NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
95.18 |
95.35 |
0.17 |
0.2% |
95.75 |
High |
96.12 |
95.62 |
-0.50 |
-0.5% |
96.21 |
Low |
94.77 |
94.92 |
0.15 |
0.2% |
94.50 |
Close |
95.93 |
95.48 |
-0.45 |
-0.5% |
95.48 |
Range |
1.35 |
0.70 |
-0.65 |
-48.1% |
1.71 |
ATR |
1.18 |
1.17 |
-0.01 |
-1.0% |
0.00 |
Volume |
17,487 |
17,428 |
-59 |
-0.3% |
107,052 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.44 |
97.16 |
95.87 |
|
R3 |
96.74 |
96.46 |
95.67 |
|
R2 |
96.04 |
96.04 |
95.61 |
|
R1 |
95.76 |
95.76 |
95.54 |
95.90 |
PP |
95.34 |
95.34 |
95.34 |
95.41 |
S1 |
95.06 |
95.06 |
95.42 |
95.20 |
S2 |
94.64 |
94.64 |
95.35 |
|
S3 |
93.94 |
94.36 |
95.29 |
|
S4 |
93.24 |
93.66 |
95.10 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.53 |
99.71 |
96.42 |
|
R3 |
98.82 |
98.00 |
95.95 |
|
R2 |
97.11 |
97.11 |
95.79 |
|
R1 |
96.29 |
96.29 |
95.64 |
95.85 |
PP |
95.40 |
95.40 |
95.40 |
95.17 |
S1 |
94.58 |
94.58 |
95.32 |
94.14 |
S2 |
93.69 |
93.69 |
95.17 |
|
S3 |
91.98 |
92.87 |
95.01 |
|
S4 |
90.27 |
91.16 |
94.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.21 |
94.50 |
1.71 |
1.8% |
1.09 |
1.1% |
57% |
False |
False |
21,410 |
10 |
96.59 |
94.50 |
2.09 |
2.2% |
1.04 |
1.1% |
47% |
False |
False |
22,862 |
20 |
96.59 |
90.53 |
6.06 |
6.3% |
1.00 |
1.0% |
82% |
False |
False |
25,735 |
40 |
96.59 |
88.11 |
8.48 |
8.9% |
1.19 |
1.2% |
87% |
False |
False |
22,645 |
60 |
96.59 |
87.65 |
8.94 |
9.4% |
1.29 |
1.4% |
88% |
False |
False |
19,036 |
80 |
96.59 |
84.84 |
11.75 |
12.3% |
1.31 |
1.4% |
91% |
False |
False |
16,744 |
100 |
96.59 |
84.84 |
11.75 |
12.3% |
1.24 |
1.3% |
91% |
False |
False |
15,142 |
120 |
96.59 |
84.84 |
11.75 |
12.3% |
1.18 |
1.2% |
91% |
False |
False |
13,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.60 |
2.618 |
97.45 |
1.618 |
96.75 |
1.000 |
96.32 |
0.618 |
96.05 |
HIGH |
95.62 |
0.618 |
95.35 |
0.500 |
95.27 |
0.382 |
95.19 |
LOW |
94.92 |
0.618 |
94.49 |
1.000 |
94.22 |
1.618 |
93.79 |
2.618 |
93.09 |
4.250 |
91.95 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
95.41 |
95.42 |
PP |
95.34 |
95.37 |
S1 |
95.27 |
95.31 |
|