NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
106.35 |
107.86 |
1.51 |
1.4% |
105.67 |
High |
108.19 |
108.93 |
0.74 |
0.7% |
108.93 |
Low |
105.93 |
106.91 |
0.98 |
0.9% |
104.27 |
Close |
107.81 |
107.87 |
0.06 |
0.1% |
107.87 |
Range |
2.26 |
2.02 |
-0.24 |
-10.6% |
4.66 |
ATR |
2.07 |
2.07 |
0.00 |
-0.2% |
0.00 |
Volume |
206,309 |
316,998 |
110,689 |
53.7% |
924,267 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.96 |
112.94 |
108.98 |
|
R3 |
111.94 |
110.92 |
108.43 |
|
R2 |
109.92 |
109.92 |
108.24 |
|
R1 |
108.90 |
108.90 |
108.06 |
109.41 |
PP |
107.90 |
107.90 |
107.90 |
108.16 |
S1 |
106.88 |
106.88 |
107.68 |
107.39 |
S2 |
105.88 |
105.88 |
107.50 |
|
S3 |
103.86 |
104.86 |
107.31 |
|
S4 |
101.84 |
102.84 |
106.76 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.00 |
119.10 |
110.43 |
|
R3 |
116.34 |
114.44 |
109.15 |
|
R2 |
111.68 |
111.68 |
108.72 |
|
R1 |
109.78 |
109.78 |
108.30 |
110.73 |
PP |
107.02 |
107.02 |
107.02 |
107.50 |
S1 |
105.12 |
105.12 |
107.44 |
106.07 |
S2 |
102.36 |
102.36 |
107.02 |
|
S3 |
97.70 |
100.46 |
106.59 |
|
S4 |
93.04 |
95.80 |
105.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
108.93 |
104.27 |
4.66 |
4.3% |
1.85 |
1.7% |
77% |
True |
False |
184,853 |
10 |
108.93 |
102.00 |
6.93 |
6.4% |
2.05 |
1.9% |
85% |
True |
False |
156,729 |
20 |
108.93 |
92.60 |
16.33 |
15.1% |
2.13 |
2.0% |
94% |
True |
False |
142,512 |
40 |
108.93 |
91.68 |
17.25 |
16.0% |
2.02 |
1.9% |
94% |
True |
False |
104,950 |
60 |
108.93 |
90.09 |
18.84 |
17.5% |
2.00 |
1.9% |
94% |
True |
False |
82,500 |
80 |
108.93 |
86.26 |
22.67 |
21.0% |
1.97 |
1.8% |
95% |
True |
False |
69,098 |
100 |
108.93 |
86.26 |
22.67 |
21.0% |
1.83 |
1.7% |
95% |
True |
False |
58,456 |
120 |
108.93 |
86.26 |
22.67 |
21.0% |
1.73 |
1.6% |
95% |
True |
False |
51,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.52 |
2.618 |
114.22 |
1.618 |
112.20 |
1.000 |
110.95 |
0.618 |
110.18 |
HIGH |
108.93 |
0.618 |
108.16 |
0.500 |
107.92 |
0.382 |
107.68 |
LOW |
106.91 |
0.618 |
105.66 |
1.000 |
104.89 |
1.618 |
103.64 |
2.618 |
101.62 |
4.250 |
98.33 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
107.92 |
107.53 |
PP |
107.90 |
107.20 |
S1 |
107.89 |
106.86 |
|