NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
101.41 |
101.95 |
0.54 |
0.5% |
99.47 |
| High |
102.17 |
103.18 |
1.01 |
1.0% |
101.54 |
| Low |
100.81 |
101.64 |
0.83 |
0.8% |
98.37 |
| Close |
102.15 |
103.08 |
0.93 |
0.9% |
101.31 |
| Range |
1.36 |
1.54 |
0.18 |
13.2% |
3.17 |
| ATR |
1.65 |
1.64 |
-0.01 |
-0.5% |
0.00 |
| Volume |
64,867 |
62,088 |
-2,779 |
-4.3% |
532,043 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.25 |
106.71 |
103.93 |
|
| R3 |
105.71 |
105.17 |
103.50 |
|
| R2 |
104.17 |
104.17 |
103.36 |
|
| R1 |
103.63 |
103.63 |
103.22 |
103.90 |
| PP |
102.63 |
102.63 |
102.63 |
102.77 |
| S1 |
102.09 |
102.09 |
102.94 |
102.36 |
| S2 |
101.09 |
101.09 |
102.80 |
|
| S3 |
99.55 |
100.55 |
102.66 |
|
| S4 |
98.01 |
99.01 |
102.23 |
|
|
| 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 |
103.18 |
99.88 |
3.30 |
3.2% |
1.44 |
1.4% |
97% |
True |
False |
76,483 |
| 10 |
103.18 |
97.17 |
6.01 |
5.8% |
1.50 |
1.5% |
98% |
True |
False |
94,301 |
| 20 |
103.18 |
91.05 |
12.13 |
11.8% |
1.76 |
1.7% |
99% |
True |
False |
89,772 |
| 40 |
103.18 |
90.69 |
12.49 |
12.1% |
1.74 |
1.7% |
99% |
True |
False |
75,981 |
| 60 |
103.18 |
88.78 |
14.40 |
14.0% |
1.79 |
1.7% |
99% |
True |
False |
70,234 |
| 80 |
103.18 |
85.52 |
17.66 |
17.1% |
1.80 |
1.7% |
99% |
True |
False |
66,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.73 |
|
2.618 |
107.21 |
|
1.618 |
105.67 |
|
1.000 |
104.72 |
|
0.618 |
104.13 |
|
HIGH |
103.18 |
|
0.618 |
102.59 |
|
0.500 |
102.41 |
|
0.382 |
102.23 |
|
LOW |
101.64 |
|
0.618 |
100.69 |
|
1.000 |
100.10 |
|
1.618 |
99.15 |
|
2.618 |
97.61 |
|
4.250 |
95.10 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.86 |
102.72 |
| PP |
102.63 |
102.36 |
| S1 |
102.41 |
102.00 |
|