NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
101.95 |
103.21 |
1.26 |
1.2% |
101.25 |
High |
103.18 |
103.64 |
0.46 |
0.4% |
103.64 |
Low |
101.64 |
101.81 |
0.17 |
0.2% |
100.29 |
Close |
103.08 |
102.68 |
-0.40 |
-0.4% |
102.68 |
Range |
1.54 |
1.83 |
0.29 |
18.8% |
3.35 |
ATR |
1.64 |
1.65 |
0.01 |
0.8% |
0.00 |
Volume |
62,088 |
88,308 |
26,220 |
42.2% |
344,704 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.20 |
107.27 |
103.69 |
|
R3 |
106.37 |
105.44 |
103.18 |
|
R2 |
104.54 |
104.54 |
103.02 |
|
R1 |
103.61 |
103.61 |
102.85 |
103.16 |
PP |
102.71 |
102.71 |
102.71 |
102.49 |
S1 |
101.78 |
101.78 |
102.51 |
101.33 |
S2 |
100.88 |
100.88 |
102.34 |
|
S3 |
99.05 |
99.95 |
102.18 |
|
S4 |
97.22 |
98.12 |
101.67 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.25 |
110.82 |
104.52 |
|
R3 |
108.90 |
107.47 |
103.60 |
|
R2 |
105.55 |
105.55 |
103.29 |
|
R1 |
104.12 |
104.12 |
102.99 |
104.84 |
PP |
102.20 |
102.20 |
102.20 |
102.56 |
S1 |
100.77 |
100.77 |
102.37 |
101.49 |
S2 |
98.85 |
98.85 |
102.07 |
|
S3 |
95.50 |
97.42 |
101.76 |
|
S4 |
92.15 |
94.07 |
100.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.64 |
100.29 |
3.35 |
3.3% |
1.47 |
1.4% |
71% |
True |
False |
68,940 |
10 |
103.64 |
98.37 |
5.27 |
5.1% |
1.46 |
1.4% |
82% |
True |
False |
87,674 |
20 |
103.64 |
91.05 |
12.59 |
12.3% |
1.67 |
1.6% |
92% |
True |
False |
90,989 |
40 |
103.64 |
90.69 |
12.95 |
12.6% |
1.74 |
1.7% |
93% |
True |
False |
77,248 |
60 |
103.64 |
88.78 |
14.86 |
14.5% |
1.79 |
1.7% |
94% |
True |
False |
70,811 |
80 |
103.64 |
85.52 |
18.12 |
17.6% |
1.80 |
1.8% |
95% |
True |
False |
66,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.42 |
2.618 |
108.43 |
1.618 |
106.60 |
1.000 |
105.47 |
0.618 |
104.77 |
HIGH |
103.64 |
0.618 |
102.94 |
0.500 |
102.73 |
0.382 |
102.51 |
LOW |
101.81 |
0.618 |
100.68 |
1.000 |
99.98 |
1.618 |
98.85 |
2.618 |
97.02 |
4.250 |
94.03 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
102.73 |
102.53 |
PP |
102.71 |
102.38 |
S1 |
102.70 |
102.23 |
|