NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
103.21 |
103.03 |
-0.18 |
-0.2% |
101.25 |
High |
103.64 |
103.38 |
-0.26 |
-0.3% |
103.64 |
Low |
101.81 |
101.87 |
0.06 |
0.1% |
100.29 |
Close |
102.68 |
102.36 |
-0.32 |
-0.3% |
102.68 |
Range |
1.83 |
1.51 |
-0.32 |
-17.5% |
3.35 |
ATR |
1.65 |
1.64 |
-0.01 |
-0.6% |
0.00 |
Volume |
88,308 |
86,687 |
-1,621 |
-1.8% |
344,704 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.07 |
106.22 |
103.19 |
|
R3 |
105.56 |
104.71 |
102.78 |
|
R2 |
104.05 |
104.05 |
102.64 |
|
R1 |
103.20 |
103.20 |
102.50 |
102.87 |
PP |
102.54 |
102.54 |
102.54 |
102.37 |
S1 |
101.69 |
101.69 |
102.22 |
101.36 |
S2 |
101.03 |
101.03 |
102.08 |
|
S3 |
99.52 |
100.18 |
101.94 |
|
S4 |
98.01 |
98.67 |
101.53 |
|
|
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 |
100.81 |
2.83 |
2.8% |
1.48 |
1.4% |
55% |
False |
False |
69,480 |
10 |
103.64 |
98.69 |
4.95 |
4.8% |
1.46 |
1.4% |
74% |
False |
False |
89,267 |
20 |
103.64 |
91.05 |
12.59 |
12.3% |
1.61 |
1.6% |
90% |
False |
False |
90,526 |
40 |
103.64 |
90.69 |
12.95 |
12.7% |
1.73 |
1.7% |
90% |
False |
False |
77,955 |
60 |
103.64 |
88.78 |
14.86 |
14.5% |
1.77 |
1.7% |
91% |
False |
False |
71,361 |
80 |
103.64 |
85.52 |
18.12 |
17.7% |
1.81 |
1.8% |
93% |
False |
False |
67,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.80 |
2.618 |
107.33 |
1.618 |
105.82 |
1.000 |
104.89 |
0.618 |
104.31 |
HIGH |
103.38 |
0.618 |
102.80 |
0.500 |
102.63 |
0.382 |
102.45 |
LOW |
101.87 |
0.618 |
100.94 |
1.000 |
100.36 |
1.618 |
99.43 |
2.618 |
97.92 |
4.250 |
95.45 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
102.63 |
102.64 |
PP |
102.54 |
102.55 |
S1 |
102.45 |
102.45 |
|