NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
100.90 |
101.10 |
0.20 |
0.2% |
99.89 |
High |
101.21 |
101.21 |
0.00 |
0.0% |
102.01 |
Low |
100.00 |
99.28 |
-0.72 |
-0.7% |
99.02 |
Close |
101.16 |
99.90 |
-1.26 |
-1.2% |
101.04 |
Range |
1.21 |
1.93 |
0.72 |
59.5% |
2.99 |
ATR |
1.39 |
1.42 |
0.04 |
2.8% |
0.00 |
Volume |
13,442 |
15,359 |
1,917 |
14.3% |
79,947 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.92 |
104.84 |
100.96 |
|
R3 |
103.99 |
102.91 |
100.43 |
|
R2 |
102.06 |
102.06 |
100.25 |
|
R1 |
100.98 |
100.98 |
100.08 |
100.56 |
PP |
100.13 |
100.13 |
100.13 |
99.92 |
S1 |
99.05 |
99.05 |
99.72 |
98.63 |
S2 |
98.20 |
98.20 |
99.55 |
|
S3 |
96.27 |
97.12 |
99.37 |
|
S4 |
94.34 |
95.19 |
98.84 |
|
|
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 |
99.28 |
2.73 |
2.7% |
1.50 |
1.5% |
23% |
False |
True |
16,022 |
10 |
102.01 |
98.36 |
3.65 |
3.7% |
1.33 |
1.3% |
42% |
False |
False |
20,842 |
20 |
102.01 |
91.40 |
10.61 |
10.6% |
1.32 |
1.3% |
80% |
False |
False |
20,539 |
40 |
102.01 |
90.35 |
11.66 |
11.7% |
1.40 |
1.4% |
82% |
False |
False |
14,349 |
60 |
102.01 |
88.45 |
13.56 |
13.6% |
1.46 |
1.5% |
84% |
False |
False |
11,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.41 |
2.618 |
106.26 |
1.618 |
104.33 |
1.000 |
103.14 |
0.618 |
102.40 |
HIGH |
101.21 |
0.618 |
100.47 |
0.500 |
100.25 |
0.382 |
100.02 |
LOW |
99.28 |
0.618 |
98.09 |
1.000 |
97.35 |
1.618 |
96.16 |
2.618 |
94.23 |
4.250 |
91.08 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
100.25 |
100.49 |
PP |
100.13 |
100.29 |
S1 |
100.02 |
100.10 |
|