
105.41 |
|
| R3 |
107.50 |
106.84 |
104.94 |
|
| R2 |
105.80 |
105.80 |
104.78 |
|
| R1 |
105.14 |
105.14 |
104.63 |
105.47 |
| PP |
104.10 |
104.10 |
104.10 |
104.27 |
| S1 |
103.44 |
103.44 |
104.31 |
103.77 |
| S2 |
102.40 |
102.40 |
104.16 |
|
| S3 |
100.70 |
101.74 |
104.00 |
|
| S4 |
99.00 |
100.04 |
103.54 |
|
|
| 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 |
103.07 |
3.98 |
3.8% |
1.93 |
1.8% |
35% |
False |
True |
66,541 |
| 10 |
107.05 |
102.59 |
4.46 |
4.3% |
1.79 |
1.7% |
42% |
False |
False |
58,661 |
| 20 |
107.05 |
94.85 |
12.20 |
11.7% |
1.86 |
1.8% |
79% |
False |
False |
67,619 |
| 40 |
107.05 |
91.54 |
15.51 |
14.8% |
1.83 |
1.8% |
83% |
False |
False |
51,439 |
| 60 |
107.05 |
89.65 |
17.40 |
16.7% |
1.84 |
1.8% |
85% |
False |
False |
40,465 |
| 80 |
107.05 |
86.47 |
20.58 |
19.7% |
1.85 |
1.8% |
87% |
False |
False |
33,348 |
| 100 |
107.05 |
86.47 |
20.58 |
19.7% |
1.70 |
1.6% |
87% |
False |
False |
28,157 |
| 120 |
107.05 |
86.47 |
20.58 |
19.7% |
1.60 |
1.5% |
87% |
False |
False |
24,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.00 |
|
2.618 |
109.22 |
|
1.618 |
107.52 |
|
1.000 |
106.47 |
|
0.618 |
105.82 |
|
HIGH |
104.77 |
|
0.618 |
104.12 |
|
0.500 |
103.92 |
|
0.382 |
103.72 |
|
LOW |
103.07 |
|
0.618 |
102.02 |
|
1.000 |
101.37 |
|
1.618 |
100.32 |
|
2.618 |
98.62 |
|
4.250 |
95.85 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.29 |
104.55 |
| PP |
104.10 |
104.52 |
| S1 |
103.92 |
104.50 |
|