NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
108.12 |
108.34 |
0.22 |
0.2% |
106.05 |
| High |
109.32 |
108.79 |
-0.53 |
-0.5% |
109.32 |
| Low |
107.48 |
106.43 |
-1.05 |
-1.0% |
104.65 |
| Close |
108.05 |
106.91 |
-1.14 |
-1.1% |
108.05 |
| Range |
1.84 |
2.36 |
0.52 |
28.3% |
4.67 |
| ATR |
2.13 |
2.14 |
0.02 |
0.8% |
0.00 |
| Volume |
112,373 |
25,712 |
-86,661 |
-77.1% |
992,852 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.46 |
113.04 |
108.21 |
|
| R3 |
112.10 |
110.68 |
107.56 |
|
| R2 |
109.74 |
109.74 |
107.34 |
|
| R1 |
108.32 |
108.32 |
107.13 |
107.85 |
| PP |
107.38 |
107.38 |
107.38 |
107.14 |
| S1 |
105.96 |
105.96 |
106.69 |
105.49 |
| S2 |
105.02 |
105.02 |
106.48 |
|
| S3 |
102.66 |
103.60 |
106.26 |
|
| S4 |
100.30 |
101.24 |
105.61 |
|
|
| 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 |
105.11 |
4.21 |
3.9% |
1.90 |
1.8% |
43% |
False |
False |
161,551 |
| 10 |
109.32 |
102.31 |
7.01 |
6.6% |
2.15 |
2.0% |
66% |
False |
False |
226,054 |
| 20 |
109.32 |
92.67 |
16.65 |
15.6% |
2.17 |
2.0% |
86% |
False |
False |
251,484 |
| 40 |
109.32 |
91.50 |
17.82 |
16.7% |
2.07 |
1.9% |
86% |
False |
False |
190,651 |
| 60 |
109.32 |
90.29 |
19.03 |
17.8% |
2.05 |
1.9% |
87% |
False |
False |
146,415 |
| 80 |
109.32 |
86.29 |
23.03 |
21.5% |
2.04 |
1.9% |
90% |
False |
False |
116,718 |
| 100 |
109.32 |
86.29 |
23.03 |
21.5% |
1.89 |
1.8% |
90% |
False |
False |
96,707 |
| 120 |
109.32 |
86.29 |
23.03 |
21.5% |
1.80 |
1.7% |
90% |
False |
False |
83,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.82 |
|
2.618 |
114.97 |
|
1.618 |
112.61 |
|
1.000 |
111.15 |
|
0.618 |
110.25 |
|
HIGH |
108.79 |
|
0.618 |
107.89 |
|
0.500 |
107.61 |
|
0.382 |
107.33 |
|
LOW |
106.43 |
|
0.618 |
104.97 |
|
1.000 |
104.07 |
|
1.618 |
102.61 |
|
2.618 |
100.25 |
|
4.250 |
96.40 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.61 |
107.74 |
| PP |
107.38 |
107.46 |
| S1 |
107.14 |
107.19 |
|