NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
103.03 |
102.41 |
-0.62 |
-0.6% |
101.25 |
High |
103.38 |
102.76 |
-0.62 |
-0.6% |
103.64 |
Low |
101.87 |
101.40 |
-0.47 |
-0.5% |
100.29 |
Close |
102.36 |
102.64 |
0.28 |
0.3% |
102.68 |
Range |
1.51 |
1.36 |
-0.15 |
-9.9% |
3.35 |
ATR |
1.64 |
1.62 |
-0.02 |
-1.2% |
0.00 |
Volume |
86,687 |
61,191 |
-25,496 |
-29.4% |
344,704 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.35 |
105.85 |
103.39 |
|
R3 |
104.99 |
104.49 |
103.01 |
|
R2 |
103.63 |
103.63 |
102.89 |
|
R1 |
103.13 |
103.13 |
102.76 |
103.38 |
PP |
102.27 |
102.27 |
102.27 |
102.39 |
S1 |
101.77 |
101.77 |
102.52 |
102.02 |
S2 |
100.91 |
100.91 |
102.39 |
|
S3 |
99.55 |
100.41 |
102.27 |
|
S4 |
98.19 |
99.05 |
101.89 |
|
|
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% |
1.52 |
1.5% |
65% |
False |
False |
72,628 |
10 |
103.64 |
99.41 |
4.23 |
4.1% |
1.47 |
1.4% |
76% |
False |
False |
85,561 |
20 |
103.64 |
92.00 |
11.64 |
11.3% |
1.55 |
1.5% |
91% |
False |
False |
89,500 |
40 |
103.64 |
90.69 |
12.95 |
12.6% |
1.73 |
1.7% |
92% |
False |
False |
77,818 |
60 |
103.64 |
88.78 |
14.86 |
14.5% |
1.77 |
1.7% |
93% |
False |
False |
71,314 |
80 |
103.64 |
85.52 |
18.12 |
17.7% |
1.81 |
1.8% |
94% |
False |
False |
67,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.54 |
2.618 |
106.32 |
1.618 |
104.96 |
1.000 |
104.12 |
0.618 |
103.60 |
HIGH |
102.76 |
0.618 |
102.24 |
0.500 |
102.08 |
0.382 |
101.92 |
LOW |
101.40 |
0.618 |
100.56 |
1.000 |
100.04 |
1.618 |
99.20 |
2.618 |
97.84 |
4.250 |
95.62 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
102.45 |
102.60 |
PP |
102.27 |
102.56 |
S1 |
102.08 |
102.52 |
|