NYMEX Light Sweet Crude Oil Future August 2013
| 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 |
105.78 |
106.56 |
0.78 |
0.7% |
103.95 |
| High |
106.60 |
108.43 |
1.83 |
1.7% |
107.45 |
| Low |
105.11 |
106.15 |
1.04 |
1.0% |
102.13 |
| Close |
106.48 |
108.04 |
1.56 |
1.5% |
105.95 |
| Range |
1.49 |
2.28 |
0.79 |
53.0% |
5.32 |
| ATR |
2.14 |
2.15 |
0.01 |
0.5% |
0.00 |
| Volume |
262,789 |
155,963 |
-106,826 |
-40.7% |
1,495,179 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.38 |
113.49 |
109.29 |
|
| R3 |
112.10 |
111.21 |
108.67 |
|
| R2 |
109.82 |
109.82 |
108.46 |
|
| R1 |
108.93 |
108.93 |
108.25 |
109.38 |
| PP |
107.54 |
107.54 |
107.54 |
107.76 |
| S1 |
106.65 |
106.65 |
107.83 |
107.10 |
| S2 |
105.26 |
105.26 |
107.62 |
|
| S3 |
102.98 |
104.37 |
107.41 |
|
| S4 |
100.70 |
102.09 |
106.79 |
|
|
| 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 |
108.43 |
104.36 |
4.07 |
3.8% |
1.85 |
1.7% |
90% |
True |
False |
223,047 |
| 10 |
108.43 |
100.71 |
7.72 |
7.1% |
2.22 |
2.1% |
95% |
True |
False |
263,168 |
| 20 |
108.43 |
92.67 |
15.76 |
14.6% |
2.28 |
2.1% |
98% |
True |
False |
280,436 |
| 40 |
108.43 |
91.50 |
16.93 |
15.7% |
2.07 |
1.9% |
98% |
True |
False |
190,594 |
| 60 |
108.43 |
89.71 |
18.72 |
17.3% |
2.06 |
1.9% |
98% |
True |
False |
145,500 |
| 80 |
108.43 |
86.29 |
22.14 |
20.5% |
2.02 |
1.9% |
98% |
True |
False |
115,609 |
| 100 |
108.43 |
86.29 |
22.14 |
20.5% |
1.87 |
1.7% |
98% |
True |
False |
95,561 |
| 120 |
108.43 |
86.29 |
22.14 |
20.5% |
1.78 |
1.7% |
98% |
True |
False |
82,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.12 |
|
2.618 |
114.40 |
|
1.618 |
112.12 |
|
1.000 |
110.71 |
|
0.618 |
109.84 |
|
HIGH |
108.43 |
|
0.618 |
107.56 |
|
0.500 |
107.29 |
|
0.382 |
107.02 |
|
LOW |
106.15 |
|
0.618 |
104.74 |
|
1.000 |
103.87 |
|
1.618 |
102.46 |
|
2.618 |
100.18 |
|
4.250 |
96.46 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.79 |
107.62 |
| PP |
107.54 |
107.19 |
| S1 |
107.29 |
106.77 |
|