NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
104.25 |
105.07 |
0.82 |
0.8% |
102.46 |
| High |
105.10 |
106.53 |
1.43 |
1.4% |
104.80 |
| Low |
103.54 |
104.60 |
1.06 |
1.0% |
100.93 |
| Close |
105.05 |
106.29 |
1.24 |
1.2% |
104.14 |
| Range |
1.56 |
1.93 |
0.37 |
23.7% |
3.87 |
| ATR |
1.84 |
1.85 |
0.01 |
0.3% |
0.00 |
| Volume |
39,790 |
46,515 |
6,725 |
16.9% |
352,145 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.60 |
110.87 |
107.35 |
|
| R3 |
109.67 |
108.94 |
106.82 |
|
| R2 |
107.74 |
107.74 |
106.64 |
|
| R1 |
107.01 |
107.01 |
106.47 |
107.38 |
| PP |
105.81 |
105.81 |
105.81 |
105.99 |
| S1 |
105.08 |
105.08 |
106.11 |
105.45 |
| S2 |
103.88 |
103.88 |
105.94 |
|
| S3 |
101.95 |
103.15 |
105.76 |
|
| S4 |
100.02 |
101.22 |
105.23 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.90 |
113.39 |
106.27 |
|
| R3 |
111.03 |
109.52 |
105.20 |
|
| R2 |
107.16 |
107.16 |
104.85 |
|
| R1 |
105.65 |
105.65 |
104.49 |
106.41 |
| PP |
103.29 |
103.29 |
103.29 |
103.67 |
| S1 |
101.78 |
101.78 |
103.79 |
102.54 |
| S2 |
99.42 |
99.42 |
103.43 |
|
| S3 |
95.55 |
97.91 |
103.08 |
|
| S4 |
91.68 |
94.04 |
102.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.53 |
102.59 |
3.94 |
3.7% |
1.66 |
1.6% |
94% |
True |
False |
50,780 |
| 10 |
106.53 |
99.44 |
7.09 |
6.7% |
1.82 |
1.7% |
97% |
True |
False |
63,675 |
| 20 |
106.53 |
92.24 |
14.29 |
13.4% |
1.98 |
1.9% |
98% |
True |
False |
64,731 |
| 40 |
106.53 |
91.54 |
14.99 |
14.1% |
1.84 |
1.7% |
98% |
True |
False |
45,193 |
| 60 |
106.53 |
89.40 |
17.13 |
16.1% |
1.84 |
1.7% |
99% |
True |
False |
36,122 |
| 80 |
106.53 |
86.47 |
20.06 |
18.9% |
1.80 |
1.7% |
99% |
True |
False |
29,823 |
| 100 |
106.53 |
86.47 |
20.06 |
18.9% |
1.65 |
1.6% |
99% |
True |
False |
25,105 |
| 120 |
106.53 |
86.47 |
20.06 |
18.9% |
1.54 |
1.5% |
99% |
True |
False |
22,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.73 |
|
2.618 |
111.58 |
|
1.618 |
109.65 |
|
1.000 |
108.46 |
|
0.618 |
107.72 |
|
HIGH |
106.53 |
|
0.618 |
105.79 |
|
0.500 |
105.57 |
|
0.382 |
105.34 |
|
LOW |
104.60 |
|
0.618 |
103.41 |
|
1.000 |
102.67 |
|
1.618 |
101.48 |
|
2.618 |
99.55 |
|
4.250 |
96.40 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.05 |
105.87 |
| PP |
105.81 |
105.45 |
| S1 |
105.57 |
105.04 |
|