NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 25-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
101.10 |
99.52 |
-1.58 |
-1.6% |
99.89 |
High |
101.21 |
100.63 |
-0.58 |
-0.6% |
102.01 |
Low |
99.28 |
99.20 |
-0.08 |
-0.1% |
99.02 |
Close |
99.90 |
100.46 |
0.56 |
0.6% |
101.04 |
Range |
1.93 |
1.43 |
-0.50 |
-25.9% |
2.99 |
ATR |
1.42 |
1.43 |
0.00 |
0.0% |
0.00 |
Volume |
15,359 |
18,237 |
2,878 |
18.7% |
79,947 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.39 |
103.85 |
101.25 |
|
R3 |
102.96 |
102.42 |
100.85 |
|
R2 |
101.53 |
101.53 |
100.72 |
|
R1 |
100.99 |
100.99 |
100.59 |
101.26 |
PP |
100.10 |
100.10 |
100.10 |
100.23 |
S1 |
99.56 |
99.56 |
100.33 |
99.83 |
S2 |
98.67 |
98.67 |
100.20 |
|
S3 |
97.24 |
98.13 |
100.07 |
|
S4 |
95.81 |
96.70 |
99.67 |
|
|
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 |
99.20 |
2.81 |
2.8% |
1.52 |
1.5% |
45% |
False |
True |
17,049 |
10 |
102.01 |
98.55 |
3.46 |
3.4% |
1.37 |
1.4% |
55% |
False |
False |
18,138 |
20 |
102.01 |
92.85 |
9.16 |
9.1% |
1.31 |
1.3% |
83% |
False |
False |
20,324 |
40 |
102.01 |
90.35 |
11.66 |
11.6% |
1.38 |
1.4% |
87% |
False |
False |
14,681 |
60 |
102.01 |
88.45 |
13.56 |
13.5% |
1.46 |
1.4% |
89% |
False |
False |
11,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.71 |
2.618 |
104.37 |
1.618 |
102.94 |
1.000 |
102.06 |
0.618 |
101.51 |
HIGH |
100.63 |
0.618 |
100.08 |
0.500 |
99.92 |
0.382 |
99.75 |
LOW |
99.20 |
0.618 |
98.32 |
1.000 |
97.77 |
1.618 |
96.89 |
2.618 |
95.46 |
4.250 |
93.12 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
100.28 |
100.38 |
PP |
100.10 |
100.29 |
S1 |
99.92 |
100.21 |
|