NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 29-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
95.35 |
95.37 |
0.02 |
0.0% |
95.75 |
High |
95.62 |
95.85 |
0.23 |
0.2% |
96.21 |
Low |
94.92 |
95.00 |
0.08 |
0.1% |
94.50 |
Close |
95.48 |
95.56 |
0.08 |
0.1% |
95.48 |
Range |
0.70 |
0.85 |
0.15 |
21.4% |
1.71 |
ATR |
1.17 |
1.14 |
-0.02 |
-1.9% |
0.00 |
Volume |
17,428 |
10,122 |
-7,306 |
-41.9% |
107,052 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.02 |
97.64 |
96.03 |
|
R3 |
97.17 |
96.79 |
95.79 |
|
R2 |
96.32 |
96.32 |
95.72 |
|
R1 |
95.94 |
95.94 |
95.64 |
96.13 |
PP |
95.47 |
95.47 |
95.47 |
95.57 |
S1 |
95.09 |
95.09 |
95.48 |
95.28 |
S2 |
94.62 |
94.62 |
95.40 |
|
S3 |
93.77 |
94.24 |
95.33 |
|
S4 |
92.92 |
93.39 |
95.09 |
|
|
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 |
96.12 |
94.50 |
1.62 |
1.7% |
1.07 |
1.1% |
65% |
False |
False |
17,672 |
10 |
96.59 |
94.50 |
2.09 |
2.2% |
1.04 |
1.1% |
51% |
False |
False |
21,236 |
20 |
96.59 |
90.96 |
5.63 |
5.9% |
0.99 |
1.0% |
82% |
False |
False |
25,273 |
40 |
96.59 |
88.11 |
8.48 |
8.9% |
1.18 |
1.2% |
88% |
False |
False |
22,623 |
60 |
96.59 |
88.11 |
8.48 |
8.9% |
1.26 |
1.3% |
88% |
False |
False |
18,979 |
80 |
96.59 |
84.84 |
11.75 |
12.3% |
1.30 |
1.4% |
91% |
False |
False |
16,779 |
100 |
96.59 |
84.84 |
11.75 |
12.3% |
1.24 |
1.3% |
91% |
False |
False |
15,180 |
120 |
96.59 |
84.84 |
11.75 |
12.3% |
1.18 |
1.2% |
91% |
False |
False |
13,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.46 |
2.618 |
98.08 |
1.618 |
97.23 |
1.000 |
96.70 |
0.618 |
96.38 |
HIGH |
95.85 |
0.618 |
95.53 |
0.500 |
95.43 |
0.382 |
95.32 |
LOW |
95.00 |
0.618 |
94.47 |
1.000 |
94.15 |
1.618 |
93.62 |
2.618 |
92.77 |
4.250 |
91.39 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
95.52 |
95.52 |
PP |
95.47 |
95.48 |
S1 |
95.43 |
95.45 |
|