NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
100.10 |
100.01 |
-0.09 |
-0.1% |
101.45 |
High |
100.45 |
100.01 |
-0.44 |
-0.4% |
101.70 |
Low |
99.51 |
98.97 |
-0.54 |
-0.5% |
99.20 |
Close |
100.08 |
99.37 |
-0.71 |
-0.7% |
100.06 |
Range |
0.94 |
1.04 |
0.10 |
10.6% |
2.50 |
ATR |
1.37 |
1.35 |
-0.02 |
-1.4% |
0.00 |
Volume |
11,827 |
8,823 |
-3,004 |
-25.4% |
84,741 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.57 |
102.01 |
99.94 |
|
R3 |
101.53 |
100.97 |
99.66 |
|
R2 |
100.49 |
100.49 |
99.56 |
|
R1 |
99.93 |
99.93 |
99.47 |
99.69 |
PP |
99.45 |
99.45 |
99.45 |
99.33 |
S1 |
98.89 |
98.89 |
99.27 |
98.65 |
S2 |
98.41 |
98.41 |
99.18 |
|
S3 |
97.37 |
97.85 |
99.08 |
|
S4 |
96.33 |
96.81 |
98.80 |
|
|
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 |
98.97 |
2.24 |
2.3% |
1.28 |
1.3% |
18% |
False |
True |
14,829 |
10 |
102.01 |
98.97 |
3.04 |
3.1% |
1.32 |
1.3% |
13% |
False |
True |
15,173 |
20 |
102.01 |
94.43 |
7.58 |
7.6% |
1.26 |
1.3% |
65% |
False |
False |
21,069 |
40 |
102.01 |
90.40 |
11.61 |
11.7% |
1.34 |
1.3% |
77% |
False |
False |
15,293 |
60 |
102.01 |
90.35 |
11.66 |
11.7% |
1.38 |
1.4% |
77% |
False |
False |
11,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.43 |
2.618 |
102.73 |
1.618 |
101.69 |
1.000 |
101.05 |
0.618 |
100.65 |
HIGH |
100.01 |
0.618 |
99.61 |
0.500 |
99.49 |
0.382 |
99.37 |
LOW |
98.97 |
0.618 |
98.33 |
1.000 |
97.93 |
1.618 |
97.29 |
2.618 |
96.25 |
4.250 |
94.55 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
99.49 |
99.71 |
PP |
99.45 |
99.60 |
S1 |
99.41 |
99.48 |
|