NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
99.52 |
100.42 |
0.90 |
0.9% |
101.45 |
High |
100.63 |
100.42 |
-0.21 |
-0.2% |
101.70 |
Low |
99.20 |
99.35 |
0.15 |
0.2% |
99.20 |
Close |
100.46 |
100.06 |
-0.40 |
-0.4% |
100.06 |
Range |
1.43 |
1.07 |
-0.36 |
-25.2% |
2.50 |
ATR |
1.43 |
1.40 |
-0.02 |
-1.6% |
0.00 |
Volume |
18,237 |
19,899 |
1,662 |
9.1% |
84,741 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.15 |
102.68 |
100.65 |
|
R3 |
102.08 |
101.61 |
100.35 |
|
R2 |
101.01 |
101.01 |
100.26 |
|
R1 |
100.54 |
100.54 |
100.16 |
100.24 |
PP |
99.94 |
99.94 |
99.94 |
99.80 |
S1 |
99.47 |
99.47 |
99.96 |
99.17 |
S2 |
98.87 |
98.87 |
99.86 |
|
S3 |
97.80 |
98.40 |
99.77 |
|
S4 |
96.73 |
97.33 |
99.47 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.82 |
106.44 |
101.44 |
|
R3 |
105.32 |
103.94 |
100.75 |
|
R2 |
102.82 |
102.82 |
100.52 |
|
R1 |
101.44 |
101.44 |
100.29 |
100.88 |
PP |
100.32 |
100.32 |
100.32 |
100.04 |
S1 |
98.94 |
98.94 |
99.83 |
98.38 |
S2 |
97.82 |
97.82 |
99.60 |
|
S3 |
95.32 |
96.44 |
99.37 |
|
S4 |
92.82 |
93.94 |
98.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.70 |
99.20 |
2.50 |
2.5% |
1.39 |
1.4% |
34% |
False |
False |
16,948 |
10 |
102.01 |
99.02 |
2.99 |
3.0% |
1.33 |
1.3% |
35% |
False |
False |
16,468 |
20 |
102.01 |
93.38 |
8.63 |
8.6% |
1.29 |
1.3% |
77% |
False |
False |
20,844 |
40 |
102.01 |
90.35 |
11.66 |
11.7% |
1.36 |
1.4% |
83% |
False |
False |
15,077 |
60 |
102.01 |
89.23 |
12.78 |
12.8% |
1.43 |
1.4% |
85% |
False |
False |
11,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.97 |
2.618 |
103.22 |
1.618 |
102.15 |
1.000 |
101.49 |
0.618 |
101.08 |
HIGH |
100.42 |
0.618 |
100.01 |
0.500 |
99.89 |
0.382 |
99.76 |
LOW |
99.35 |
0.618 |
98.69 |
1.000 |
98.28 |
1.618 |
97.62 |
2.618 |
96.55 |
4.250 |
94.80 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
100.00 |
100.21 |
PP |
99.94 |
100.16 |
S1 |
99.89 |
100.11 |
|