NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
101.25 |
101.63 |
0.38 |
0.4% |
99.47 |
High |
101.78 |
102.31 |
0.53 |
0.5% |
101.54 |
Low |
100.29 |
101.16 |
0.87 |
0.9% |
98.37 |
Close |
101.56 |
101.55 |
-0.01 |
0.0% |
101.31 |
Range |
1.49 |
1.15 |
-0.34 |
-22.8% |
3.17 |
ATR |
1.71 |
1.67 |
-0.04 |
-2.3% |
0.00 |
Volume |
83,989 |
45,452 |
-38,537 |
-45.9% |
532,043 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.12 |
104.49 |
102.18 |
|
R3 |
103.97 |
103.34 |
101.87 |
|
R2 |
102.82 |
102.82 |
101.76 |
|
R1 |
102.19 |
102.19 |
101.66 |
101.93 |
PP |
101.67 |
101.67 |
101.67 |
101.55 |
S1 |
101.04 |
101.04 |
101.44 |
100.78 |
S2 |
100.52 |
100.52 |
101.34 |
|
S3 |
99.37 |
99.89 |
101.23 |
|
S4 |
98.22 |
98.74 |
100.92 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.92 |
108.78 |
103.05 |
|
R3 |
106.75 |
105.61 |
102.18 |
|
R2 |
103.58 |
103.58 |
101.89 |
|
R1 |
102.44 |
102.44 |
101.60 |
103.01 |
PP |
100.41 |
100.41 |
100.41 |
100.69 |
S1 |
99.27 |
99.27 |
101.02 |
99.84 |
S2 |
97.24 |
97.24 |
100.73 |
|
S3 |
94.07 |
96.10 |
100.44 |
|
S4 |
90.90 |
92.93 |
99.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.31 |
99.41 |
2.90 |
2.9% |
1.42 |
1.4% |
74% |
True |
False |
98,495 |
10 |
102.31 |
95.20 |
7.11 |
7.0% |
1.54 |
1.5% |
89% |
True |
False |
105,944 |
20 |
102.31 |
91.05 |
11.26 |
11.1% |
1.73 |
1.7% |
93% |
True |
False |
88,796 |
40 |
102.31 |
90.69 |
11.62 |
11.4% |
1.74 |
1.7% |
93% |
True |
False |
75,750 |
60 |
102.31 |
87.15 |
15.16 |
14.9% |
1.80 |
1.8% |
95% |
True |
False |
69,274 |
80 |
102.31 |
85.52 |
16.79 |
16.5% |
1.80 |
1.8% |
95% |
True |
False |
66,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.20 |
2.618 |
105.32 |
1.618 |
104.17 |
1.000 |
103.46 |
0.618 |
103.02 |
HIGH |
102.31 |
0.618 |
101.87 |
0.500 |
101.74 |
0.382 |
101.60 |
LOW |
101.16 |
0.618 |
100.45 |
1.000 |
100.01 |
1.618 |
99.30 |
2.618 |
98.15 |
4.250 |
96.27 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
101.74 |
101.40 |
PP |
101.67 |
101.25 |
S1 |
101.61 |
101.10 |
|