NYMEX Light Sweet Crude Oil Future November 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 |
104.21 |
102.63 |
-1.58 |
-1.5% |
102.36 |
| High |
104.37 |
103.43 |
-0.94 |
-0.9% |
105.19 |
| Low |
102.00 |
101.82 |
-0.18 |
-0.2% |
101.58 |
| Close |
102.68 |
103.16 |
0.48 |
0.5% |
104.35 |
| Range |
2.37 |
1.61 |
-0.76 |
-32.1% |
3.61 |
| ATR |
1.71 |
1.70 |
-0.01 |
-0.4% |
0.00 |
| Volume |
33,185 |
40,104 |
6,919 |
20.8% |
146,029 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.63 |
107.01 |
104.05 |
|
| R3 |
106.02 |
105.40 |
103.60 |
|
| R2 |
104.41 |
104.41 |
103.46 |
|
| R1 |
103.79 |
103.79 |
103.31 |
104.10 |
| PP |
102.80 |
102.80 |
102.80 |
102.96 |
| S1 |
102.18 |
102.18 |
103.01 |
102.49 |
| S2 |
101.19 |
101.19 |
102.86 |
|
| S3 |
99.58 |
100.57 |
102.72 |
|
| S4 |
97.97 |
98.96 |
102.27 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.54 |
113.05 |
106.34 |
|
| R3 |
110.93 |
109.44 |
105.34 |
|
| R2 |
107.32 |
107.32 |
105.01 |
|
| R1 |
105.83 |
105.83 |
104.68 |
106.58 |
| PP |
103.71 |
103.71 |
103.71 |
104.08 |
| S1 |
102.22 |
102.22 |
104.02 |
102.97 |
| S2 |
100.10 |
100.10 |
103.69 |
|
| S3 |
96.49 |
98.61 |
103.36 |
|
| S4 |
92.88 |
95.00 |
102.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.19 |
101.82 |
3.37 |
3.3% |
1.77 |
1.7% |
40% |
False |
True |
37,985 |
| 10 |
105.19 |
101.16 |
4.03 |
3.9% |
1.63 |
1.6% |
50% |
False |
False |
34,153 |
| 20 |
105.19 |
94.14 |
11.05 |
10.7% |
1.67 |
1.6% |
82% |
False |
False |
38,612 |
| 40 |
105.19 |
91.22 |
13.97 |
13.5% |
1.68 |
1.6% |
85% |
False |
False |
30,932 |
| 60 |
105.19 |
89.26 |
15.93 |
15.4% |
1.71 |
1.7% |
87% |
False |
False |
24,329 |
| 80 |
105.19 |
85.96 |
19.23 |
18.6% |
1.72 |
1.7% |
89% |
False |
False |
20,239 |
| 100 |
105.19 |
85.96 |
19.23 |
18.6% |
1.58 |
1.5% |
89% |
False |
False |
17,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.27 |
|
2.618 |
107.64 |
|
1.618 |
106.03 |
|
1.000 |
105.04 |
|
0.618 |
104.42 |
|
HIGH |
103.43 |
|
0.618 |
102.81 |
|
0.500 |
102.63 |
|
0.382 |
102.44 |
|
LOW |
101.82 |
|
0.618 |
100.83 |
|
1.000 |
100.21 |
|
1.618 |
99.22 |
|
2.618 |
97.61 |
|
4.250 |
94.98 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.98 |
103.14 |
| PP |
102.80 |
103.12 |
| S1 |
102.63 |
103.10 |
|