NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 25-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
102.62 |
101.31 |
-1.31 |
-1.3% |
101.25 |
High |
102.82 |
102.03 |
-0.79 |
-0.8% |
103.64 |
Low |
100.51 |
100.48 |
-0.03 |
0.0% |
100.29 |
Close |
101.26 |
101.78 |
0.52 |
0.5% |
102.68 |
Range |
2.31 |
1.55 |
-0.76 |
-32.9% |
3.35 |
ATR |
1.67 |
1.66 |
-0.01 |
-0.5% |
0.00 |
Volume |
68,884 |
69,690 |
806 |
1.2% |
344,704 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.08 |
105.48 |
102.63 |
|
R3 |
104.53 |
103.93 |
102.21 |
|
R2 |
102.98 |
102.98 |
102.06 |
|
R1 |
102.38 |
102.38 |
101.92 |
102.68 |
PP |
101.43 |
101.43 |
101.43 |
101.58 |
S1 |
100.83 |
100.83 |
101.64 |
101.13 |
S2 |
99.88 |
99.88 |
101.50 |
|
S3 |
98.33 |
99.28 |
101.35 |
|
S4 |
96.78 |
97.73 |
100.93 |
|
|
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 |
100.48 |
3.16 |
3.1% |
1.71 |
1.7% |
41% |
False |
True |
74,952 |
10 |
103.64 |
99.88 |
3.76 |
3.7% |
1.58 |
1.5% |
51% |
False |
False |
75,717 |
20 |
103.64 |
93.38 |
10.26 |
10.1% |
1.59 |
1.6% |
82% |
False |
False |
87,293 |
40 |
103.64 |
90.69 |
12.95 |
12.7% |
1.71 |
1.7% |
86% |
False |
False |
79,153 |
60 |
103.64 |
88.78 |
14.86 |
14.6% |
1.78 |
1.7% |
87% |
False |
False |
71,866 |
80 |
103.64 |
85.52 |
18.12 |
17.8% |
1.83 |
1.8% |
90% |
False |
False |
67,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.62 |
2.618 |
106.09 |
1.618 |
104.54 |
1.000 |
103.58 |
0.618 |
102.99 |
HIGH |
102.03 |
0.618 |
101.44 |
0.500 |
101.26 |
0.382 |
101.07 |
LOW |
100.48 |
0.618 |
99.52 |
1.000 |
98.93 |
1.618 |
97.97 |
2.618 |
96.42 |
4.250 |
93.89 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
101.61 |
101.74 |
PP |
101.43 |
101.69 |
S1 |
101.26 |
101.65 |
|