NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
95.78 |
96.25 |
0.47 |
0.5% |
95.54 |
High |
96.42 |
96.59 |
0.17 |
0.2% |
96.59 |
Low |
95.70 |
94.92 |
-0.78 |
-0.8% |
94.82 |
Close |
96.21 |
95.55 |
-0.66 |
-0.7% |
95.55 |
Range |
0.72 |
1.67 |
0.95 |
131.9% |
1.77 |
ATR |
1.13 |
1.17 |
0.04 |
3.4% |
0.00 |
Volume |
29,814 |
29,424 |
-390 |
-1.3% |
121,573 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.70 |
99.79 |
96.47 |
|
R3 |
99.03 |
98.12 |
96.01 |
|
R2 |
97.36 |
97.36 |
95.86 |
|
R1 |
96.45 |
96.45 |
95.70 |
96.07 |
PP |
95.69 |
95.69 |
95.69 |
95.50 |
S1 |
94.78 |
94.78 |
95.40 |
94.40 |
S2 |
94.02 |
94.02 |
95.24 |
|
S3 |
92.35 |
93.11 |
95.09 |
|
S4 |
90.68 |
91.44 |
94.63 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.96 |
100.03 |
96.52 |
|
R3 |
99.19 |
98.26 |
96.04 |
|
R2 |
97.42 |
97.42 |
95.87 |
|
R1 |
96.49 |
96.49 |
95.71 |
96.96 |
PP |
95.65 |
95.65 |
95.65 |
95.89 |
S1 |
94.72 |
94.72 |
95.39 |
95.19 |
S2 |
93.88 |
93.88 |
95.23 |
|
S3 |
92.11 |
92.95 |
95.06 |
|
S4 |
90.34 |
91.18 |
94.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.59 |
94.82 |
1.77 |
1.9% |
1.00 |
1.0% |
41% |
True |
False |
24,314 |
10 |
96.59 |
93.43 |
3.16 |
3.3% |
0.89 |
0.9% |
67% |
True |
False |
27,086 |
20 |
96.59 |
88.11 |
8.48 |
8.9% |
1.15 |
1.2% |
88% |
True |
False |
25,554 |
40 |
96.59 |
88.11 |
8.48 |
8.9% |
1.26 |
1.3% |
88% |
True |
False |
21,293 |
60 |
96.59 |
86.89 |
9.70 |
10.2% |
1.34 |
1.4% |
89% |
True |
False |
18,133 |
80 |
96.59 |
84.84 |
11.75 |
12.3% |
1.31 |
1.4% |
91% |
True |
False |
15,982 |
100 |
96.59 |
84.84 |
11.75 |
12.3% |
1.22 |
1.3% |
91% |
True |
False |
14,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.69 |
2.618 |
100.96 |
1.618 |
99.29 |
1.000 |
98.26 |
0.618 |
97.62 |
HIGH |
96.59 |
0.618 |
95.95 |
0.500 |
95.76 |
0.382 |
95.56 |
LOW |
94.92 |
0.618 |
93.89 |
1.000 |
93.25 |
1.618 |
92.22 |
2.618 |
90.55 |
4.250 |
87.82 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
95.76 |
95.76 |
PP |
95.69 |
95.69 |
S1 |
95.62 |
95.62 |
|