NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
103.88 |
104.21 |
0.33 |
0.3% |
102.36 |
High |
104.34 |
104.37 |
0.03 |
0.0% |
105.19 |
Low |
102.82 |
102.00 |
-0.82 |
-0.8% |
101.58 |
Close |
104.19 |
102.68 |
-1.51 |
-1.4% |
104.35 |
Range |
1.52 |
2.37 |
0.85 |
55.9% |
3.61 |
ATR |
1.66 |
1.71 |
0.05 |
3.1% |
0.00 |
Volume |
33,354 |
33,185 |
-169 |
-0.5% |
146,029 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.13 |
108.77 |
103.98 |
|
R3 |
107.76 |
106.40 |
103.33 |
|
R2 |
105.39 |
105.39 |
103.11 |
|
R1 |
104.03 |
104.03 |
102.90 |
103.53 |
PP |
103.02 |
103.02 |
103.02 |
102.76 |
S1 |
101.66 |
101.66 |
102.46 |
101.16 |
S2 |
100.65 |
100.65 |
102.25 |
|
S3 |
98.28 |
99.29 |
102.03 |
|
S4 |
95.91 |
96.92 |
101.38 |
|
|
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 |
102.00 |
3.19 |
3.1% |
1.77 |
1.7% |
21% |
False |
True |
35,552 |
10 |
105.19 |
101.16 |
4.03 |
3.9% |
1.65 |
1.6% |
38% |
False |
False |
36,101 |
20 |
105.19 |
92.64 |
12.55 |
12.2% |
1.67 |
1.6% |
80% |
False |
False |
39,305 |
40 |
105.19 |
91.22 |
13.97 |
13.6% |
1.69 |
1.6% |
82% |
False |
False |
30,248 |
60 |
105.19 |
89.26 |
15.93 |
15.5% |
1.70 |
1.7% |
84% |
False |
False |
23,780 |
80 |
105.19 |
85.96 |
19.23 |
18.7% |
1.71 |
1.7% |
87% |
False |
False |
19,800 |
100 |
105.19 |
85.96 |
19.23 |
18.7% |
1.57 |
1.5% |
87% |
False |
False |
16,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.44 |
2.618 |
110.57 |
1.618 |
108.20 |
1.000 |
106.74 |
0.618 |
105.83 |
HIGH |
104.37 |
0.618 |
103.46 |
0.500 |
103.19 |
0.382 |
102.91 |
LOW |
102.00 |
0.618 |
100.54 |
1.000 |
99.63 |
1.618 |
98.17 |
2.618 |
95.80 |
4.250 |
91.93 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
103.19 |
103.54 |
PP |
103.02 |
103.25 |
S1 |
102.85 |
102.97 |
|