NYMEX Light Sweet Crude Oil Future September 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 |
107.86 |
108.07 |
0.21 |
0.2% |
105.67 |
| High |
108.93 |
108.60 |
-0.33 |
-0.3% |
108.93 |
| Low |
106.91 |
106.48 |
-0.43 |
-0.4% |
104.27 |
| Close |
107.87 |
106.94 |
-0.93 |
-0.9% |
107.87 |
| Range |
2.02 |
2.12 |
0.10 |
5.0% |
4.66 |
| ATR |
2.07 |
2.07 |
0.00 |
0.2% |
0.00 |
| Volume |
316,998 |
283,866 |
-33,132 |
-10.5% |
924,267 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.70 |
112.44 |
108.11 |
|
| R3 |
111.58 |
110.32 |
107.52 |
|
| R2 |
109.46 |
109.46 |
107.33 |
|
| R1 |
108.20 |
108.20 |
107.13 |
107.77 |
| PP |
107.34 |
107.34 |
107.34 |
107.13 |
| S1 |
106.08 |
106.08 |
106.75 |
105.65 |
| S2 |
105.22 |
105.22 |
106.55 |
|
| S3 |
103.10 |
103.96 |
106.36 |
|
| S4 |
100.98 |
101.84 |
105.77 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.00 |
119.10 |
110.43 |
|
| R3 |
116.34 |
114.44 |
109.15 |
|
| R2 |
111.68 |
111.68 |
108.72 |
|
| R1 |
109.78 |
109.78 |
108.30 |
110.73 |
| PP |
107.02 |
107.02 |
107.02 |
107.50 |
| S1 |
105.12 |
105.12 |
107.44 |
106.07 |
| S2 |
102.36 |
102.36 |
107.02 |
|
| S3 |
97.70 |
100.46 |
106.59 |
|
| S4 |
93.04 |
95.80 |
105.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.93 |
104.79 |
4.14 |
3.9% |
1.89 |
1.8% |
52% |
False |
False |
220,414 |
| 10 |
108.93 |
102.21 |
6.72 |
6.3% |
2.03 |
1.9% |
70% |
False |
False |
176,201 |
| 20 |
108.93 |
92.60 |
16.33 |
15.3% |
2.10 |
2.0% |
88% |
False |
False |
150,740 |
| 40 |
108.93 |
91.68 |
17.25 |
16.1% |
2.02 |
1.9% |
88% |
False |
False |
110,754 |
| 60 |
108.93 |
90.09 |
18.84 |
17.6% |
1.99 |
1.9% |
89% |
False |
False |
86,710 |
| 80 |
108.93 |
86.26 |
22.67 |
21.2% |
1.98 |
1.9% |
91% |
False |
False |
72,348 |
| 100 |
108.93 |
86.26 |
22.67 |
21.2% |
1.84 |
1.7% |
91% |
False |
False |
61,193 |
| 120 |
108.93 |
86.26 |
22.67 |
21.2% |
1.74 |
1.6% |
91% |
False |
False |
54,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.61 |
|
2.618 |
114.15 |
|
1.618 |
112.03 |
|
1.000 |
110.72 |
|
0.618 |
109.91 |
|
HIGH |
108.60 |
|
0.618 |
107.79 |
|
0.500 |
107.54 |
|
0.382 |
107.29 |
|
LOW |
106.48 |
|
0.618 |
105.17 |
|
1.000 |
104.36 |
|
1.618 |
103.05 |
|
2.618 |
100.93 |
|
4.250 |
97.47 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
107.54 |
107.43 |
| PP |
107.34 |
107.27 |
| S1 |
107.14 |
107.10 |
|