NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 25-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
95.78 |
95.18 |
-0.60 |
-0.6% |
95.54 |
High |
96.12 |
96.12 |
0.00 |
0.0% |
96.59 |
Low |
94.50 |
94.77 |
0.27 |
0.3% |
94.82 |
Close |
95.30 |
95.93 |
0.63 |
0.7% |
95.55 |
Range |
1.62 |
1.35 |
-0.27 |
-16.7% |
1.77 |
ATR |
1.17 |
1.18 |
0.01 |
1.1% |
0.00 |
Volume |
24,096 |
17,487 |
-6,609 |
-27.4% |
121,573 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.66 |
99.14 |
96.67 |
|
R3 |
98.31 |
97.79 |
96.30 |
|
R2 |
96.96 |
96.96 |
96.18 |
|
R1 |
96.44 |
96.44 |
96.05 |
96.70 |
PP |
95.61 |
95.61 |
95.61 |
95.74 |
S1 |
95.09 |
95.09 |
95.81 |
95.35 |
S2 |
94.26 |
94.26 |
95.68 |
|
S3 |
92.91 |
93.74 |
95.56 |
|
S4 |
91.56 |
92.39 |
95.19 |
|
|
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 |
94.50 |
2.09 |
2.2% |
1.28 |
1.3% |
68% |
False |
False |
23,809 |
10 |
96.59 |
94.50 |
2.09 |
2.2% |
1.08 |
1.1% |
68% |
False |
False |
24,811 |
20 |
96.59 |
90.08 |
6.51 |
6.8% |
1.04 |
1.1% |
90% |
False |
False |
25,485 |
40 |
96.59 |
88.11 |
8.48 |
8.8% |
1.21 |
1.3% |
92% |
False |
False |
22,452 |
60 |
96.59 |
86.89 |
9.70 |
10.1% |
1.32 |
1.4% |
93% |
False |
False |
18,937 |
80 |
96.59 |
84.84 |
11.75 |
12.2% |
1.33 |
1.4% |
94% |
False |
False |
16,627 |
100 |
96.59 |
84.84 |
11.75 |
12.2% |
1.24 |
1.3% |
94% |
False |
False |
14,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.86 |
2.618 |
99.65 |
1.618 |
98.30 |
1.000 |
97.47 |
0.618 |
96.95 |
HIGH |
96.12 |
0.618 |
95.60 |
0.500 |
95.45 |
0.382 |
95.29 |
LOW |
94.77 |
0.618 |
93.94 |
1.000 |
93.42 |
1.618 |
92.59 |
2.618 |
91.24 |
4.250 |
89.03 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
95.77 |
95.72 |
PP |
95.61 |
95.52 |
S1 |
95.45 |
95.31 |
|