NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
107.36 |
105.37 |
-1.99 |
-1.9% |
105.67 |
| High |
107.52 |
105.87 |
-1.65 |
-1.5% |
108.93 |
| Low |
104.79 |
104.08 |
-0.71 |
-0.7% |
104.27 |
| Close |
105.39 |
105.49 |
0.10 |
0.1% |
107.87 |
| Range |
2.73 |
1.79 |
-0.94 |
-34.4% |
4.66 |
| ATR |
2.12 |
2.10 |
-0.02 |
-1.1% |
0.00 |
| Volume |
278,262 |
270,580 |
-7,682 |
-2.8% |
924,267 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.52 |
109.79 |
106.47 |
|
| R3 |
108.73 |
108.00 |
105.98 |
|
| R2 |
106.94 |
106.94 |
105.82 |
|
| R1 |
106.21 |
106.21 |
105.65 |
106.58 |
| PP |
105.15 |
105.15 |
105.15 |
105.33 |
| S1 |
104.42 |
104.42 |
105.33 |
104.79 |
| S2 |
103.36 |
103.36 |
105.16 |
|
| S3 |
101.57 |
102.63 |
105.00 |
|
| S4 |
99.78 |
100.84 |
104.51 |
|
|
| 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 |
104.08 |
4.85 |
4.6% |
2.15 |
2.0% |
29% |
False |
True |
278,269 |
| 10 |
108.93 |
103.85 |
5.08 |
4.8% |
2.00 |
1.9% |
32% |
False |
False |
209,979 |
| 20 |
108.93 |
95.26 |
13.67 |
13.0% |
2.12 |
2.0% |
75% |
False |
False |
171,739 |
| 40 |
108.93 |
91.68 |
17.25 |
16.4% |
2.03 |
1.9% |
80% |
False |
False |
126,709 |
| 60 |
108.93 |
90.09 |
18.84 |
17.9% |
2.01 |
1.9% |
82% |
False |
False |
98,352 |
| 80 |
108.93 |
86.26 |
22.67 |
21.5% |
2.02 |
1.9% |
85% |
False |
False |
81,504 |
| 100 |
108.93 |
86.26 |
22.67 |
21.5% |
1.87 |
1.8% |
85% |
False |
False |
68,743 |
| 120 |
108.93 |
86.26 |
22.67 |
21.5% |
1.77 |
1.7% |
85% |
False |
False |
60,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.48 |
|
2.618 |
110.56 |
|
1.618 |
108.77 |
|
1.000 |
107.66 |
|
0.618 |
106.98 |
|
HIGH |
105.87 |
|
0.618 |
105.19 |
|
0.500 |
104.98 |
|
0.382 |
104.76 |
|
LOW |
104.08 |
|
0.618 |
102.97 |
|
1.000 |
102.29 |
|
1.618 |
101.18 |
|
2.618 |
99.39 |
|
4.250 |
96.47 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.32 |
105.82 |
| PP |
105.15 |
105.71 |
| S1 |
104.98 |
105.60 |
|