NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
101.31 |
101.80 |
0.49 |
0.5% |
103.03 |
High |
102.03 |
101.84 |
-0.19 |
-0.2% |
103.38 |
Low |
100.48 |
100.58 |
0.10 |
0.1% |
100.48 |
Close |
101.78 |
101.42 |
-0.36 |
-0.4% |
101.42 |
Range |
1.55 |
1.26 |
-0.29 |
-18.7% |
2.90 |
ATR |
1.66 |
1.63 |
-0.03 |
-1.7% |
0.00 |
Volume |
69,690 |
71,588 |
1,898 |
2.7% |
358,040 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.06 |
104.50 |
102.11 |
|
R3 |
103.80 |
103.24 |
101.77 |
|
R2 |
102.54 |
102.54 |
101.65 |
|
R1 |
101.98 |
101.98 |
101.54 |
101.63 |
PP |
101.28 |
101.28 |
101.28 |
101.11 |
S1 |
100.72 |
100.72 |
101.30 |
100.37 |
S2 |
100.02 |
100.02 |
101.19 |
|
S3 |
98.76 |
99.46 |
101.07 |
|
S4 |
97.50 |
98.20 |
100.73 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.46 |
108.84 |
103.02 |
|
R3 |
107.56 |
105.94 |
102.22 |
|
R2 |
104.66 |
104.66 |
101.95 |
|
R1 |
103.04 |
103.04 |
101.69 |
102.40 |
PP |
101.76 |
101.76 |
101.76 |
101.44 |
S1 |
100.14 |
100.14 |
101.15 |
99.50 |
S2 |
98.86 |
98.86 |
100.89 |
|
S3 |
95.96 |
97.24 |
100.62 |
|
S4 |
93.06 |
94.34 |
99.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.38 |
100.48 |
2.90 |
2.9% |
1.60 |
1.6% |
32% |
False |
False |
71,608 |
10 |
103.64 |
100.29 |
3.35 |
3.3% |
1.54 |
1.5% |
34% |
False |
False |
70,274 |
20 |
103.64 |
93.94 |
9.70 |
9.6% |
1.56 |
1.5% |
77% |
False |
False |
88,117 |
40 |
103.64 |
90.69 |
12.95 |
12.8% |
1.69 |
1.7% |
83% |
False |
False |
79,508 |
60 |
103.64 |
89.55 |
14.09 |
13.9% |
1.75 |
1.7% |
84% |
False |
False |
71,949 |
80 |
103.64 |
85.52 |
18.12 |
17.9% |
1.81 |
1.8% |
88% |
False |
False |
68,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.20 |
2.618 |
105.14 |
1.618 |
103.88 |
1.000 |
103.10 |
0.618 |
102.62 |
HIGH |
101.84 |
0.618 |
101.36 |
0.500 |
101.21 |
0.382 |
101.06 |
LOW |
100.58 |
0.618 |
99.80 |
1.000 |
99.32 |
1.618 |
98.54 |
2.618 |
97.28 |
4.250 |
95.23 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
101.35 |
101.65 |
PP |
101.28 |
101.57 |
S1 |
101.21 |
101.50 |
|