NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
100.00 |
99.99 |
-0.01 |
0.0% |
98.16 |
High |
100.62 |
100.70 |
0.08 |
0.1% |
100.00 |
Low |
99.68 |
99.44 |
-0.24 |
-0.2% |
97.17 |
Close |
100.10 |
100.70 |
0.60 |
0.6% |
99.85 |
Range |
0.94 |
1.26 |
0.32 |
34.0% |
2.83 |
ATR |
1.40 |
1.39 |
-0.01 |
-0.7% |
0.00 |
Volume |
10,447 |
12,838 |
2,391 |
22.9% |
148,779 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.06 |
103.64 |
101.39 |
|
R3 |
102.80 |
102.38 |
101.05 |
|
R2 |
101.54 |
101.54 |
100.93 |
|
R1 |
101.12 |
101.12 |
100.82 |
101.33 |
PP |
100.28 |
100.28 |
100.28 |
100.39 |
S1 |
99.86 |
99.86 |
100.58 |
100.07 |
S2 |
99.02 |
99.02 |
100.47 |
|
S3 |
97.76 |
98.60 |
100.35 |
|
S4 |
96.50 |
97.34 |
100.01 |
|
|
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 |
100.70 |
98.36 |
2.34 |
2.3% |
1.16 |
1.2% |
100% |
True |
False |
25,662 |
10 |
100.70 |
96.02 |
4.68 |
4.6% |
1.20 |
1.2% |
100% |
True |
False |
26,436 |
20 |
100.70 |
90.40 |
10.30 |
10.2% |
1.46 |
1.4% |
100% |
True |
False |
19,184 |
40 |
100.70 |
90.35 |
10.35 |
10.3% |
1.40 |
1.4% |
100% |
True |
False |
12,905 |
60 |
100.70 |
87.41 |
13.29 |
13.2% |
1.46 |
1.5% |
100% |
True |
False |
10,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.06 |
2.618 |
104.00 |
1.618 |
102.74 |
1.000 |
101.96 |
0.618 |
101.48 |
HIGH |
100.70 |
0.618 |
100.22 |
0.500 |
100.07 |
0.382 |
99.92 |
LOW |
99.44 |
0.618 |
98.66 |
1.000 |
98.18 |
1.618 |
97.40 |
2.618 |
96.14 |
4.250 |
94.09 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
100.49 |
100.42 |
PP |
100.28 |
100.14 |
S1 |
100.07 |
99.86 |
|