NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
101.29 |
102.36 |
1.07 |
1.1% |
101.18 |
| High |
102.88 |
103.16 |
0.28 |
0.3% |
103.06 |
| Low |
101.16 |
101.58 |
0.42 |
0.4% |
99.73 |
| Close |
102.66 |
102.99 |
0.33 |
0.3% |
102.66 |
| Range |
1.72 |
1.58 |
-0.14 |
-8.1% |
3.33 |
| ATR |
1.75 |
1.74 |
-0.01 |
-0.7% |
0.00 |
| Volume |
45,579 |
34,064 |
-11,515 |
-25.3% |
230,643 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.32 |
106.73 |
103.86 |
|
| R3 |
105.74 |
105.15 |
103.42 |
|
| R2 |
104.16 |
104.16 |
103.28 |
|
| R1 |
103.57 |
103.57 |
103.13 |
103.87 |
| PP |
102.58 |
102.58 |
102.58 |
102.72 |
| S1 |
101.99 |
101.99 |
102.85 |
102.29 |
| S2 |
101.00 |
101.00 |
102.70 |
|
| S3 |
99.42 |
100.41 |
102.56 |
|
| S4 |
97.84 |
98.83 |
102.12 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.81 |
110.56 |
104.49 |
|
| R3 |
108.48 |
107.23 |
103.58 |
|
| R2 |
105.15 |
105.15 |
103.27 |
|
| R1 |
103.90 |
103.90 |
102.97 |
104.53 |
| PP |
101.82 |
101.82 |
101.82 |
102.13 |
| S1 |
100.57 |
100.57 |
102.35 |
101.20 |
| S2 |
98.49 |
98.49 |
102.05 |
|
| S3 |
95.16 |
97.24 |
101.74 |
|
| S4 |
91.83 |
93.91 |
100.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.16 |
100.00 |
3.16 |
3.1% |
1.59 |
1.5% |
95% |
True |
False |
47,038 |
| 10 |
103.16 |
94.67 |
8.49 |
8.2% |
1.73 |
1.7% |
98% |
True |
False |
47,000 |
| 20 |
103.16 |
91.95 |
11.21 |
10.9% |
1.74 |
1.7% |
98% |
True |
False |
37,088 |
| 40 |
103.16 |
91.22 |
11.94 |
11.6% |
1.70 |
1.6% |
99% |
True |
False |
26,649 |
| 60 |
103.16 |
87.50 |
15.66 |
15.2% |
1.70 |
1.7% |
99% |
True |
False |
20,983 |
| 80 |
103.16 |
85.96 |
17.20 |
16.7% |
1.66 |
1.6% |
99% |
True |
False |
17,471 |
| 100 |
103.16 |
85.96 |
17.20 |
16.7% |
1.52 |
1.5% |
99% |
True |
False |
14,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.88 |
|
2.618 |
107.30 |
|
1.618 |
105.72 |
|
1.000 |
104.74 |
|
0.618 |
104.14 |
|
HIGH |
103.16 |
|
0.618 |
102.56 |
|
0.500 |
102.37 |
|
0.382 |
102.18 |
|
LOW |
101.58 |
|
0.618 |
100.60 |
|
1.000 |
100.00 |
|
1.618 |
99.02 |
|
2.618 |
97.44 |
|
4.250 |
94.87 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.78 |
102.71 |
| PP |
102.58 |
102.44 |
| S1 |
102.37 |
102.16 |
|