NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
95.62 |
95.78 |
0.16 |
0.2% |
94.20 |
High |
96.17 |
96.42 |
0.25 |
0.3% |
95.61 |
Low |
95.32 |
95.70 |
0.38 |
0.4% |
93.43 |
Close |
96.16 |
96.21 |
0.05 |
0.1% |
95.50 |
Range |
0.85 |
0.72 |
-0.13 |
-15.3% |
2.18 |
ATR |
1.17 |
1.13 |
-0.03 |
-2.7% |
0.00 |
Volume |
18,169 |
29,814 |
11,645 |
64.1% |
149,296 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.27 |
97.96 |
96.61 |
|
R3 |
97.55 |
97.24 |
96.41 |
|
R2 |
96.83 |
96.83 |
96.34 |
|
R1 |
96.52 |
96.52 |
96.28 |
96.68 |
PP |
96.11 |
96.11 |
96.11 |
96.19 |
S1 |
95.80 |
95.80 |
96.14 |
95.96 |
S2 |
95.39 |
95.39 |
96.08 |
|
S3 |
94.67 |
95.08 |
96.01 |
|
S4 |
93.95 |
94.36 |
95.81 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.39 |
100.62 |
96.70 |
|
R3 |
99.21 |
98.44 |
96.10 |
|
R2 |
97.03 |
97.03 |
95.90 |
|
R1 |
96.26 |
96.26 |
95.70 |
96.65 |
PP |
94.85 |
94.85 |
94.85 |
95.04 |
S1 |
94.08 |
94.08 |
95.30 |
94.47 |
S2 |
92.67 |
92.67 |
95.10 |
|
S3 |
90.49 |
91.90 |
94.90 |
|
S4 |
88.31 |
89.72 |
94.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.42 |
94.60 |
1.82 |
1.9% |
0.87 |
0.9% |
88% |
True |
False |
25,813 |
10 |
96.42 |
92.50 |
3.92 |
4.1% |
0.88 |
0.9% |
95% |
True |
False |
28,150 |
20 |
96.42 |
88.11 |
8.31 |
8.6% |
1.22 |
1.3% |
97% |
True |
False |
24,837 |
40 |
96.42 |
88.11 |
8.31 |
8.6% |
1.25 |
1.3% |
97% |
True |
False |
20,772 |
60 |
96.42 |
86.89 |
9.53 |
9.9% |
1.34 |
1.4% |
98% |
True |
False |
17,834 |
80 |
96.42 |
84.84 |
11.58 |
12.0% |
1.30 |
1.4% |
98% |
True |
False |
15,774 |
100 |
96.42 |
84.84 |
11.58 |
12.0% |
1.22 |
1.3% |
98% |
True |
False |
14,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.48 |
2.618 |
98.30 |
1.618 |
97.58 |
1.000 |
97.14 |
0.618 |
96.86 |
HIGH |
96.42 |
0.618 |
96.14 |
0.500 |
96.06 |
0.382 |
95.98 |
LOW |
95.70 |
0.618 |
95.26 |
1.000 |
94.98 |
1.618 |
94.54 |
2.618 |
93.82 |
4.250 |
92.64 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
96.16 |
96.07 |
PP |
96.11 |
95.93 |
S1 |
96.06 |
95.79 |
|