NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
101.80 |
101.45 |
-0.35 |
-0.3% |
103.03 |
| High |
101.84 |
101.90 |
0.06 |
0.1% |
103.38 |
| Low |
100.58 |
100.80 |
0.22 |
0.2% |
100.48 |
| Close |
101.42 |
101.41 |
-0.01 |
0.0% |
101.42 |
| Range |
1.26 |
1.10 |
-0.16 |
-12.7% |
2.90 |
| ATR |
1.63 |
1.60 |
-0.04 |
-2.3% |
0.00 |
| Volume |
71,588 |
37,884 |
-33,704 |
-47.1% |
358,040 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.67 |
104.14 |
102.02 |
|
| R3 |
103.57 |
103.04 |
101.71 |
|
| R2 |
102.47 |
102.47 |
101.61 |
|
| R1 |
101.94 |
101.94 |
101.51 |
101.66 |
| PP |
101.37 |
101.37 |
101.37 |
101.23 |
| S1 |
100.84 |
100.84 |
101.31 |
100.56 |
| S2 |
100.27 |
100.27 |
101.21 |
|
| S3 |
99.17 |
99.74 |
101.11 |
|
| S4 |
98.07 |
98.64 |
100.81 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.46 |
108.84 |
103.02 |
|
| R3 |
107.56 |
105.94 |
102.22 |
|
| R2 |
104.66 |
104.66 |
101.95 |
|
| R1 |
103.04 |
103.04 |
101.69 |
102.40 |
| PP |
101.76 |
101.76 |
101.76 |
101.44 |
| S1 |
100.14 |
100.14 |
101.15 |
99.50 |
| S2 |
98.86 |
98.86 |
100.89 |
|
| S3 |
95.96 |
97.24 |
100.62 |
|
| S4 |
93.06 |
94.34 |
99.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.82 |
100.48 |
2.34 |
2.3% |
1.52 |
1.5% |
40% |
False |
False |
61,847 |
| 10 |
103.64 |
100.48 |
3.16 |
3.1% |
1.50 |
1.5% |
29% |
False |
False |
65,663 |
| 20 |
103.64 |
93.94 |
9.70 |
9.6% |
1.56 |
1.5% |
77% |
False |
False |
86,987 |
| 40 |
103.64 |
90.69 |
12.95 |
12.8% |
1.66 |
1.6% |
83% |
False |
False |
79,204 |
| 60 |
103.64 |
90.69 |
12.95 |
12.8% |
1.71 |
1.7% |
83% |
False |
False |
71,453 |
| 80 |
103.64 |
85.52 |
18.12 |
17.9% |
1.80 |
1.8% |
88% |
False |
False |
68,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.58 |
|
2.618 |
104.78 |
|
1.618 |
103.68 |
|
1.000 |
103.00 |
|
0.618 |
102.58 |
|
HIGH |
101.90 |
|
0.618 |
101.48 |
|
0.500 |
101.35 |
|
0.382 |
101.22 |
|
LOW |
100.80 |
|
0.618 |
100.12 |
|
1.000 |
99.70 |
|
1.618 |
99.02 |
|
2.618 |
97.92 |
|
4.250 |
96.13 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.39 |
101.36 |
| PP |
101.37 |
101.31 |
| S1 |
101.35 |
101.26 |
|