NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
102.63 |
103.09 |
0.46 |
0.4% |
104.61 |
High |
103.43 |
103.16 |
-0.27 |
-0.3% |
105.08 |
Low |
101.82 |
101.89 |
0.07 |
0.1% |
101.82 |
Close |
103.16 |
102.78 |
-0.38 |
-0.4% |
102.78 |
Range |
1.61 |
1.27 |
-0.34 |
-21.1% |
3.26 |
ATR |
1.70 |
1.67 |
-0.03 |
-1.8% |
0.00 |
Volume |
40,104 |
46,107 |
6,003 |
15.0% |
196,037 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.42 |
105.87 |
103.48 |
|
R3 |
105.15 |
104.60 |
103.13 |
|
R2 |
103.88 |
103.88 |
103.01 |
|
R1 |
103.33 |
103.33 |
102.90 |
102.97 |
PP |
102.61 |
102.61 |
102.61 |
102.43 |
S1 |
102.06 |
102.06 |
102.66 |
101.70 |
S2 |
101.34 |
101.34 |
102.55 |
|
S3 |
100.07 |
100.79 |
102.43 |
|
S4 |
98.80 |
99.52 |
102.08 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.01 |
111.15 |
104.57 |
|
R3 |
109.75 |
107.89 |
103.68 |
|
R2 |
106.49 |
106.49 |
103.38 |
|
R1 |
104.63 |
104.63 |
103.08 |
103.93 |
PP |
103.23 |
103.23 |
103.23 |
102.88 |
S1 |
101.37 |
101.37 |
102.48 |
100.67 |
S2 |
99.97 |
99.97 |
102.18 |
|
S3 |
96.71 |
98.11 |
101.88 |
|
S4 |
93.45 |
94.85 |
100.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.08 |
101.82 |
3.26 |
3.2% |
1.68 |
1.6% |
29% |
False |
False |
39,207 |
10 |
105.19 |
101.58 |
3.61 |
3.5% |
1.58 |
1.5% |
33% |
False |
False |
34,206 |
20 |
105.19 |
94.67 |
10.52 |
10.2% |
1.64 |
1.6% |
77% |
False |
False |
39,837 |
40 |
105.19 |
91.22 |
13.97 |
13.6% |
1.66 |
1.6% |
83% |
False |
False |
31,626 |
60 |
105.19 |
90.19 |
15.00 |
14.6% |
1.68 |
1.6% |
84% |
False |
False |
24,934 |
80 |
105.19 |
85.96 |
19.23 |
18.7% |
1.70 |
1.7% |
87% |
False |
False |
20,744 |
100 |
105.19 |
85.96 |
19.23 |
18.7% |
1.58 |
1.5% |
87% |
False |
False |
17,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.56 |
2.618 |
106.48 |
1.618 |
105.21 |
1.000 |
104.43 |
0.618 |
103.94 |
HIGH |
103.16 |
0.618 |
102.67 |
0.500 |
102.53 |
0.382 |
102.38 |
LOW |
101.89 |
0.618 |
101.11 |
1.000 |
100.62 |
1.618 |
99.84 |
2.618 |
98.57 |
4.250 |
96.49 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
102.70 |
103.10 |
PP |
102.61 |
102.99 |
S1 |
102.53 |
102.89 |
|