NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
101.45 |
100.90 |
-0.55 |
-0.5% |
99.89 |
High |
101.70 |
101.21 |
-0.49 |
-0.5% |
102.01 |
Low |
100.39 |
100.00 |
-0.39 |
-0.4% |
99.02 |
Close |
100.83 |
101.16 |
0.33 |
0.3% |
101.04 |
Range |
1.31 |
1.21 |
-0.10 |
-7.6% |
2.99 |
ATR |
1.40 |
1.39 |
-0.01 |
-1.0% |
0.00 |
Volume |
17,804 |
13,442 |
-4,362 |
-24.5% |
79,947 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.42 |
104.00 |
101.83 |
|
R3 |
103.21 |
102.79 |
101.49 |
|
R2 |
102.00 |
102.00 |
101.38 |
|
R1 |
101.58 |
101.58 |
101.27 |
101.79 |
PP |
100.79 |
100.79 |
100.79 |
100.90 |
S1 |
100.37 |
100.37 |
101.05 |
100.58 |
S2 |
99.58 |
99.58 |
100.94 |
|
S3 |
98.37 |
99.16 |
100.83 |
|
S4 |
97.16 |
97.95 |
100.49 |
|
|
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% |
1.37 |
1.4% |
67% |
False |
False |
15,518 |
10 |
102.01 |
98.10 |
3.91 |
3.9% |
1.23 |
1.2% |
78% |
False |
False |
21,448 |
20 |
102.01 |
91.40 |
10.61 |
10.5% |
1.30 |
1.3% |
92% |
False |
False |
20,500 |
40 |
102.01 |
90.35 |
11.66 |
11.5% |
1.41 |
1.4% |
93% |
False |
False |
14,053 |
60 |
102.01 |
88.45 |
13.56 |
13.4% |
1.45 |
1.4% |
94% |
False |
False |
11,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.35 |
2.618 |
104.38 |
1.618 |
103.17 |
1.000 |
102.42 |
0.618 |
101.96 |
HIGH |
101.21 |
0.618 |
100.75 |
0.500 |
100.61 |
0.382 |
100.46 |
LOW |
100.00 |
0.618 |
99.25 |
1.000 |
98.79 |
1.618 |
98.04 |
2.618 |
96.83 |
4.250 |
94.86 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
100.98 |
101.11 |
PP |
100.79 |
101.06 |
S1 |
100.61 |
101.01 |
|