NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
107.00 |
107.36 |
0.36 |
0.3% |
105.67 |
| High |
107.55 |
107.52 |
-0.03 |
0.0% |
108.93 |
| Low |
105.46 |
104.79 |
-0.67 |
-0.6% |
104.27 |
| Close |
107.23 |
105.39 |
-1.84 |
-1.7% |
107.87 |
| Range |
2.09 |
2.73 |
0.64 |
30.6% |
4.66 |
| ATR |
2.07 |
2.12 |
0.05 |
2.3% |
0.00 |
| Volume |
241,640 |
278,262 |
36,622 |
15.2% |
924,267 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.09 |
112.47 |
106.89 |
|
| R3 |
111.36 |
109.74 |
106.14 |
|
| R2 |
108.63 |
108.63 |
105.89 |
|
| R1 |
107.01 |
107.01 |
105.64 |
106.46 |
| PP |
105.90 |
105.90 |
105.90 |
105.62 |
| S1 |
104.28 |
104.28 |
105.14 |
103.73 |
| S2 |
103.17 |
103.17 |
104.89 |
|
| S3 |
100.44 |
101.55 |
104.64 |
|
| S4 |
97.71 |
98.82 |
103.89 |
|
|
| 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% |
2.24 |
2.1% |
14% |
False |
True |
265,415 |
| 10 |
108.93 |
103.73 |
5.20 |
4.9% |
2.10 |
2.0% |
32% |
False |
False |
198,961 |
| 20 |
108.93 |
93.64 |
15.29 |
14.5% |
2.12 |
2.0% |
77% |
False |
False |
165,740 |
| 40 |
108.93 |
91.68 |
17.25 |
16.4% |
2.04 |
1.9% |
79% |
False |
False |
121,277 |
| 60 |
108.93 |
90.09 |
18.84 |
17.9% |
2.01 |
1.9% |
81% |
False |
False |
94,300 |
| 80 |
108.93 |
86.26 |
22.67 |
21.5% |
2.01 |
1.9% |
84% |
False |
False |
78,425 |
| 100 |
108.93 |
86.26 |
22.67 |
21.5% |
1.86 |
1.8% |
84% |
False |
False |
66,161 |
| 120 |
108.93 |
86.26 |
22.67 |
21.5% |
1.76 |
1.7% |
84% |
False |
False |
58,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.12 |
|
2.618 |
114.67 |
|
1.618 |
111.94 |
|
1.000 |
110.25 |
|
0.618 |
109.21 |
|
HIGH |
107.52 |
|
0.618 |
106.48 |
|
0.500 |
106.16 |
|
0.382 |
105.83 |
|
LOW |
104.79 |
|
0.618 |
103.10 |
|
1.000 |
102.06 |
|
1.618 |
100.37 |
|
2.618 |
97.64 |
|
4.250 |
93.19 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.16 |
106.70 |
| PP |
105.90 |
106.26 |
| S1 |
105.65 |
105.83 |
|