NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
106.56 |
108.12 |
1.56 |
1.5% |
106.05 |
| High |
108.43 |
109.32 |
0.89 |
0.8% |
109.32 |
| Low |
106.15 |
107.48 |
1.33 |
1.3% |
104.65 |
| Close |
108.04 |
108.05 |
0.01 |
0.0% |
108.05 |
| Range |
2.28 |
1.84 |
-0.44 |
-19.3% |
4.67 |
| ATR |
2.15 |
2.13 |
-0.02 |
-1.0% |
0.00 |
| Volume |
155,963 |
112,373 |
-43,590 |
-27.9% |
992,852 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.80 |
112.77 |
109.06 |
|
| R3 |
111.96 |
110.93 |
108.56 |
|
| R2 |
110.12 |
110.12 |
108.39 |
|
| R1 |
109.09 |
109.09 |
108.22 |
108.69 |
| PP |
108.28 |
108.28 |
108.28 |
108.08 |
| S1 |
107.25 |
107.25 |
107.88 |
106.85 |
| S2 |
106.44 |
106.44 |
107.71 |
|
| S3 |
104.60 |
105.41 |
107.54 |
|
| S4 |
102.76 |
103.57 |
107.04 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.35 |
119.37 |
110.62 |
|
| R3 |
116.68 |
114.70 |
109.33 |
|
| R2 |
112.01 |
112.01 |
108.91 |
|
| R1 |
110.03 |
110.03 |
108.48 |
111.02 |
| PP |
107.34 |
107.34 |
107.34 |
107.84 |
| S1 |
105.36 |
105.36 |
107.62 |
106.35 |
| S2 |
102.67 |
102.67 |
107.19 |
|
| S3 |
98.00 |
100.69 |
106.77 |
|
| S4 |
93.33 |
96.02 |
105.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.32 |
104.65 |
4.67 |
4.3% |
1.82 |
1.7% |
73% |
True |
False |
198,570 |
| 10 |
109.32 |
102.13 |
7.19 |
6.7% |
2.11 |
2.0% |
82% |
True |
False |
248,803 |
| 20 |
109.32 |
92.67 |
16.65 |
15.4% |
2.19 |
2.0% |
92% |
True |
False |
267,244 |
| 40 |
109.32 |
91.50 |
17.82 |
16.5% |
2.07 |
1.9% |
93% |
True |
False |
191,929 |
| 60 |
109.32 |
90.29 |
19.03 |
17.6% |
2.05 |
1.9% |
93% |
True |
False |
146,435 |
| 80 |
109.32 |
86.29 |
23.03 |
21.3% |
2.03 |
1.9% |
94% |
True |
False |
116,688 |
| 100 |
109.32 |
86.29 |
23.03 |
21.3% |
1.87 |
1.7% |
94% |
True |
False |
96,512 |
| 120 |
109.32 |
86.29 |
23.03 |
21.3% |
1.79 |
1.7% |
94% |
True |
False |
83,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.14 |
|
2.618 |
114.14 |
|
1.618 |
112.30 |
|
1.000 |
111.16 |
|
0.618 |
110.46 |
|
HIGH |
109.32 |
|
0.618 |
108.62 |
|
0.500 |
108.40 |
|
0.382 |
108.18 |
|
LOW |
107.48 |
|
0.618 |
106.34 |
|
1.000 |
105.64 |
|
1.618 |
104.50 |
|
2.618 |
102.66 |
|
4.250 |
99.66 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
108.40 |
107.77 |
| PP |
108.28 |
107.49 |
| S1 |
108.17 |
107.22 |
|