NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
108.07 |
107.00 |
-1.07 |
-1.0% |
105.67 |
| High |
108.60 |
107.55 |
-1.05 |
-1.0% |
108.93 |
| Low |
106.48 |
105.46 |
-1.02 |
-1.0% |
104.27 |
| Close |
106.94 |
107.23 |
0.29 |
0.3% |
107.87 |
| Range |
2.12 |
2.09 |
-0.03 |
-1.4% |
4.66 |
| ATR |
2.07 |
2.07 |
0.00 |
0.1% |
0.00 |
| Volume |
283,866 |
241,640 |
-42,226 |
-14.9% |
924,267 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.02 |
112.21 |
108.38 |
|
| R3 |
110.93 |
110.12 |
107.80 |
|
| R2 |
108.84 |
108.84 |
107.61 |
|
| R1 |
108.03 |
108.03 |
107.42 |
108.44 |
| PP |
106.75 |
106.75 |
106.75 |
106.95 |
| S1 |
105.94 |
105.94 |
107.04 |
106.35 |
| S2 |
104.66 |
104.66 |
106.85 |
|
| S3 |
102.57 |
103.85 |
106.66 |
|
| S4 |
100.48 |
101.76 |
106.08 |
|
|
| 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% |
2.02 |
1.9% |
59% |
False |
False |
241,638 |
| 10 |
108.93 |
103.67 |
5.26 |
4.9% |
2.04 |
1.9% |
68% |
False |
False |
188,368 |
| 20 |
108.93 |
93.64 |
15.29 |
14.3% |
2.06 |
1.9% |
89% |
False |
False |
157,937 |
| 40 |
108.93 |
91.68 |
17.25 |
16.1% |
2.04 |
1.9% |
90% |
False |
False |
115,221 |
| 60 |
108.93 |
90.09 |
18.84 |
17.6% |
2.00 |
1.9% |
91% |
False |
False |
90,161 |
| 80 |
108.93 |
86.26 |
22.67 |
21.1% |
1.99 |
1.9% |
93% |
False |
False |
75,158 |
| 100 |
108.93 |
86.26 |
22.67 |
21.1% |
1.85 |
1.7% |
93% |
False |
False |
63,486 |
| 120 |
108.93 |
86.26 |
22.67 |
21.1% |
1.75 |
1.6% |
93% |
False |
False |
55,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.43 |
|
2.618 |
113.02 |
|
1.618 |
110.93 |
|
1.000 |
109.64 |
|
0.618 |
108.84 |
|
HIGH |
107.55 |
|
0.618 |
106.75 |
|
0.500 |
106.51 |
|
0.382 |
106.26 |
|
LOW |
105.46 |
|
0.618 |
104.17 |
|
1.000 |
103.37 |
|
1.618 |
102.08 |
|
2.618 |
99.99 |
|
4.250 |
96.58 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.99 |
107.22 |
| PP |
106.75 |
107.21 |
| S1 |
106.51 |
107.20 |
|