NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 29-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
103.09 |
102.80 |
-0.29 |
-0.3% |
104.61 |
High |
103.16 |
103.32 |
0.16 |
0.2% |
105.08 |
Low |
101.89 |
102.12 |
0.23 |
0.2% |
101.82 |
Close |
102.78 |
102.72 |
-0.06 |
-0.1% |
102.78 |
Range |
1.27 |
1.20 |
-0.07 |
-5.5% |
3.26 |
ATR |
1.67 |
1.64 |
-0.03 |
-2.0% |
0.00 |
Volume |
46,107 |
31,313 |
-14,794 |
-32.1% |
196,037 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.32 |
105.72 |
103.38 |
|
R3 |
105.12 |
104.52 |
103.05 |
|
R2 |
103.92 |
103.92 |
102.94 |
|
R1 |
103.32 |
103.32 |
102.83 |
103.02 |
PP |
102.72 |
102.72 |
102.72 |
102.57 |
S1 |
102.12 |
102.12 |
102.61 |
101.82 |
S2 |
101.52 |
101.52 |
102.50 |
|
S3 |
100.32 |
100.92 |
102.39 |
|
S4 |
99.12 |
99.72 |
102.06 |
|
|
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 |
104.37 |
101.82 |
2.55 |
2.5% |
1.59 |
1.6% |
35% |
False |
False |
36,812 |
10 |
105.19 |
101.82 |
3.37 |
3.3% |
1.54 |
1.5% |
27% |
False |
False |
33,931 |
20 |
105.19 |
94.67 |
10.52 |
10.2% |
1.64 |
1.6% |
77% |
False |
False |
40,466 |
40 |
105.19 |
91.22 |
13.97 |
13.6% |
1.64 |
1.6% |
82% |
False |
False |
32,021 |
60 |
105.19 |
91.22 |
13.97 |
13.6% |
1.65 |
1.6% |
82% |
False |
False |
25,212 |
80 |
105.19 |
85.96 |
19.23 |
18.7% |
1.69 |
1.6% |
87% |
False |
False |
21,066 |
100 |
105.19 |
85.96 |
19.23 |
18.7% |
1.58 |
1.5% |
87% |
False |
False |
17,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.42 |
2.618 |
106.46 |
1.618 |
105.26 |
1.000 |
104.52 |
0.618 |
104.06 |
HIGH |
103.32 |
0.618 |
102.86 |
0.500 |
102.72 |
0.382 |
102.58 |
LOW |
102.12 |
0.618 |
101.38 |
1.000 |
100.92 |
1.618 |
100.18 |
2.618 |
98.98 |
4.250 |
97.02 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
102.72 |
102.69 |
PP |
102.72 |
102.66 |
S1 |
102.72 |
102.63 |
|