NYMEX Light Sweet Crude Oil Future October 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 |
104.64 |
104.25 |
-0.39 |
-0.4% |
102.46 |
High |
105.32 |
105.10 |
-0.22 |
-0.2% |
104.80 |
Low |
104.11 |
103.54 |
-0.57 |
-0.5% |
100.93 |
Close |
104.39 |
105.05 |
0.66 |
0.6% |
104.14 |
Range |
1.21 |
1.56 |
0.35 |
28.9% |
3.87 |
ATR |
1.86 |
1.84 |
-0.02 |
-1.2% |
0.00 |
Volume |
38,984 |
39,790 |
806 |
2.1% |
352,145 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.24 |
108.71 |
105.91 |
|
R3 |
107.68 |
107.15 |
105.48 |
|
R2 |
106.12 |
106.12 |
105.34 |
|
R1 |
105.59 |
105.59 |
105.19 |
105.86 |
PP |
104.56 |
104.56 |
104.56 |
104.70 |
S1 |
104.03 |
104.03 |
104.91 |
104.30 |
S2 |
103.00 |
103.00 |
104.76 |
|
S3 |
101.44 |
102.47 |
104.62 |
|
S4 |
99.88 |
100.91 |
104.19 |
|
|
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 |
102.48 |
2.84 |
2.7% |
1.74 |
1.7% |
90% |
False |
False |
59,033 |
10 |
105.32 |
98.38 |
6.94 |
6.6% |
1.86 |
1.8% |
96% |
False |
False |
74,154 |
20 |
105.32 |
92.24 |
13.08 |
12.5% |
1.95 |
1.9% |
98% |
False |
False |
63,698 |
40 |
105.32 |
91.54 |
13.78 |
13.1% |
1.82 |
1.7% |
98% |
False |
False |
44,442 |
60 |
105.32 |
88.13 |
17.19 |
16.4% |
1.83 |
1.7% |
98% |
False |
False |
35,472 |
80 |
105.32 |
86.47 |
18.85 |
17.9% |
1.79 |
1.7% |
99% |
False |
False |
29,328 |
100 |
105.32 |
86.47 |
18.85 |
17.9% |
1.65 |
1.6% |
99% |
False |
False |
24,676 |
120 |
105.32 |
86.47 |
18.85 |
17.9% |
1.53 |
1.5% |
99% |
False |
False |
21,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.73 |
2.618 |
109.18 |
1.618 |
107.62 |
1.000 |
106.66 |
0.618 |
106.06 |
HIGH |
105.10 |
0.618 |
104.50 |
0.500 |
104.32 |
0.382 |
104.14 |
LOW |
103.54 |
0.618 |
102.58 |
1.000 |
101.98 |
1.618 |
101.02 |
2.618 |
99.46 |
4.250 |
96.91 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
104.81 |
104.75 |
PP |
104.56 |
104.45 |
S1 |
104.32 |
104.15 |
|