NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
99.06 |
98.88 |
-0.18 |
-0.2% |
98.16 |
High |
99.42 |
100.00 |
0.58 |
0.6% |
100.00 |
Low |
98.36 |
98.55 |
0.19 |
0.2% |
97.17 |
Close |
98.92 |
99.85 |
0.93 |
0.9% |
99.85 |
Range |
1.06 |
1.45 |
0.39 |
36.8% |
2.83 |
ATR |
1.46 |
1.46 |
0.00 |
0.0% |
0.00 |
Volume |
45,279 |
36,594 |
-8,685 |
-19.2% |
148,779 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.82 |
103.28 |
100.65 |
|
R3 |
102.37 |
101.83 |
100.25 |
|
R2 |
100.92 |
100.92 |
100.12 |
|
R1 |
100.38 |
100.38 |
99.98 |
100.65 |
PP |
99.47 |
99.47 |
99.47 |
99.60 |
S1 |
98.93 |
98.93 |
99.72 |
99.20 |
S2 |
98.02 |
98.02 |
99.58 |
|
S3 |
96.57 |
97.48 |
99.45 |
|
S4 |
95.12 |
96.03 |
99.05 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.50 |
106.50 |
101.41 |
|
R3 |
104.67 |
103.67 |
100.63 |
|
R2 |
101.84 |
101.84 |
100.37 |
|
R1 |
100.84 |
100.84 |
100.11 |
101.34 |
PP |
99.01 |
99.01 |
99.01 |
99.26 |
S1 |
98.01 |
98.01 |
99.59 |
98.51 |
S2 |
96.18 |
96.18 |
99.33 |
|
S3 |
93.35 |
95.18 |
99.07 |
|
S4 |
90.52 |
92.35 |
98.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.00 |
97.17 |
2.83 |
2.8% |
1.09 |
1.1% |
95% |
True |
False |
29,755 |
10 |
100.00 |
93.38 |
6.62 |
6.6% |
1.25 |
1.2% |
98% |
True |
False |
25,219 |
20 |
100.00 |
90.40 |
9.60 |
9.6% |
1.46 |
1.5% |
98% |
True |
False |
18,142 |
40 |
100.00 |
90.35 |
9.65 |
9.7% |
1.42 |
1.4% |
98% |
True |
False |
12,038 |
60 |
100.00 |
85.58 |
14.42 |
14.4% |
1.46 |
1.5% |
99% |
True |
False |
9,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.16 |
2.618 |
103.80 |
1.618 |
102.35 |
1.000 |
101.45 |
0.618 |
100.90 |
HIGH |
100.00 |
0.618 |
99.45 |
0.500 |
99.28 |
0.382 |
99.10 |
LOW |
98.55 |
0.618 |
97.65 |
1.000 |
97.10 |
1.618 |
96.20 |
2.618 |
94.75 |
4.250 |
92.39 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
99.66 |
99.58 |
PP |
99.47 |
99.32 |
S1 |
99.28 |
99.05 |
|