NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
105.96 |
105.47 |
-0.49 |
-0.5% |
104.34 |
| High |
106.78 |
106.42 |
-0.36 |
-0.3% |
106.53 |
| Low |
105.38 |
104.79 |
-0.59 |
-0.6% |
102.00 |
| Close |
105.69 |
106.35 |
0.66 |
0.6% |
105.55 |
| Range |
1.40 |
1.63 |
0.23 |
16.4% |
4.53 |
| ATR |
2.09 |
2.06 |
-0.03 |
-1.6% |
0.00 |
| Volume |
135,522 |
159,379 |
23,857 |
17.6% |
643,023 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.74 |
110.18 |
107.25 |
|
| R3 |
109.11 |
108.55 |
106.80 |
|
| R2 |
107.48 |
107.48 |
106.65 |
|
| R1 |
106.92 |
106.92 |
106.50 |
107.20 |
| PP |
105.85 |
105.85 |
105.85 |
106.00 |
| S1 |
105.29 |
105.29 |
106.20 |
105.57 |
| S2 |
104.22 |
104.22 |
106.05 |
|
| S3 |
102.59 |
103.66 |
105.90 |
|
| S4 |
100.96 |
102.03 |
105.45 |
|
|
| 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 |
103.73 |
3.05 |
2.9% |
1.95 |
1.8% |
86% |
False |
False |
132,507 |
| 10 |
106.78 |
99.43 |
7.35 |
6.9% |
2.17 |
2.0% |
94% |
False |
False |
141,643 |
| 20 |
106.78 |
92.60 |
14.18 |
13.3% |
2.17 |
2.0% |
97% |
False |
False |
124,133 |
| 40 |
106.78 |
91.68 |
15.10 |
14.2% |
2.00 |
1.9% |
97% |
False |
False |
93,410 |
| 60 |
106.78 |
88.28 |
18.50 |
17.4% |
1.99 |
1.9% |
98% |
False |
False |
74,906 |
| 80 |
106.78 |
86.26 |
20.52 |
19.3% |
1.95 |
1.8% |
98% |
False |
False |
63,043 |
| 100 |
106.78 |
86.26 |
20.52 |
19.3% |
1.81 |
1.7% |
98% |
False |
False |
53,442 |
| 120 |
106.78 |
86.26 |
20.52 |
19.3% |
1.71 |
1.6% |
98% |
False |
False |
47,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.35 |
|
2.618 |
110.69 |
|
1.618 |
109.06 |
|
1.000 |
108.05 |
|
0.618 |
107.43 |
|
HIGH |
106.42 |
|
0.618 |
105.80 |
|
0.500 |
105.61 |
|
0.382 |
105.41 |
|
LOW |
104.79 |
|
0.618 |
103.78 |
|
1.000 |
103.16 |
|
1.618 |
102.15 |
|
2.618 |
100.52 |
|
4.250 |
97.86 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.10 |
106.08 |
| PP |
105.85 |
105.80 |
| S1 |
105.61 |
105.53 |
|