NYMEX Light Sweet Crude Oil Future October 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 |
103.89 |
104.64 |
0.75 |
0.7% |
102.46 |
High |
104.73 |
105.32 |
0.59 |
0.6% |
104.80 |
Low |
102.97 |
104.11 |
1.14 |
1.1% |
100.93 |
Close |
104.49 |
104.39 |
-0.10 |
-0.1% |
104.14 |
Range |
1.76 |
1.21 |
-0.55 |
-31.3% |
3.87 |
ATR |
1.91 |
1.86 |
-0.05 |
-2.6% |
0.00 |
Volume |
48,386 |
38,984 |
-9,402 |
-19.4% |
352,145 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.24 |
107.52 |
105.06 |
|
R3 |
107.03 |
106.31 |
104.72 |
|
R2 |
105.82 |
105.82 |
104.61 |
|
R1 |
105.10 |
105.10 |
104.50 |
104.86 |
PP |
104.61 |
104.61 |
104.61 |
104.48 |
S1 |
103.89 |
103.89 |
104.28 |
103.65 |
S2 |
103.40 |
103.40 |
104.17 |
|
S3 |
102.19 |
102.68 |
104.06 |
|
S4 |
100.98 |
101.47 |
103.72 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.90 |
113.39 |
106.27 |
|
R3 |
111.03 |
109.52 |
105.20 |
|
R2 |
107.16 |
107.16 |
104.85 |
|
R1 |
105.65 |
105.65 |
104.49 |
106.41 |
PP |
103.29 |
103.29 |
103.29 |
103.67 |
S1 |
101.78 |
101.78 |
103.79 |
102.54 |
S2 |
99.42 |
99.42 |
103.43 |
|
S3 |
95.55 |
97.91 |
103.08 |
|
S4 |
91.68 |
94.04 |
102.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.32 |
102.39 |
2.93 |
2.8% |
1.76 |
1.7% |
68% |
True |
False |
64,532 |
10 |
105.32 |
96.81 |
8.51 |
8.2% |
1.87 |
1.8% |
89% |
True |
False |
78,799 |
20 |
105.32 |
92.24 |
13.08 |
12.5% |
1.92 |
1.8% |
93% |
True |
False |
63,083 |
40 |
105.32 |
91.54 |
13.78 |
13.2% |
1.82 |
1.7% |
93% |
True |
False |
43,877 |
60 |
105.32 |
87.95 |
17.37 |
16.6% |
1.83 |
1.7% |
95% |
True |
False |
34,903 |
80 |
105.32 |
86.47 |
18.85 |
18.1% |
1.78 |
1.7% |
95% |
True |
False |
28,891 |
100 |
105.32 |
86.47 |
18.85 |
18.1% |
1.64 |
1.6% |
95% |
True |
False |
24,343 |
120 |
105.32 |
86.47 |
18.85 |
18.1% |
1.53 |
1.5% |
95% |
True |
False |
21,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.46 |
2.618 |
108.49 |
1.618 |
107.28 |
1.000 |
106.53 |
0.618 |
106.07 |
HIGH |
105.32 |
0.618 |
104.86 |
0.500 |
104.72 |
0.382 |
104.57 |
LOW |
104.11 |
0.618 |
103.36 |
1.000 |
102.90 |
1.618 |
102.15 |
2.618 |
100.94 |
4.250 |
98.97 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
104.72 |
104.25 |
PP |
104.61 |
104.10 |
S1 |
104.50 |
103.96 |
|