NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
105.67 |
105.96 |
0.29 |
0.3% |
104.34 |
| High |
106.20 |
106.78 |
0.58 |
0.5% |
106.53 |
| Low |
104.27 |
105.38 |
1.11 |
1.1% |
102.00 |
| Close |
105.92 |
105.69 |
-0.23 |
-0.2% |
105.55 |
| Range |
1.93 |
1.40 |
-0.53 |
-27.5% |
4.53 |
| ATR |
2.14 |
2.09 |
-0.05 |
-2.5% |
0.00 |
| Volume |
106,059 |
135,522 |
29,463 |
27.8% |
643,023 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.15 |
109.32 |
106.46 |
|
| R3 |
108.75 |
107.92 |
106.08 |
|
| R2 |
107.35 |
107.35 |
105.95 |
|
| R1 |
106.52 |
106.52 |
105.82 |
106.24 |
| PP |
105.95 |
105.95 |
105.95 |
105.81 |
| S1 |
105.12 |
105.12 |
105.56 |
104.84 |
| S2 |
104.55 |
104.55 |
105.43 |
|
| S3 |
103.15 |
103.72 |
105.31 |
|
| S4 |
101.75 |
102.32 |
104.92 |
|
|
| 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 |
106.78 |
103.67 |
3.11 |
2.9% |
2.05 |
1.9% |
65% |
True |
False |
135,097 |
| 10 |
106.78 |
97.66 |
9.12 |
8.6% |
2.21 |
2.1% |
88% |
True |
False |
138,481 |
| 20 |
106.78 |
92.60 |
14.18 |
13.4% |
2.15 |
2.0% |
92% |
True |
False |
118,976 |
| 40 |
106.78 |
91.68 |
15.10 |
14.3% |
2.00 |
1.9% |
93% |
True |
False |
90,339 |
| 60 |
106.78 |
88.06 |
18.72 |
17.7% |
1.99 |
1.9% |
94% |
True |
False |
72,549 |
| 80 |
106.78 |
86.26 |
20.52 |
19.4% |
1.94 |
1.8% |
95% |
True |
False |
61,232 |
| 100 |
106.78 |
86.26 |
20.52 |
19.4% |
1.80 |
1.7% |
95% |
True |
False |
51,997 |
| 120 |
106.78 |
86.26 |
20.52 |
19.4% |
1.71 |
1.6% |
95% |
True |
False |
46,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.73 |
|
2.618 |
110.45 |
|
1.618 |
109.05 |
|
1.000 |
108.18 |
|
0.618 |
107.65 |
|
HIGH |
106.78 |
|
0.618 |
106.25 |
|
0.500 |
106.08 |
|
0.382 |
105.91 |
|
LOW |
105.38 |
|
0.618 |
104.51 |
|
1.000 |
103.98 |
|
1.618 |
103.11 |
|
2.618 |
101.71 |
|
4.250 |
99.43 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.08 |
105.57 |
| PP |
105.95 |
105.44 |
| S1 |
105.82 |
105.32 |
|