NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
102.36 |
103.20 |
0.84 |
0.8% |
101.18 |
| High |
103.16 |
103.78 |
0.62 |
0.6% |
103.06 |
| Low |
101.58 |
102.72 |
1.14 |
1.1% |
99.73 |
| Close |
102.99 |
102.95 |
-0.04 |
0.0% |
102.66 |
| Range |
1.58 |
1.06 |
-0.52 |
-32.9% |
3.33 |
| ATR |
1.74 |
1.69 |
-0.05 |
-2.8% |
0.00 |
| Volume |
34,064 |
23,577 |
-10,487 |
-30.8% |
230,643 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.33 |
105.70 |
103.53 |
|
| R3 |
105.27 |
104.64 |
103.24 |
|
| R2 |
104.21 |
104.21 |
103.14 |
|
| R1 |
103.58 |
103.58 |
103.05 |
103.37 |
| PP |
103.15 |
103.15 |
103.15 |
103.04 |
| S1 |
102.52 |
102.52 |
102.85 |
102.31 |
| S2 |
102.09 |
102.09 |
102.76 |
|
| S3 |
101.03 |
101.46 |
102.66 |
|
| S4 |
99.97 |
100.40 |
102.37 |
|
|
| 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 |
103.78 |
100.90 |
2.88 |
2.8% |
1.53 |
1.5% |
71% |
True |
False |
40,077 |
| 10 |
103.78 |
95.99 |
7.79 |
7.6% |
1.65 |
1.6% |
89% |
True |
False |
47,328 |
| 20 |
103.78 |
91.95 |
11.83 |
11.5% |
1.73 |
1.7% |
93% |
True |
False |
37,011 |
| 40 |
103.78 |
91.22 |
12.56 |
12.2% |
1.69 |
1.6% |
93% |
True |
False |
26,987 |
| 60 |
103.78 |
87.54 |
16.24 |
15.8% |
1.71 |
1.7% |
95% |
True |
False |
21,257 |
| 80 |
103.78 |
85.96 |
17.82 |
17.3% |
1.66 |
1.6% |
95% |
True |
False |
17,714 |
| 100 |
103.78 |
85.96 |
17.82 |
17.3% |
1.52 |
1.5% |
95% |
True |
False |
15,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.29 |
|
2.618 |
106.56 |
|
1.618 |
105.50 |
|
1.000 |
104.84 |
|
0.618 |
104.44 |
|
HIGH |
103.78 |
|
0.618 |
103.38 |
|
0.500 |
103.25 |
|
0.382 |
103.12 |
|
LOW |
102.72 |
|
0.618 |
102.06 |
|
1.000 |
101.66 |
|
1.618 |
101.00 |
|
2.618 |
99.94 |
|
4.250 |
98.22 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.25 |
102.79 |
| PP |
103.15 |
102.63 |
| S1 |
103.05 |
102.47 |
|