NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
95.37 |
95.33 |
-0.04 |
0.0% |
95.75 |
High |
95.85 |
95.35 |
-0.50 |
-0.5% |
96.21 |
Low |
95.00 |
94.79 |
-0.21 |
-0.2% |
94.50 |
Close |
95.56 |
95.17 |
-0.39 |
-0.4% |
95.48 |
Range |
0.85 |
0.56 |
-0.29 |
-34.1% |
1.71 |
ATR |
1.14 |
1.12 |
-0.03 |
-2.3% |
0.00 |
Volume |
10,122 |
11,144 |
1,022 |
10.1% |
107,052 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.78 |
96.54 |
95.48 |
|
R3 |
96.22 |
95.98 |
95.32 |
|
R2 |
95.66 |
95.66 |
95.27 |
|
R1 |
95.42 |
95.42 |
95.22 |
95.26 |
PP |
95.10 |
95.10 |
95.10 |
95.03 |
S1 |
94.86 |
94.86 |
95.12 |
94.70 |
S2 |
94.54 |
94.54 |
95.07 |
|
S3 |
93.98 |
94.30 |
95.02 |
|
S4 |
93.42 |
93.74 |
94.86 |
|
|
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% |
1.02 |
1.1% |
41% |
False |
False |
16,055 |
10 |
96.59 |
94.50 |
2.09 |
2.2% |
1.01 |
1.1% |
32% |
False |
False |
20,572 |
20 |
96.59 |
91.37 |
5.22 |
5.5% |
0.97 |
1.0% |
73% |
False |
False |
24,723 |
40 |
96.59 |
88.11 |
8.48 |
8.9% |
1.17 |
1.2% |
83% |
False |
False |
22,485 |
60 |
96.59 |
88.11 |
8.48 |
8.9% |
1.24 |
1.3% |
83% |
False |
False |
19,005 |
80 |
96.59 |
84.84 |
11.75 |
12.3% |
1.30 |
1.4% |
88% |
False |
False |
16,773 |
100 |
96.59 |
84.84 |
11.75 |
12.3% |
1.23 |
1.3% |
88% |
False |
False |
15,226 |
120 |
96.59 |
84.84 |
11.75 |
12.3% |
1.18 |
1.2% |
88% |
False |
False |
13,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.73 |
2.618 |
96.82 |
1.618 |
96.26 |
1.000 |
95.91 |
0.618 |
95.70 |
HIGH |
95.35 |
0.618 |
95.14 |
0.500 |
95.07 |
0.382 |
95.00 |
LOW |
94.79 |
0.618 |
94.44 |
1.000 |
94.23 |
1.618 |
93.88 |
2.618 |
93.32 |
4.250 |
92.41 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
95.14 |
95.32 |
PP |
95.10 |
95.27 |
S1 |
95.07 |
95.22 |
|