NYMEX Light Sweet Crude Oil Future October 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 |
106.30 |
106.15 |
-0.15 |
-0.1% |
103.89 |
| High |
107.05 |
106.82 |
-0.23 |
-0.2% |
107.05 |
| Low |
105.17 |
105.02 |
-0.15 |
-0.1% |
102.97 |
| Close |
106.12 |
105.51 |
-0.61 |
-0.6% |
106.12 |
| Range |
1.88 |
1.80 |
-0.08 |
-4.3% |
4.08 |
| ATR |
1.85 |
1.85 |
0.00 |
-0.2% |
0.00 |
| Volume |
61,998 |
70,541 |
8,543 |
13.8% |
235,673 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.18 |
110.15 |
106.50 |
|
| R3 |
109.38 |
108.35 |
106.01 |
|
| R2 |
107.58 |
107.58 |
105.84 |
|
| R1 |
106.55 |
106.55 |
105.68 |
106.17 |
| PP |
105.78 |
105.78 |
105.78 |
105.59 |
| S1 |
104.75 |
104.75 |
105.35 |
104.37 |
| S2 |
103.98 |
103.98 |
105.18 |
|
| S3 |
102.18 |
102.95 |
105.02 |
|
| S4 |
100.38 |
101.15 |
104.52 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.62 |
115.95 |
108.36 |
|
| R3 |
113.54 |
111.87 |
107.24 |
|
| R2 |
109.46 |
109.46 |
106.87 |
|
| R1 |
107.79 |
107.79 |
106.49 |
108.63 |
| PP |
105.38 |
105.38 |
105.38 |
105.80 |
| S1 |
103.71 |
103.71 |
105.75 |
104.55 |
| S2 |
101.30 |
101.30 |
105.37 |
|
| S3 |
97.22 |
99.63 |
105.00 |
|
| S4 |
93.14 |
95.55 |
103.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.05 |
103.54 |
3.51 |
3.3% |
1.68 |
1.6% |
56% |
False |
False |
51,565 |
| 10 |
107.05 |
101.23 |
5.82 |
5.5% |
1.76 |
1.7% |
74% |
False |
False |
60,960 |
| 20 |
107.05 |
92.24 |
14.81 |
14.0% |
1.86 |
1.8% |
90% |
False |
False |
66,339 |
| 40 |
107.05 |
91.54 |
15.51 |
14.7% |
1.83 |
1.7% |
90% |
False |
False |
47,676 |
| 60 |
107.05 |
89.65 |
17.40 |
16.5% |
1.82 |
1.7% |
91% |
False |
False |
37,867 |
| 80 |
107.05 |
86.47 |
20.58 |
19.5% |
1.81 |
1.7% |
93% |
False |
False |
31,169 |
| 100 |
107.05 |
86.47 |
20.58 |
19.5% |
1.67 |
1.6% |
93% |
False |
False |
26,328 |
| 120 |
107.05 |
86.47 |
20.58 |
19.5% |
1.56 |
1.5% |
93% |
False |
False |
23,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.47 |
|
2.618 |
111.53 |
|
1.618 |
109.73 |
|
1.000 |
108.62 |
|
0.618 |
107.93 |
|
HIGH |
106.82 |
|
0.618 |
106.13 |
|
0.500 |
105.92 |
|
0.382 |
105.71 |
|
LOW |
105.02 |
|
0.618 |
103.91 |
|
1.000 |
103.22 |
|
1.618 |
102.11 |
|
2.618 |
100.31 |
|
4.250 |
97.37 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.92 |
105.83 |
| PP |
105.78 |
105.72 |
| S1 |
105.65 |
105.62 |
|