NYMEX Light Sweet Crude Oil Future November 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 |
103.65 |
104.76 |
1.11 |
1.1% |
102.36 |
High |
104.77 |
105.19 |
0.42 |
0.4% |
105.19 |
Low |
103.16 |
103.50 |
0.34 |
0.3% |
101.58 |
Close |
104.62 |
104.35 |
-0.27 |
-0.3% |
104.35 |
Range |
1.61 |
1.69 |
0.08 |
5.0% |
3.61 |
ATR |
1.67 |
1.67 |
0.00 |
0.1% |
0.00 |
Volume |
27,937 |
39,999 |
12,062 |
43.2% |
146,029 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.42 |
108.57 |
105.28 |
|
R3 |
107.73 |
106.88 |
104.81 |
|
R2 |
106.04 |
106.04 |
104.66 |
|
R1 |
105.19 |
105.19 |
104.50 |
104.77 |
PP |
104.35 |
104.35 |
104.35 |
104.14 |
S1 |
103.50 |
103.50 |
104.20 |
103.08 |
S2 |
102.66 |
102.66 |
104.04 |
|
S3 |
100.97 |
101.81 |
103.89 |
|
S4 |
99.28 |
100.12 |
103.42 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.54 |
113.05 |
106.34 |
|
R3 |
110.93 |
109.44 |
105.34 |
|
R2 |
107.32 |
107.32 |
105.01 |
|
R1 |
105.83 |
105.83 |
104.68 |
106.58 |
PP |
103.71 |
103.71 |
103.71 |
104.08 |
S1 |
102.22 |
102.22 |
104.02 |
102.97 |
S2 |
100.10 |
100.10 |
103.69 |
|
S3 |
96.49 |
98.61 |
103.36 |
|
S4 |
92.88 |
95.00 |
102.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.19 |
101.58 |
3.61 |
3.5% |
1.48 |
1.4% |
77% |
True |
False |
29,205 |
10 |
105.19 |
99.73 |
5.46 |
5.2% |
1.52 |
1.5% |
85% |
True |
False |
37,667 |
20 |
105.19 |
91.95 |
13.24 |
12.7% |
1.71 |
1.6% |
94% |
True |
False |
38,231 |
40 |
105.19 |
91.22 |
13.97 |
13.4% |
1.69 |
1.6% |
94% |
True |
False |
28,337 |
60 |
105.19 |
89.26 |
15.93 |
15.3% |
1.70 |
1.6% |
95% |
True |
False |
22,406 |
80 |
105.19 |
85.96 |
19.23 |
18.4% |
1.67 |
1.6% |
96% |
True |
False |
18,638 |
100 |
105.19 |
85.96 |
19.23 |
18.4% |
1.55 |
1.5% |
96% |
True |
False |
15,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.37 |
2.618 |
109.61 |
1.618 |
107.92 |
1.000 |
106.88 |
0.618 |
106.23 |
HIGH |
105.19 |
0.618 |
104.54 |
0.500 |
104.35 |
0.382 |
104.15 |
LOW |
103.50 |
0.618 |
102.46 |
1.000 |
101.81 |
1.618 |
100.77 |
2.618 |
99.08 |
4.250 |
96.32 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
104.35 |
104.13 |
PP |
104.35 |
103.90 |
S1 |
104.35 |
103.68 |
|