NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
104.76 |
104.61 |
-0.15 |
-0.1% |
102.36 |
| High |
105.19 |
105.08 |
-0.11 |
-0.1% |
105.19 |
| Low |
103.50 |
103.44 |
-0.06 |
-0.1% |
101.58 |
| Close |
104.35 |
103.92 |
-0.43 |
-0.4% |
104.35 |
| Range |
1.69 |
1.64 |
-0.05 |
-3.0% |
3.61 |
| ATR |
1.67 |
1.67 |
0.00 |
-0.1% |
0.00 |
| Volume |
39,999 |
43,287 |
3,288 |
8.2% |
146,029 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.07 |
108.13 |
104.82 |
|
| R3 |
107.43 |
106.49 |
104.37 |
|
| R2 |
105.79 |
105.79 |
104.22 |
|
| R1 |
104.85 |
104.85 |
104.07 |
104.50 |
| PP |
104.15 |
104.15 |
104.15 |
103.97 |
| S1 |
103.21 |
103.21 |
103.77 |
102.86 |
| S2 |
102.51 |
102.51 |
103.62 |
|
| S3 |
100.87 |
101.57 |
103.47 |
|
| S4 |
99.23 |
99.93 |
103.02 |
|
|
| 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 |
102.16 |
3.03 |
2.9% |
1.49 |
1.4% |
58% |
False |
False |
31,050 |
| 10 |
105.19 |
100.00 |
5.19 |
5.0% |
1.54 |
1.5% |
76% |
False |
False |
39,044 |
| 20 |
105.19 |
91.95 |
13.24 |
12.7% |
1.66 |
1.6% |
90% |
False |
False |
38,842 |
| 40 |
105.19 |
91.22 |
13.97 |
13.4% |
1.68 |
1.6% |
91% |
False |
False |
29,148 |
| 60 |
105.19 |
89.26 |
15.93 |
15.3% |
1.69 |
1.6% |
92% |
False |
False |
23,003 |
| 80 |
105.19 |
85.96 |
19.23 |
18.5% |
1.68 |
1.6% |
93% |
False |
False |
19,090 |
| 100 |
105.19 |
85.96 |
19.23 |
18.5% |
1.55 |
1.5% |
93% |
False |
False |
16,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.05 |
|
2.618 |
109.37 |
|
1.618 |
107.73 |
|
1.000 |
106.72 |
|
0.618 |
106.09 |
|
HIGH |
105.08 |
|
0.618 |
104.45 |
|
0.500 |
104.26 |
|
0.382 |
104.07 |
|
LOW |
103.44 |
|
0.618 |
102.43 |
|
1.000 |
101.80 |
|
1.618 |
100.79 |
|
2.618 |
99.15 |
|
4.250 |
96.47 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
104.26 |
104.18 |
| PP |
104.15 |
104.09 |
| S1 |
104.03 |
104.01 |
|