NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
100.73 |
101.61 |
0.88 |
0.9% |
99.89 |
| High |
101.55 |
102.01 |
0.46 |
0.5% |
102.01 |
| Low |
100.24 |
100.27 |
0.03 |
0.0% |
99.02 |
| Close |
101.52 |
101.04 |
-0.48 |
-0.5% |
101.04 |
| Range |
1.31 |
1.74 |
0.43 |
32.8% |
2.99 |
| ATR |
1.38 |
1.41 |
0.03 |
1.9% |
0.00 |
| Volume |
13,104 |
20,405 |
7,301 |
55.7% |
79,947 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.33 |
105.42 |
102.00 |
|
| R3 |
104.59 |
103.68 |
101.52 |
|
| R2 |
102.85 |
102.85 |
101.36 |
|
| R1 |
101.94 |
101.94 |
101.20 |
101.53 |
| PP |
101.11 |
101.11 |
101.11 |
100.90 |
| S1 |
100.20 |
100.20 |
100.88 |
99.79 |
| S2 |
99.37 |
99.37 |
100.72 |
|
| S3 |
97.63 |
98.46 |
100.56 |
|
| S4 |
95.89 |
96.72 |
100.08 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.66 |
108.34 |
102.68 |
|
| R3 |
106.67 |
105.35 |
101.86 |
|
| R2 |
103.68 |
103.68 |
101.59 |
|
| R1 |
102.36 |
102.36 |
101.31 |
103.02 |
| PP |
100.69 |
100.69 |
100.69 |
101.02 |
| S1 |
99.37 |
99.37 |
100.77 |
100.03 |
| S2 |
97.70 |
97.70 |
100.49 |
|
| S3 |
94.71 |
96.38 |
100.22 |
|
| S4 |
91.72 |
93.39 |
99.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.01 |
99.02 |
2.99 |
3.0% |
1.27 |
1.3% |
68% |
True |
False |
15,989 |
| 10 |
102.01 |
97.17 |
4.84 |
4.8% |
1.18 |
1.2% |
80% |
True |
False |
22,872 |
| 20 |
102.01 |
90.40 |
11.61 |
11.5% |
1.42 |
1.4% |
92% |
True |
False |
20,172 |
| 40 |
102.01 |
90.35 |
11.66 |
11.5% |
1.41 |
1.4% |
92% |
True |
False |
13,530 |
| 60 |
102.01 |
88.45 |
13.56 |
13.4% |
1.47 |
1.5% |
93% |
True |
False |
10,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.41 |
|
2.618 |
106.57 |
|
1.618 |
104.83 |
|
1.000 |
103.75 |
|
0.618 |
103.09 |
|
HIGH |
102.01 |
|
0.618 |
101.35 |
|
0.500 |
101.14 |
|
0.382 |
100.93 |
|
LOW |
100.27 |
|
0.618 |
99.19 |
|
1.000 |
98.53 |
|
1.618 |
97.45 |
|
2.618 |
95.71 |
|
4.250 |
92.88 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.14 |
100.94 |
| PP |
101.11 |
100.83 |
| S1 |
101.07 |
100.73 |
|