NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
99.89 |
100.00 |
0.11 |
0.1% |
98.16 |
High |
100.11 |
100.62 |
0.51 |
0.5% |
100.00 |
Low |
99.02 |
99.68 |
0.66 |
0.7% |
97.17 |
Close |
100.06 |
100.10 |
0.04 |
0.0% |
99.85 |
Range |
1.09 |
0.94 |
-0.15 |
-13.8% |
2.83 |
ATR |
1.43 |
1.40 |
-0.04 |
-2.5% |
0.00 |
Volume |
23,153 |
10,447 |
-12,706 |
-54.9% |
148,779 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.95 |
102.47 |
100.62 |
|
R3 |
102.01 |
101.53 |
100.36 |
|
R2 |
101.07 |
101.07 |
100.27 |
|
R1 |
100.59 |
100.59 |
100.19 |
100.83 |
PP |
100.13 |
100.13 |
100.13 |
100.26 |
S1 |
99.65 |
99.65 |
100.01 |
99.89 |
S2 |
99.19 |
99.19 |
99.93 |
|
S3 |
98.25 |
98.71 |
99.84 |
|
S4 |
97.31 |
97.77 |
99.58 |
|
|
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 |
100.62 |
98.10 |
2.52 |
2.5% |
1.09 |
1.1% |
79% |
True |
False |
27,378 |
10 |
100.62 |
94.43 |
6.19 |
6.2% |
1.19 |
1.2% |
92% |
True |
False |
26,966 |
20 |
100.62 |
90.40 |
10.22 |
10.2% |
1.43 |
1.4% |
95% |
True |
False |
18,896 |
40 |
100.62 |
90.35 |
10.27 |
10.3% |
1.40 |
1.4% |
95% |
True |
False |
12,710 |
60 |
100.62 |
87.41 |
13.21 |
13.2% |
1.46 |
1.5% |
96% |
True |
False |
10,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.62 |
2.618 |
103.08 |
1.618 |
102.14 |
1.000 |
101.56 |
0.618 |
101.20 |
HIGH |
100.62 |
0.618 |
100.26 |
0.500 |
100.15 |
0.382 |
100.04 |
LOW |
99.68 |
0.618 |
99.10 |
1.000 |
98.74 |
1.618 |
98.16 |
2.618 |
97.22 |
4.250 |
95.69 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
100.15 |
99.93 |
PP |
100.13 |
99.76 |
S1 |
100.12 |
99.59 |
|