NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
99.99 |
100.73 |
0.74 |
0.7% |
98.16 |
| High |
100.70 |
101.55 |
0.85 |
0.8% |
100.00 |
| Low |
99.44 |
100.24 |
0.80 |
0.8% |
97.17 |
| Close |
100.70 |
101.52 |
0.82 |
0.8% |
99.85 |
| Range |
1.26 |
1.31 |
0.05 |
4.0% |
2.83 |
| ATR |
1.39 |
1.38 |
-0.01 |
-0.4% |
0.00 |
| Volume |
12,838 |
13,104 |
266 |
2.1% |
148,779 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.03 |
104.59 |
102.24 |
|
| R3 |
103.72 |
103.28 |
101.88 |
|
| R2 |
102.41 |
102.41 |
101.76 |
|
| R1 |
101.97 |
101.97 |
101.64 |
102.19 |
| PP |
101.10 |
101.10 |
101.10 |
101.22 |
| S1 |
100.66 |
100.66 |
101.40 |
100.88 |
| S2 |
99.79 |
99.79 |
101.28 |
|
| S3 |
98.48 |
99.35 |
101.16 |
|
| S4 |
97.17 |
98.04 |
100.80 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.50 |
106.50 |
101.41 |
|
| R3 |
104.67 |
103.67 |
100.63 |
|
| R2 |
101.84 |
101.84 |
100.37 |
|
| R1 |
100.84 |
100.84 |
100.11 |
101.34 |
| PP |
99.01 |
99.01 |
99.01 |
99.26 |
| S1 |
98.01 |
98.01 |
99.59 |
98.51 |
| S2 |
96.18 |
96.18 |
99.33 |
|
| S3 |
93.35 |
95.18 |
99.07 |
|
| S4 |
90.52 |
92.35 |
98.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.55 |
98.55 |
3.00 |
3.0% |
1.21 |
1.2% |
99% |
True |
False |
19,227 |
| 10 |
101.55 |
96.23 |
5.32 |
5.2% |
1.20 |
1.2% |
99% |
True |
False |
24,292 |
| 20 |
101.55 |
90.40 |
11.15 |
11.0% |
1.47 |
1.5% |
100% |
True |
False |
19,604 |
| 40 |
101.55 |
90.35 |
11.20 |
11.0% |
1.41 |
1.4% |
100% |
True |
False |
13,095 |
| 60 |
101.55 |
88.45 |
13.10 |
12.9% |
1.46 |
1.4% |
100% |
True |
False |
10,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.12 |
|
2.618 |
104.98 |
|
1.618 |
103.67 |
|
1.000 |
102.86 |
|
0.618 |
102.36 |
|
HIGH |
101.55 |
|
0.618 |
101.05 |
|
0.500 |
100.90 |
|
0.382 |
100.74 |
|
LOW |
100.24 |
|
0.618 |
99.43 |
|
1.000 |
98.93 |
|
1.618 |
98.12 |
|
2.618 |
96.81 |
|
4.250 |
94.67 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.31 |
101.18 |
| PP |
101.10 |
100.84 |
| S1 |
100.90 |
100.50 |
|