NYMEX Light Sweet Crude Oil Future August 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 |
106.44 |
105.78 |
-0.66 |
-0.6% |
103.95 |
| High |
107.18 |
106.60 |
-0.58 |
-0.5% |
107.45 |
| Low |
105.66 |
105.11 |
-0.55 |
-0.5% |
102.13 |
| Close |
106.00 |
106.48 |
0.48 |
0.5% |
105.95 |
| Range |
1.52 |
1.49 |
-0.03 |
-2.0% |
5.32 |
| ATR |
2.19 |
2.14 |
-0.05 |
-2.3% |
0.00 |
| Volume |
250,921 |
262,789 |
11,868 |
4.7% |
1,495,179 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.53 |
110.00 |
107.30 |
|
| R3 |
109.04 |
108.51 |
106.89 |
|
| R2 |
107.55 |
107.55 |
106.75 |
|
| R1 |
107.02 |
107.02 |
106.62 |
107.29 |
| PP |
106.06 |
106.06 |
106.06 |
106.20 |
| S1 |
105.53 |
105.53 |
106.34 |
105.80 |
| S2 |
104.57 |
104.57 |
106.21 |
|
| S3 |
103.08 |
104.04 |
106.07 |
|
| S4 |
101.59 |
102.55 |
105.66 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.14 |
118.86 |
108.88 |
|
| R3 |
115.82 |
113.54 |
107.41 |
|
| R2 |
110.50 |
110.50 |
106.93 |
|
| R1 |
108.22 |
108.22 |
106.44 |
109.36 |
| PP |
105.18 |
105.18 |
105.18 |
105.75 |
| S1 |
102.90 |
102.90 |
105.46 |
104.04 |
| S2 |
99.86 |
99.86 |
104.97 |
|
| S3 |
94.54 |
97.58 |
104.49 |
|
| S4 |
89.22 |
92.26 |
103.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.45 |
104.31 |
3.14 |
2.9% |
2.02 |
1.9% |
69% |
False |
False |
255,200 |
| 10 |
107.45 |
99.59 |
7.86 |
7.4% |
2.26 |
2.1% |
88% |
False |
False |
282,897 |
| 20 |
107.45 |
92.67 |
14.78 |
13.9% |
2.23 |
2.1% |
93% |
False |
False |
285,015 |
| 40 |
107.45 |
91.50 |
15.95 |
15.0% |
2.05 |
1.9% |
94% |
False |
False |
187,971 |
| 60 |
107.45 |
88.28 |
19.17 |
18.0% |
2.05 |
1.9% |
95% |
False |
False |
143,393 |
| 80 |
107.45 |
86.29 |
21.16 |
19.9% |
2.01 |
1.9% |
95% |
False |
False |
113,822 |
| 100 |
107.45 |
86.29 |
21.16 |
19.9% |
1.87 |
1.8% |
95% |
False |
False |
94,075 |
| 120 |
107.45 |
86.29 |
21.16 |
19.9% |
1.77 |
1.7% |
95% |
False |
False |
81,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.93 |
|
2.618 |
110.50 |
|
1.618 |
109.01 |
|
1.000 |
108.09 |
|
0.618 |
107.52 |
|
HIGH |
106.60 |
|
0.618 |
106.03 |
|
0.500 |
105.86 |
|
0.382 |
105.68 |
|
LOW |
105.11 |
|
0.618 |
104.19 |
|
1.000 |
103.62 |
|
1.618 |
102.70 |
|
2.618 |
101.21 |
|
4.250 |
98.78 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.27 |
106.29 |
| PP |
106.06 |
106.10 |
| S1 |
105.86 |
105.92 |
|