NYMEX Light Sweet Crude Oil Future October 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 |
106.15 |
105.51 |
-0.64 |
-0.6% |
103.89 |
| High |
106.82 |
105.99 |
-0.83 |
-0.8% |
107.05 |
| Low |
105.02 |
104.23 |
-0.79 |
-0.8% |
102.97 |
| Close |
105.51 |
105.79 |
0.28 |
0.3% |
106.12 |
| Range |
1.80 |
1.76 |
-0.04 |
-2.2% |
4.08 |
| ATR |
1.85 |
1.84 |
-0.01 |
-0.3% |
0.00 |
| Volume |
70,541 |
66,902 |
-3,639 |
-5.2% |
235,673 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.62 |
109.96 |
106.76 |
|
| R3 |
108.86 |
108.20 |
106.27 |
|
| R2 |
107.10 |
107.10 |
106.11 |
|
| R1 |
106.44 |
106.44 |
105.95 |
106.77 |
| PP |
105.34 |
105.34 |
105.34 |
105.50 |
| S1 |
104.68 |
104.68 |
105.63 |
105.01 |
| S2 |
103.58 |
103.58 |
105.47 |
|
| S3 |
101.82 |
102.92 |
105.31 |
|
| S4 |
100.06 |
101.16 |
104.82 |
|
|
| 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% |
1.79 |
1.7% |
64% |
False |
False |
57,149 |
| 10 |
107.05 |
102.39 |
4.66 |
4.4% |
1.77 |
1.7% |
73% |
False |
False |
60,840 |
| 20 |
107.05 |
93.21 |
13.84 |
13.1% |
1.81 |
1.7% |
91% |
False |
False |
68,043 |
| 40 |
107.05 |
91.54 |
15.51 |
14.7% |
1.85 |
1.7% |
92% |
False |
False |
48,790 |
| 60 |
107.05 |
89.65 |
17.40 |
16.4% |
1.83 |
1.7% |
93% |
False |
False |
38,663 |
| 80 |
107.05 |
86.47 |
20.58 |
19.5% |
1.82 |
1.7% |
94% |
False |
False |
31,882 |
| 100 |
107.05 |
86.47 |
20.58 |
19.5% |
1.68 |
1.6% |
94% |
False |
False |
26,930 |
| 120 |
107.05 |
86.47 |
20.58 |
19.5% |
1.57 |
1.5% |
94% |
False |
False |
23,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.47 |
|
2.618 |
110.60 |
|
1.618 |
108.84 |
|
1.000 |
107.75 |
|
0.618 |
107.08 |
|
HIGH |
105.99 |
|
0.618 |
105.32 |
|
0.500 |
105.11 |
|
0.382 |
104.90 |
|
LOW |
104.23 |
|
0.618 |
103.14 |
|
1.000 |
102.47 |
|
1.618 |
101.38 |
|
2.618 |
99.62 |
|
4.250 |
96.75 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
105.56 |
105.74 |
| PP |
105.34 |
105.69 |
| S1 |
105.11 |
105.64 |
|