NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
101.61 |
101.45 |
-0.16 |
-0.2% |
99.89 |
High |
102.01 |
101.70 |
-0.31 |
-0.3% |
102.01 |
Low |
100.27 |
100.39 |
0.12 |
0.1% |
99.02 |
Close |
101.04 |
100.83 |
-0.21 |
-0.2% |
101.04 |
Range |
1.74 |
1.31 |
-0.43 |
-24.7% |
2.99 |
ATR |
1.41 |
1.40 |
-0.01 |
-0.5% |
0.00 |
Volume |
20,405 |
17,804 |
-2,601 |
-12.7% |
79,947 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.90 |
104.18 |
101.55 |
|
R3 |
103.59 |
102.87 |
101.19 |
|
R2 |
102.28 |
102.28 |
101.07 |
|
R1 |
101.56 |
101.56 |
100.95 |
101.27 |
PP |
100.97 |
100.97 |
100.97 |
100.83 |
S1 |
100.25 |
100.25 |
100.71 |
99.96 |
S2 |
99.66 |
99.66 |
100.59 |
|
S3 |
98.35 |
98.94 |
100.47 |
|
S4 |
97.04 |
97.63 |
100.11 |
|
|
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 |
99.44 |
2.57 |
2.5% |
1.31 |
1.3% |
54% |
False |
False |
14,919 |
10 |
102.01 |
97.47 |
4.54 |
4.5% |
1.21 |
1.2% |
74% |
False |
False |
22,840 |
20 |
102.01 |
90.40 |
11.61 |
11.5% |
1.35 |
1.3% |
90% |
False |
False |
20,333 |
40 |
102.01 |
90.35 |
11.66 |
11.6% |
1.40 |
1.4% |
90% |
False |
False |
13,844 |
60 |
102.01 |
88.45 |
13.56 |
13.4% |
1.45 |
1.4% |
91% |
False |
False |
11,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.27 |
2.618 |
105.13 |
1.618 |
103.82 |
1.000 |
103.01 |
0.618 |
102.51 |
HIGH |
101.70 |
0.618 |
101.20 |
0.500 |
101.05 |
0.382 |
100.89 |
LOW |
100.39 |
0.618 |
99.58 |
1.000 |
99.08 |
1.618 |
98.27 |
2.618 |
96.96 |
4.250 |
94.82 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
101.05 |
101.13 |
PP |
100.97 |
101.03 |
S1 |
100.90 |
100.93 |
|