NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
99.34 |
100.54 |
1.20 |
1.2% |
101.45 |
High |
100.41 |
102.18 |
1.77 |
1.8% |
101.70 |
Low |
98.79 |
100.19 |
1.40 |
1.4% |
99.20 |
Close |
100.32 |
102.13 |
1.81 |
1.8% |
100.06 |
Range |
1.62 |
1.99 |
0.37 |
22.8% |
2.50 |
ATR |
1.37 |
1.41 |
0.04 |
3.2% |
0.00 |
Volume |
23,557 |
16,049 |
-7,508 |
-31.9% |
84,741 |
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.47 |
106.79 |
103.22 |
|
R3 |
105.48 |
104.80 |
102.68 |
|
R2 |
103.49 |
103.49 |
102.49 |
|
R1 |
102.81 |
102.81 |
102.31 |
103.15 |
PP |
101.50 |
101.50 |
101.50 |
101.67 |
S1 |
100.82 |
100.82 |
101.95 |
101.16 |
S2 |
99.51 |
99.51 |
101.77 |
|
S3 |
97.52 |
98.83 |
101.58 |
|
S4 |
95.53 |
96.84 |
101.04 |
|
|
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 |
102.18 |
98.79 |
3.39 |
3.3% |
1.33 |
1.3% |
99% |
True |
False |
16,031 |
10 |
102.18 |
98.79 |
3.39 |
3.3% |
1.43 |
1.4% |
99% |
True |
False |
16,540 |
20 |
102.18 |
96.23 |
5.95 |
5.8% |
1.31 |
1.3% |
99% |
True |
False |
20,416 |
40 |
102.18 |
90.40 |
11.78 |
11.5% |
1.37 |
1.3% |
100% |
True |
False |
15,896 |
60 |
102.18 |
90.35 |
11.83 |
11.6% |
1.39 |
1.4% |
100% |
True |
False |
12,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.64 |
2.618 |
107.39 |
1.618 |
105.40 |
1.000 |
104.17 |
0.618 |
103.41 |
HIGH |
102.18 |
0.618 |
101.42 |
0.500 |
101.19 |
0.382 |
100.95 |
LOW |
100.19 |
0.618 |
98.96 |
1.000 |
98.20 |
1.618 |
96.97 |
2.618 |
94.98 |
4.250 |
91.73 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
101.82 |
101.58 |
PP |
101.50 |
101.03 |
S1 |
101.19 |
100.49 |
|