NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
104.08 |
105.67 |
1.59 |
1.5% |
104.34 |
| High |
105.86 |
106.20 |
0.34 |
0.3% |
106.53 |
| Low |
103.85 |
104.27 |
0.42 |
0.4% |
102.00 |
| Close |
105.55 |
105.92 |
0.37 |
0.4% |
105.55 |
| Range |
2.01 |
1.93 |
-0.08 |
-4.0% |
4.53 |
| ATR |
2.16 |
2.14 |
-0.02 |
-0.8% |
0.00 |
| Volume |
101,175 |
106,059 |
4,884 |
4.8% |
643,023 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.25 |
110.52 |
106.98 |
|
| R3 |
109.32 |
108.59 |
106.45 |
|
| R2 |
107.39 |
107.39 |
106.27 |
|
| R1 |
106.66 |
106.66 |
106.10 |
107.03 |
| PP |
105.46 |
105.46 |
105.46 |
105.65 |
| S1 |
104.73 |
104.73 |
105.74 |
105.10 |
| S2 |
103.53 |
103.53 |
105.57 |
|
| S3 |
101.60 |
102.80 |
105.39 |
|
| S4 |
99.67 |
100.87 |
104.86 |
|
|
| 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 |
102.21 |
4.32 |
4.1% |
2.17 |
2.0% |
86% |
False |
False |
131,989 |
| 10 |
106.53 |
95.98 |
10.55 |
10.0% |
2.28 |
2.2% |
94% |
False |
False |
133,848 |
| 20 |
106.53 |
92.60 |
13.93 |
13.2% |
2.14 |
2.0% |
96% |
False |
False |
116,181 |
| 40 |
106.53 |
91.68 |
14.85 |
14.0% |
2.01 |
1.9% |
96% |
False |
False |
87,978 |
| 60 |
106.53 |
88.06 |
18.47 |
17.4% |
1.99 |
1.9% |
97% |
False |
False |
70,897 |
| 80 |
106.53 |
86.26 |
20.27 |
19.1% |
1.94 |
1.8% |
97% |
False |
False |
59,735 |
| 100 |
106.53 |
86.26 |
20.27 |
19.1% |
1.81 |
1.7% |
97% |
False |
False |
50,778 |
| 120 |
106.53 |
86.26 |
20.27 |
19.1% |
1.70 |
1.6% |
97% |
False |
False |
45,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.40 |
|
2.618 |
111.25 |
|
1.618 |
109.32 |
|
1.000 |
108.13 |
|
0.618 |
107.39 |
|
HIGH |
106.20 |
|
0.618 |
105.46 |
|
0.500 |
105.24 |
|
0.382 |
105.01 |
|
LOW |
104.27 |
|
0.618 |
103.08 |
|
1.000 |
102.34 |
|
1.618 |
101.15 |
|
2.618 |
99.22 |
|
4.250 |
96.07 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.69 |
105.66 |
| PP |
105.46 |
105.39 |
| S1 |
105.24 |
105.13 |
|