NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
101.63 |
101.41 |
-0.22 |
-0.2% |
99.47 |
| High |
102.31 |
102.17 |
-0.14 |
-0.1% |
101.54 |
| Low |
101.16 |
100.81 |
-0.35 |
-0.3% |
98.37 |
| Close |
101.55 |
102.15 |
0.60 |
0.6% |
101.31 |
| Range |
1.15 |
1.36 |
0.21 |
18.3% |
3.17 |
| ATR |
1.67 |
1.65 |
-0.02 |
-1.3% |
0.00 |
| Volume |
45,452 |
64,867 |
19,415 |
42.7% |
532,043 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.79 |
105.33 |
102.90 |
|
| R3 |
104.43 |
103.97 |
102.52 |
|
| R2 |
103.07 |
103.07 |
102.40 |
|
| R1 |
102.61 |
102.61 |
102.27 |
102.84 |
| PP |
101.71 |
101.71 |
101.71 |
101.83 |
| S1 |
101.25 |
101.25 |
102.03 |
101.48 |
| S2 |
100.35 |
100.35 |
101.90 |
|
| S3 |
98.99 |
99.89 |
101.78 |
|
| S4 |
97.63 |
98.53 |
101.40 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.92 |
108.78 |
103.05 |
|
| R3 |
106.75 |
105.61 |
102.18 |
|
| R2 |
103.58 |
103.58 |
101.89 |
|
| R1 |
102.44 |
102.44 |
101.60 |
103.01 |
| PP |
100.41 |
100.41 |
100.41 |
100.69 |
| S1 |
99.27 |
99.27 |
101.02 |
99.84 |
| S2 |
97.24 |
97.24 |
100.73 |
|
| S3 |
94.07 |
96.10 |
100.44 |
|
| S4 |
90.90 |
92.93 |
99.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.31 |
99.83 |
2.48 |
2.4% |
1.43 |
1.4% |
94% |
False |
False |
94,929 |
| 10 |
102.31 |
96.48 |
5.83 |
5.7% |
1.55 |
1.5% |
97% |
False |
False |
102,956 |
| 20 |
102.31 |
91.05 |
11.26 |
11.0% |
1.74 |
1.7% |
99% |
False |
False |
89,092 |
| 40 |
102.31 |
90.69 |
11.62 |
11.4% |
1.73 |
1.7% |
99% |
False |
False |
75,972 |
| 60 |
102.31 |
87.49 |
14.82 |
14.5% |
1.79 |
1.8% |
99% |
False |
False |
69,732 |
| 80 |
102.31 |
85.52 |
16.79 |
16.4% |
1.80 |
1.8% |
99% |
False |
False |
66,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.95 |
|
2.618 |
105.73 |
|
1.618 |
104.37 |
|
1.000 |
103.53 |
|
0.618 |
103.01 |
|
HIGH |
102.17 |
|
0.618 |
101.65 |
|
0.500 |
101.49 |
|
0.382 |
101.33 |
|
LOW |
100.81 |
|
0.618 |
99.97 |
|
1.000 |
99.45 |
|
1.618 |
98.61 |
|
2.618 |
97.25 |
|
4.250 |
95.03 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.93 |
101.87 |
| PP |
101.71 |
101.58 |
| S1 |
101.49 |
101.30 |
|