NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
95.75 |
95.82 |
0.07 |
0.1% |
95.54 |
High |
96.21 |
96.11 |
-0.10 |
-0.1% |
96.59 |
Low |
95.30 |
95.26 |
-0.04 |
0.0% |
94.82 |
Close |
95.74 |
96.08 |
0.34 |
0.4% |
95.55 |
Range |
0.91 |
0.85 |
-0.06 |
-6.6% |
1.77 |
ATR |
1.15 |
1.13 |
-0.02 |
-1.9% |
0.00 |
Volume |
28,814 |
19,227 |
-9,587 |
-33.3% |
121,573 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.37 |
98.07 |
96.55 |
|
R3 |
97.52 |
97.22 |
96.31 |
|
R2 |
96.67 |
96.67 |
96.24 |
|
R1 |
96.37 |
96.37 |
96.16 |
96.52 |
PP |
95.82 |
95.82 |
95.82 |
95.89 |
S1 |
95.52 |
95.52 |
96.00 |
95.67 |
S2 |
94.97 |
94.97 |
95.92 |
|
S3 |
94.12 |
94.67 |
95.85 |
|
S4 |
93.27 |
93.82 |
95.61 |
|
|
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% |
1.00 |
1.0% |
69% |
False |
False |
25,089 |
10 |
96.59 |
93.97 |
2.62 |
2.7% |
0.92 |
1.0% |
81% |
False |
False |
27,632 |
20 |
96.59 |
88.85 |
7.74 |
8.1% |
1.01 |
1.0% |
93% |
False |
False |
25,652 |
40 |
96.59 |
88.11 |
8.48 |
8.8% |
1.24 |
1.3% |
94% |
False |
False |
21,824 |
60 |
96.59 |
86.89 |
9.70 |
10.1% |
1.32 |
1.4% |
95% |
False |
False |
18,585 |
80 |
96.59 |
84.84 |
11.75 |
12.2% |
1.31 |
1.4% |
96% |
False |
False |
16,306 |
100 |
96.59 |
84.84 |
11.75 |
12.2% |
1.23 |
1.3% |
96% |
False |
False |
14,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.72 |
2.618 |
98.34 |
1.618 |
97.49 |
1.000 |
96.96 |
0.618 |
96.64 |
HIGH |
96.11 |
0.618 |
95.79 |
0.500 |
95.69 |
0.382 |
95.58 |
LOW |
95.26 |
0.618 |
94.73 |
1.000 |
94.41 |
1.618 |
93.88 |
2.618 |
93.03 |
4.250 |
91.65 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
95.95 |
95.97 |
PP |
95.82 |
95.86 |
S1 |
95.69 |
95.76 |
|