NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 01-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
90.80 |
90.41 |
-0.39 |
-0.4% |
88.01 |
High |
91.06 |
91.09 |
0.03 |
0.0% |
91.06 |
Low |
90.26 |
90.41 |
0.15 |
0.2% |
88.01 |
Close |
90.26 |
91.09 |
0.83 |
0.9% |
90.26 |
Range |
0.80 |
0.68 |
-0.12 |
-15.0% |
3.05 |
ATR |
0.90 |
0.89 |
0.00 |
-0.5% |
0.00 |
Volume |
2,736 |
2,363 |
-373 |
-13.6% |
11,446 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.90 |
92.68 |
91.46 |
|
R3 |
92.22 |
92.00 |
91.28 |
|
R2 |
91.54 |
91.54 |
91.21 |
|
R1 |
91.32 |
91.32 |
91.15 |
91.43 |
PP |
90.86 |
90.86 |
90.86 |
90.92 |
S1 |
90.64 |
90.64 |
91.03 |
90.75 |
S2 |
90.18 |
90.18 |
90.97 |
|
S3 |
89.50 |
89.96 |
90.90 |
|
S4 |
88.82 |
89.28 |
90.72 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.93 |
97.64 |
91.94 |
|
R3 |
95.88 |
94.59 |
91.10 |
|
R2 |
92.83 |
92.83 |
90.82 |
|
R1 |
91.54 |
91.54 |
90.54 |
92.19 |
PP |
89.78 |
89.78 |
89.78 |
90.10 |
S1 |
88.49 |
88.49 |
89.98 |
89.14 |
S2 |
86.73 |
86.73 |
89.70 |
|
S3 |
83.68 |
85.44 |
89.42 |
|
S4 |
80.63 |
82.39 |
88.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.09 |
89.40 |
1.69 |
1.9% |
0.40 |
0.4% |
100% |
True |
False |
2,259 |
10 |
93.59 |
88.01 |
5.58 |
6.1% |
0.38 |
0.4% |
55% |
False |
False |
2,195 |
20 |
93.59 |
88.01 |
5.58 |
6.1% |
0.33 |
0.4% |
55% |
False |
False |
3,920 |
40 |
93.59 |
88.01 |
5.58 |
6.1% |
0.40 |
0.4% |
55% |
False |
False |
2,438 |
60 |
93.59 |
84.98 |
8.61 |
9.5% |
0.27 |
0.3% |
71% |
False |
False |
1,846 |
80 |
93.59 |
84.98 |
8.61 |
9.5% |
0.21 |
0.2% |
71% |
False |
False |
1,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.98 |
2.618 |
92.87 |
1.618 |
92.19 |
1.000 |
91.77 |
0.618 |
91.51 |
HIGH |
91.09 |
0.618 |
90.83 |
0.500 |
90.75 |
0.382 |
90.67 |
LOW |
90.41 |
0.618 |
89.99 |
1.000 |
89.73 |
1.618 |
89.31 |
2.618 |
88.63 |
4.250 |
87.52 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
90.98 |
90.95 |
PP |
90.86 |
90.81 |
S1 |
90.75 |
90.68 |
|