NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
104.61 |
103.88 |
-0.73 |
-0.7% |
102.36 |
High |
105.08 |
104.34 |
-0.74 |
-0.7% |
105.19 |
Low |
103.44 |
102.82 |
-0.62 |
-0.6% |
101.58 |
Close |
103.92 |
104.19 |
0.27 |
0.3% |
104.35 |
Range |
1.64 |
1.52 |
-0.12 |
-7.3% |
3.61 |
ATR |
1.67 |
1.66 |
-0.01 |
-0.6% |
0.00 |
Volume |
43,287 |
33,354 |
-9,933 |
-22.9% |
146,029 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.34 |
107.79 |
105.03 |
|
R3 |
106.82 |
106.27 |
104.61 |
|
R2 |
105.30 |
105.30 |
104.47 |
|
R1 |
104.75 |
104.75 |
104.33 |
105.03 |
PP |
103.78 |
103.78 |
103.78 |
103.92 |
S1 |
103.23 |
103.23 |
104.05 |
103.51 |
S2 |
102.26 |
102.26 |
103.91 |
|
S3 |
100.74 |
101.71 |
103.77 |
|
S4 |
99.22 |
100.19 |
103.35 |
|
|
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% |
1.58 |
1.5% |
67% |
False |
False |
33,005 |
10 |
105.19 |
100.90 |
4.29 |
4.1% |
1.56 |
1.5% |
77% |
False |
False |
36,541 |
20 |
105.19 |
92.64 |
12.55 |
12.0% |
1.62 |
1.6% |
92% |
False |
False |
39,349 |
40 |
105.19 |
91.22 |
13.97 |
13.4% |
1.69 |
1.6% |
93% |
False |
False |
29,655 |
60 |
105.19 |
89.26 |
15.93 |
15.3% |
1.69 |
1.6% |
94% |
False |
False |
23,372 |
80 |
105.19 |
85.96 |
19.23 |
18.5% |
1.69 |
1.6% |
95% |
False |
False |
19,433 |
100 |
105.19 |
85.96 |
19.23 |
18.5% |
1.56 |
1.5% |
95% |
False |
False |
16,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.80 |
2.618 |
108.32 |
1.618 |
106.80 |
1.000 |
105.86 |
0.618 |
105.28 |
HIGH |
104.34 |
0.618 |
103.76 |
0.500 |
103.58 |
0.382 |
103.40 |
LOW |
102.82 |
0.618 |
101.88 |
1.000 |
101.30 |
1.618 |
100.36 |
2.618 |
98.84 |
4.250 |
96.36 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
103.99 |
104.13 |
PP |
103.78 |
104.07 |
S1 |
103.58 |
104.01 |
|