NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
100.05 |
101.25 |
1.20 |
1.2% |
99.47 |
| High |
101.54 |
101.78 |
0.24 |
0.2% |
101.54 |
| Low |
99.88 |
100.29 |
0.41 |
0.4% |
98.37 |
| Close |
101.31 |
101.56 |
0.25 |
0.2% |
101.31 |
| Range |
1.66 |
1.49 |
-0.17 |
-10.2% |
3.17 |
| ATR |
1.73 |
1.71 |
-0.02 |
-1.0% |
0.00 |
| Volume |
126,022 |
83,989 |
-42,033 |
-33.4% |
532,043 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.68 |
105.11 |
102.38 |
|
| R3 |
104.19 |
103.62 |
101.97 |
|
| R2 |
102.70 |
102.70 |
101.83 |
|
| R1 |
102.13 |
102.13 |
101.70 |
102.42 |
| PP |
101.21 |
101.21 |
101.21 |
101.35 |
| S1 |
100.64 |
100.64 |
101.42 |
100.93 |
| S2 |
99.72 |
99.72 |
101.29 |
|
| S3 |
98.23 |
99.15 |
101.15 |
|
| S4 |
96.74 |
97.66 |
100.74 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.92 |
108.78 |
103.05 |
|
| R3 |
106.75 |
105.61 |
102.18 |
|
| R2 |
103.58 |
103.58 |
101.89 |
|
| R1 |
102.44 |
102.44 |
101.60 |
103.01 |
| PP |
100.41 |
100.41 |
100.41 |
100.69 |
| S1 |
99.27 |
99.27 |
101.02 |
99.84 |
| S2 |
97.24 |
97.24 |
100.73 |
|
| S3 |
94.07 |
96.10 |
100.44 |
|
| S4 |
90.90 |
92.93 |
99.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.78 |
98.69 |
3.09 |
3.0% |
1.44 |
1.4% |
93% |
True |
False |
109,054 |
| 10 |
101.78 |
93.94 |
7.84 |
7.7% |
1.61 |
1.6% |
97% |
True |
False |
108,310 |
| 20 |
101.78 |
91.05 |
10.73 |
10.6% |
1.73 |
1.7% |
98% |
True |
False |
91,537 |
| 40 |
101.78 |
90.69 |
11.09 |
10.9% |
1.75 |
1.7% |
98% |
True |
False |
75,922 |
| 60 |
101.78 |
87.12 |
14.66 |
14.4% |
1.80 |
1.8% |
98% |
True |
False |
69,843 |
| 80 |
101.78 |
85.52 |
16.26 |
16.0% |
1.80 |
1.8% |
99% |
True |
False |
65,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.11 |
|
2.618 |
105.68 |
|
1.618 |
104.19 |
|
1.000 |
103.27 |
|
0.618 |
102.70 |
|
HIGH |
101.78 |
|
0.618 |
101.21 |
|
0.500 |
101.04 |
|
0.382 |
100.86 |
|
LOW |
100.29 |
|
0.618 |
99.37 |
|
1.000 |
98.80 |
|
1.618 |
97.88 |
|
2.618 |
96.39 |
|
4.250 |
93.96 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.39 |
101.31 |
| PP |
101.21 |
101.06 |
| S1 |
101.04 |
100.81 |
|