NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
102.41 |
102.62 |
0.21 |
0.2% |
101.25 |
High |
102.76 |
102.82 |
0.06 |
0.1% |
103.64 |
Low |
101.40 |
100.51 |
-0.89 |
-0.9% |
100.29 |
Close |
102.64 |
101.26 |
-1.38 |
-1.3% |
102.68 |
Range |
1.36 |
2.31 |
0.95 |
69.9% |
3.35 |
ATR |
1.62 |
1.67 |
0.05 |
3.0% |
0.00 |
Volume |
61,191 |
68,884 |
7,693 |
12.6% |
344,704 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.46 |
107.17 |
102.53 |
|
R3 |
106.15 |
104.86 |
101.90 |
|
R2 |
103.84 |
103.84 |
101.68 |
|
R1 |
102.55 |
102.55 |
101.47 |
102.04 |
PP |
101.53 |
101.53 |
101.53 |
101.28 |
S1 |
100.24 |
100.24 |
101.05 |
99.73 |
S2 |
99.22 |
99.22 |
100.84 |
|
S3 |
96.91 |
97.93 |
100.62 |
|
S4 |
94.60 |
95.62 |
99.99 |
|
|
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 |
100.51 |
3.13 |
3.1% |
1.71 |
1.7% |
24% |
False |
True |
73,431 |
10 |
103.64 |
99.83 |
3.81 |
3.8% |
1.57 |
1.5% |
38% |
False |
False |
84,180 |
20 |
103.64 |
92.00 |
11.64 |
11.5% |
1.60 |
1.6% |
80% |
False |
False |
88,789 |
40 |
103.64 |
90.69 |
12.95 |
12.8% |
1.72 |
1.7% |
82% |
False |
False |
78,732 |
60 |
103.64 |
88.78 |
14.86 |
14.7% |
1.78 |
1.8% |
84% |
False |
False |
71,597 |
80 |
103.64 |
85.52 |
18.12 |
17.9% |
1.82 |
1.8% |
87% |
False |
False |
67,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.64 |
2.618 |
108.87 |
1.618 |
106.56 |
1.000 |
105.13 |
0.618 |
104.25 |
HIGH |
102.82 |
0.618 |
101.94 |
0.500 |
101.67 |
0.382 |
101.39 |
LOW |
100.51 |
0.618 |
99.08 |
1.000 |
98.20 |
1.618 |
96.77 |
2.618 |
94.46 |
4.250 |
90.69 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
101.67 |
101.95 |
PP |
101.53 |
101.72 |
S1 |
101.40 |
101.49 |
|