NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 02-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
100.54 |
102.18 |
1.64 |
1.6% |
100.10 |
High |
102.18 |
102.93 |
0.75 |
0.7% |
102.93 |
Low |
100.19 |
101.24 |
1.05 |
1.0% |
98.79 |
Close |
102.13 |
101.74 |
-0.39 |
-0.4% |
101.74 |
Range |
1.99 |
1.69 |
-0.30 |
-15.1% |
4.14 |
ATR |
1.41 |
1.43 |
0.02 |
1.4% |
0.00 |
Volume |
16,049 |
23,838 |
7,789 |
48.5% |
84,094 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.04 |
106.08 |
102.67 |
|
R3 |
105.35 |
104.39 |
102.20 |
|
R2 |
103.66 |
103.66 |
102.05 |
|
R1 |
102.70 |
102.70 |
101.89 |
102.34 |
PP |
101.97 |
101.97 |
101.97 |
101.79 |
S1 |
101.01 |
101.01 |
101.59 |
100.65 |
S2 |
100.28 |
100.28 |
101.43 |
|
S3 |
98.59 |
99.32 |
101.28 |
|
S4 |
96.90 |
97.63 |
100.81 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.57 |
111.80 |
104.02 |
|
R3 |
109.43 |
107.66 |
102.88 |
|
R2 |
105.29 |
105.29 |
102.50 |
|
R1 |
103.52 |
103.52 |
102.12 |
104.41 |
PP |
101.15 |
101.15 |
101.15 |
101.60 |
S1 |
99.38 |
99.38 |
101.36 |
100.27 |
S2 |
97.01 |
97.01 |
100.98 |
|
S3 |
92.87 |
95.24 |
100.60 |
|
S4 |
88.73 |
91.10 |
99.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.93 |
98.79 |
4.14 |
4.1% |
1.46 |
1.4% |
71% |
True |
False |
16,818 |
10 |
102.93 |
98.79 |
4.14 |
4.1% |
1.42 |
1.4% |
71% |
True |
False |
16,883 |
20 |
102.93 |
97.17 |
5.76 |
5.7% |
1.30 |
1.3% |
79% |
True |
False |
19,878 |
40 |
102.93 |
90.40 |
12.53 |
12.3% |
1.39 |
1.4% |
91% |
True |
False |
16,361 |
60 |
102.93 |
90.35 |
12.58 |
12.4% |
1.41 |
1.4% |
91% |
True |
False |
12,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.11 |
2.618 |
107.35 |
1.618 |
105.66 |
1.000 |
104.62 |
0.618 |
103.97 |
HIGH |
102.93 |
0.618 |
102.28 |
0.500 |
102.09 |
0.382 |
101.89 |
LOW |
101.24 |
0.618 |
100.20 |
1.000 |
99.55 |
1.618 |
98.51 |
2.618 |
96.82 |
4.250 |
94.06 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
102.09 |
101.45 |
PP |
101.97 |
101.15 |
S1 |
101.86 |
100.86 |
|