NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
103.20 |
102.61 |
-0.59 |
-0.6% |
101.18 |
| High |
103.78 |
103.61 |
-0.17 |
-0.2% |
103.06 |
| Low |
102.72 |
102.16 |
-0.56 |
-0.5% |
99.73 |
| Close |
102.95 |
103.58 |
0.63 |
0.6% |
102.66 |
| Range |
1.06 |
1.45 |
0.39 |
36.8% |
3.33 |
| ATR |
1.69 |
1.67 |
-0.02 |
-1.0% |
0.00 |
| Volume |
23,577 |
20,452 |
-3,125 |
-13.3% |
230,643 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.47 |
106.97 |
104.38 |
|
| R3 |
106.02 |
105.52 |
103.98 |
|
| R2 |
104.57 |
104.57 |
103.85 |
|
| R1 |
104.07 |
104.07 |
103.71 |
104.32 |
| PP |
103.12 |
103.12 |
103.12 |
103.24 |
| S1 |
102.62 |
102.62 |
103.45 |
102.87 |
| S2 |
101.67 |
101.67 |
103.31 |
|
| S3 |
100.22 |
101.17 |
103.18 |
|
| S4 |
98.77 |
99.72 |
102.78 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.81 |
110.56 |
104.49 |
|
| R3 |
108.48 |
107.23 |
103.58 |
|
| R2 |
105.15 |
105.15 |
103.27 |
|
| R1 |
103.90 |
103.90 |
102.97 |
104.53 |
| PP |
101.82 |
101.82 |
101.82 |
102.13 |
| S1 |
100.57 |
100.57 |
102.35 |
101.20 |
| S2 |
98.49 |
98.49 |
102.05 |
|
| S3 |
95.16 |
97.24 |
101.74 |
|
| S4 |
91.83 |
93.91 |
100.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.78 |
101.16 |
2.62 |
2.5% |
1.53 |
1.5% |
92% |
False |
False |
36,651 |
| 10 |
103.78 |
97.44 |
6.34 |
6.1% |
1.64 |
1.6% |
97% |
False |
False |
45,033 |
| 20 |
103.78 |
91.95 |
11.83 |
11.4% |
1.76 |
1.7% |
98% |
False |
False |
36,989 |
| 40 |
103.78 |
91.22 |
12.56 |
12.1% |
1.68 |
1.6% |
98% |
False |
False |
27,181 |
| 60 |
103.78 |
87.81 |
15.97 |
15.4% |
1.71 |
1.6% |
99% |
False |
False |
21,548 |
| 80 |
103.78 |
85.96 |
17.82 |
17.2% |
1.67 |
1.6% |
99% |
False |
False |
17,937 |
| 100 |
103.78 |
85.96 |
17.82 |
17.2% |
1.53 |
1.5% |
99% |
False |
False |
15,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.77 |
|
2.618 |
107.41 |
|
1.618 |
105.96 |
|
1.000 |
105.06 |
|
0.618 |
104.51 |
|
HIGH |
103.61 |
|
0.618 |
103.06 |
|
0.500 |
102.89 |
|
0.382 |
102.71 |
|
LOW |
102.16 |
|
0.618 |
101.26 |
|
1.000 |
100.71 |
|
1.618 |
99.81 |
|
2.618 |
98.36 |
|
4.250 |
96.00 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.35 |
103.28 |
| PP |
103.12 |
102.98 |
| S1 |
102.89 |
102.68 |
|