NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
105.39 |
104.08 |
-1.31 |
-1.2% |
104.34 |
| High |
106.53 |
105.86 |
-0.67 |
-0.6% |
106.53 |
| Low |
103.73 |
103.85 |
0.12 |
0.1% |
102.00 |
| Close |
104.38 |
105.55 |
1.17 |
1.1% |
105.55 |
| Range |
2.80 |
2.01 |
-0.79 |
-28.2% |
4.53 |
| ATR |
2.17 |
2.16 |
-0.01 |
-0.5% |
0.00 |
| Volume |
160,404 |
101,175 |
-59,229 |
-36.9% |
643,023 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.12 |
110.34 |
106.66 |
|
| R3 |
109.11 |
108.33 |
106.10 |
|
| R2 |
107.10 |
107.10 |
105.92 |
|
| R1 |
106.32 |
106.32 |
105.73 |
106.71 |
| PP |
105.09 |
105.09 |
105.09 |
105.28 |
| S1 |
104.31 |
104.31 |
105.37 |
104.70 |
| S2 |
103.08 |
103.08 |
105.18 |
|
| S3 |
101.07 |
102.30 |
105.00 |
|
| S4 |
99.06 |
100.29 |
104.44 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.28 |
116.45 |
108.04 |
|
| R3 |
113.75 |
111.92 |
106.80 |
|
| R2 |
109.22 |
109.22 |
106.38 |
|
| R1 |
107.39 |
107.39 |
105.97 |
108.31 |
| PP |
104.69 |
104.69 |
104.69 |
105.15 |
| S1 |
102.86 |
102.86 |
105.13 |
103.78 |
| S2 |
100.16 |
100.16 |
104.72 |
|
| S3 |
95.63 |
98.33 |
104.30 |
|
| S4 |
91.10 |
93.80 |
103.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.53 |
102.00 |
4.53 |
4.3% |
2.25 |
2.1% |
78% |
False |
False |
128,604 |
| 10 |
106.53 |
95.98 |
10.55 |
10.0% |
2.23 |
2.1% |
91% |
False |
False |
133,045 |
| 20 |
106.53 |
92.60 |
13.93 |
13.2% |
2.14 |
2.0% |
93% |
False |
False |
114,073 |
| 40 |
106.53 |
91.68 |
14.85 |
14.1% |
2.02 |
1.9% |
93% |
False |
False |
86,177 |
| 60 |
106.53 |
86.26 |
20.27 |
19.2% |
2.00 |
1.9% |
95% |
False |
False |
69,641 |
| 80 |
106.53 |
86.26 |
20.27 |
19.2% |
1.93 |
1.8% |
95% |
False |
False |
58,625 |
| 100 |
106.53 |
86.26 |
20.27 |
19.2% |
1.81 |
1.7% |
95% |
False |
False |
49,831 |
| 120 |
106.53 |
86.26 |
20.27 |
19.2% |
1.69 |
1.6% |
95% |
False |
False |
44,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.40 |
|
2.618 |
111.12 |
|
1.618 |
109.11 |
|
1.000 |
107.87 |
|
0.618 |
107.10 |
|
HIGH |
105.86 |
|
0.618 |
105.09 |
|
0.500 |
104.86 |
|
0.382 |
104.62 |
|
LOW |
103.85 |
|
0.618 |
102.61 |
|
1.000 |
101.84 |
|
1.618 |
100.60 |
|
2.618 |
98.59 |
|
4.250 |
95.31 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.32 |
105.40 |
| PP |
105.09 |
105.25 |
| S1 |
104.86 |
105.10 |
|