NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
96.25 |
95.75 |
-0.50 |
-0.5% |
95.54 |
High |
96.59 |
96.21 |
-0.38 |
-0.4% |
96.59 |
Low |
94.92 |
95.30 |
0.38 |
0.4% |
94.82 |
Close |
95.55 |
95.74 |
0.19 |
0.2% |
95.55 |
Range |
1.67 |
0.91 |
-0.76 |
-45.5% |
1.77 |
ATR |
1.17 |
1.15 |
-0.02 |
-1.6% |
0.00 |
Volume |
29,424 |
28,814 |
-610 |
-2.1% |
121,573 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.48 |
98.02 |
96.24 |
|
R3 |
97.57 |
97.11 |
95.99 |
|
R2 |
96.66 |
96.66 |
95.91 |
|
R1 |
96.20 |
96.20 |
95.82 |
95.98 |
PP |
95.75 |
95.75 |
95.75 |
95.64 |
S1 |
95.29 |
95.29 |
95.66 |
95.07 |
S2 |
94.84 |
94.84 |
95.57 |
|
S3 |
93.93 |
94.38 |
95.49 |
|
S4 |
93.02 |
93.47 |
95.24 |
|
|
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 |
94.92 |
1.67 |
1.7% |
1.01 |
1.1% |
49% |
False |
False |
24,801 |
10 |
96.59 |
93.81 |
2.78 |
2.9% |
0.91 |
0.9% |
69% |
False |
False |
27,674 |
20 |
96.59 |
88.11 |
8.48 |
8.9% |
1.06 |
1.1% |
90% |
False |
False |
25,837 |
40 |
96.59 |
88.11 |
8.48 |
8.9% |
1.24 |
1.3% |
90% |
False |
False |
21,669 |
60 |
96.59 |
86.89 |
9.70 |
10.1% |
1.33 |
1.4% |
91% |
False |
False |
18,443 |
80 |
96.59 |
84.84 |
11.75 |
12.3% |
1.31 |
1.4% |
93% |
False |
False |
16,193 |
100 |
96.59 |
84.84 |
11.75 |
12.3% |
1.23 |
1.3% |
93% |
False |
False |
14,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.08 |
2.618 |
98.59 |
1.618 |
97.68 |
1.000 |
97.12 |
0.618 |
96.77 |
HIGH |
96.21 |
0.618 |
95.86 |
0.500 |
95.76 |
0.382 |
95.65 |
LOW |
95.30 |
0.618 |
94.74 |
1.000 |
94.39 |
1.618 |
93.83 |
2.618 |
92.92 |
4.250 |
91.43 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
95.76 |
95.76 |
PP |
95.75 |
95.75 |
S1 |
95.75 |
95.75 |
|