NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
98.88 |
99.89 |
1.01 |
1.0% |
98.16 |
High |
100.00 |
100.11 |
0.11 |
0.1% |
100.00 |
Low |
98.55 |
99.02 |
0.47 |
0.5% |
97.17 |
Close |
99.85 |
100.06 |
0.21 |
0.2% |
99.85 |
Range |
1.45 |
1.09 |
-0.36 |
-24.8% |
2.83 |
ATR |
1.46 |
1.43 |
-0.03 |
-1.8% |
0.00 |
Volume |
36,594 |
23,153 |
-13,441 |
-36.7% |
148,779 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.00 |
102.62 |
100.66 |
|
R3 |
101.91 |
101.53 |
100.36 |
|
R2 |
100.82 |
100.82 |
100.26 |
|
R1 |
100.44 |
100.44 |
100.16 |
100.63 |
PP |
99.73 |
99.73 |
99.73 |
99.83 |
S1 |
99.35 |
99.35 |
99.96 |
99.54 |
S2 |
98.64 |
98.64 |
99.86 |
|
S3 |
97.55 |
98.26 |
99.76 |
|
S4 |
96.46 |
97.17 |
99.46 |
|
|
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 |
100.11 |
97.47 |
2.64 |
2.6% |
1.11 |
1.1% |
98% |
True |
False |
30,761 |
10 |
100.11 |
93.59 |
6.52 |
6.5% |
1.24 |
1.2% |
99% |
True |
False |
26,771 |
20 |
100.11 |
90.40 |
9.71 |
9.7% |
1.44 |
1.4% |
99% |
True |
False |
18,875 |
40 |
100.11 |
90.35 |
9.76 |
9.8% |
1.41 |
1.4% |
99% |
True |
False |
12,544 |
60 |
100.11 |
87.01 |
13.10 |
13.1% |
1.45 |
1.4% |
100% |
True |
False |
10,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.74 |
2.618 |
102.96 |
1.618 |
101.87 |
1.000 |
101.20 |
0.618 |
100.78 |
HIGH |
100.11 |
0.618 |
99.69 |
0.500 |
99.57 |
0.382 |
99.44 |
LOW |
99.02 |
0.618 |
98.35 |
1.000 |
97.93 |
1.618 |
97.26 |
2.618 |
96.17 |
4.250 |
94.39 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
99.90 |
99.79 |
PP |
99.73 |
99.51 |
S1 |
99.57 |
99.24 |
|