NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 29-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
100.42 |
100.10 |
-0.32 |
-0.3% |
101.45 |
High |
100.42 |
100.45 |
0.03 |
0.0% |
101.70 |
Low |
99.35 |
99.51 |
0.16 |
0.2% |
99.20 |
Close |
100.06 |
100.08 |
0.02 |
0.0% |
100.06 |
Range |
1.07 |
0.94 |
-0.13 |
-12.1% |
2.50 |
ATR |
1.40 |
1.37 |
-0.03 |
-2.4% |
0.00 |
Volume |
19,899 |
11,827 |
-8,072 |
-40.6% |
84,741 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.83 |
102.40 |
100.60 |
|
R3 |
101.89 |
101.46 |
100.34 |
|
R2 |
100.95 |
100.95 |
100.25 |
|
R1 |
100.52 |
100.52 |
100.17 |
100.27 |
PP |
100.01 |
100.01 |
100.01 |
99.89 |
S1 |
99.58 |
99.58 |
99.99 |
99.33 |
S2 |
99.07 |
99.07 |
99.91 |
|
S3 |
98.13 |
98.64 |
99.82 |
|
S4 |
97.19 |
97.70 |
99.56 |
|
|
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 |
101.21 |
99.20 |
2.01 |
2.0% |
1.32 |
1.3% |
44% |
False |
False |
15,752 |
10 |
102.01 |
99.20 |
2.81 |
2.8% |
1.31 |
1.3% |
31% |
False |
False |
15,336 |
20 |
102.01 |
93.59 |
8.42 |
8.4% |
1.28 |
1.3% |
77% |
False |
False |
21,053 |
40 |
102.01 |
90.35 |
11.66 |
11.7% |
1.36 |
1.4% |
83% |
False |
False |
15,227 |
60 |
102.01 |
90.35 |
11.66 |
11.7% |
1.39 |
1.4% |
83% |
False |
False |
11,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.45 |
2.618 |
102.91 |
1.618 |
101.97 |
1.000 |
101.39 |
0.618 |
101.03 |
HIGH |
100.45 |
0.618 |
100.09 |
0.500 |
99.98 |
0.382 |
99.87 |
LOW |
99.51 |
0.618 |
98.93 |
1.000 |
98.57 |
1.618 |
97.99 |
2.618 |
97.05 |
4.250 |
95.52 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
100.05 |
100.03 |
PP |
100.01 |
99.97 |
S1 |
99.98 |
99.92 |
|