NYMEX Light Sweet Crude Oil Future November 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 |
102.61 |
103.65 |
1.04 |
1.0% |
101.18 |
High |
103.61 |
104.77 |
1.16 |
1.1% |
103.06 |
Low |
102.16 |
103.16 |
1.00 |
1.0% |
99.73 |
Close |
103.58 |
104.62 |
1.04 |
1.0% |
102.66 |
Range |
1.45 |
1.61 |
0.16 |
11.0% |
3.33 |
ATR |
1.67 |
1.67 |
0.00 |
-0.3% |
0.00 |
Volume |
20,452 |
27,937 |
7,485 |
36.6% |
230,643 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.01 |
108.43 |
105.51 |
|
R3 |
107.40 |
106.82 |
105.06 |
|
R2 |
105.79 |
105.79 |
104.92 |
|
R1 |
105.21 |
105.21 |
104.77 |
105.50 |
PP |
104.18 |
104.18 |
104.18 |
104.33 |
S1 |
103.60 |
103.60 |
104.47 |
103.89 |
S2 |
102.57 |
102.57 |
104.32 |
|
S3 |
100.96 |
101.99 |
104.18 |
|
S4 |
99.35 |
100.38 |
103.73 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.81 |
110.56 |
104.49 |
|
R3 |
108.48 |
107.23 |
103.58 |
|
R2 |
105.15 |
105.15 |
103.27 |
|
R1 |
103.90 |
103.90 |
102.97 |
104.53 |
PP |
101.82 |
101.82 |
101.82 |
102.13 |
S1 |
100.57 |
100.57 |
102.35 |
101.20 |
S2 |
98.49 |
98.49 |
102.05 |
|
S3 |
95.16 |
97.24 |
101.74 |
|
S4 |
91.83 |
93.91 |
100.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.77 |
101.16 |
3.61 |
3.5% |
1.48 |
1.4% |
96% |
True |
False |
30,321 |
10 |
104.77 |
98.36 |
6.41 |
6.1% |
1.59 |
1.5% |
98% |
True |
False |
40,504 |
20 |
104.77 |
91.95 |
12.82 |
12.3% |
1.78 |
1.7% |
99% |
True |
False |
37,507 |
40 |
104.77 |
91.22 |
13.55 |
13.0% |
1.70 |
1.6% |
99% |
True |
False |
27,580 |
60 |
104.77 |
89.15 |
15.62 |
14.9% |
1.71 |
1.6% |
99% |
True |
False |
21,919 |
80 |
104.77 |
85.96 |
18.81 |
18.0% |
1.67 |
1.6% |
99% |
True |
False |
18,234 |
100 |
104.77 |
85.96 |
18.81 |
18.0% |
1.54 |
1.5% |
99% |
True |
False |
15,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.61 |
2.618 |
108.98 |
1.618 |
107.37 |
1.000 |
106.38 |
0.618 |
105.76 |
HIGH |
104.77 |
0.618 |
104.15 |
0.500 |
103.97 |
0.382 |
103.78 |
LOW |
103.16 |
0.618 |
102.17 |
1.000 |
101.55 |
1.618 |
100.56 |
2.618 |
98.95 |
4.250 |
96.32 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
104.40 |
104.24 |
PP |
104.18 |
103.85 |
S1 |
103.97 |
103.47 |
|