NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
100.01 |
99.34 |
-0.67 |
-0.7% |
101.45 |
High |
100.01 |
100.41 |
0.40 |
0.4% |
101.70 |
Low |
98.97 |
98.79 |
-0.18 |
-0.2% |
99.20 |
Close |
99.37 |
100.32 |
0.95 |
1.0% |
100.06 |
Range |
1.04 |
1.62 |
0.58 |
55.8% |
2.50 |
ATR |
1.35 |
1.37 |
0.02 |
1.4% |
0.00 |
Volume |
8,823 |
23,557 |
14,734 |
167.0% |
84,741 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.70 |
104.13 |
101.21 |
|
R3 |
103.08 |
102.51 |
100.77 |
|
R2 |
101.46 |
101.46 |
100.62 |
|
R1 |
100.89 |
100.89 |
100.47 |
101.18 |
PP |
99.84 |
99.84 |
99.84 |
99.98 |
S1 |
99.27 |
99.27 |
100.17 |
99.56 |
S2 |
98.22 |
98.22 |
100.02 |
|
S3 |
96.60 |
97.65 |
99.87 |
|
S4 |
94.98 |
96.03 |
99.43 |
|
|
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 |
100.63 |
98.79 |
1.84 |
1.8% |
1.22 |
1.2% |
83% |
False |
True |
16,468 |
10 |
102.01 |
98.79 |
3.22 |
3.2% |
1.36 |
1.4% |
48% |
False |
True |
16,245 |
20 |
102.01 |
96.02 |
5.99 |
6.0% |
1.28 |
1.3% |
72% |
False |
False |
21,340 |
40 |
102.01 |
90.40 |
11.61 |
11.6% |
1.34 |
1.3% |
85% |
False |
False |
15,737 |
60 |
102.01 |
90.35 |
11.66 |
11.6% |
1.37 |
1.4% |
86% |
False |
False |
12,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.30 |
2.618 |
104.65 |
1.618 |
103.03 |
1.000 |
102.03 |
0.618 |
101.41 |
HIGH |
100.41 |
0.618 |
99.79 |
0.500 |
99.60 |
0.382 |
99.41 |
LOW |
98.79 |
0.618 |
97.79 |
1.000 |
97.17 |
1.618 |
96.17 |
2.618 |
94.55 |
4.250 |
91.91 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
100.08 |
100.09 |
PP |
99.84 |
99.85 |
S1 |
99.60 |
99.62 |
|