NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 02-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
90.41 |
91.74 |
1.33 |
1.5% |
88.01 |
High |
91.09 |
91.74 |
0.65 |
0.7% |
91.06 |
Low |
90.41 |
91.74 |
1.33 |
1.5% |
88.01 |
Close |
91.09 |
91.74 |
0.65 |
0.7% |
90.26 |
Range |
0.68 |
0.00 |
-0.68 |
-100.0% |
3.05 |
ATR |
0.89 |
0.88 |
-0.02 |
-1.9% |
0.00 |
Volume |
2,363 |
955 |
-1,408 |
-59.6% |
11,446 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.74 |
91.74 |
91.74 |
|
R3 |
91.74 |
91.74 |
91.74 |
|
R2 |
91.74 |
91.74 |
91.74 |
|
R1 |
91.74 |
91.74 |
91.74 |
91.74 |
PP |
91.74 |
91.74 |
91.74 |
91.74 |
S1 |
91.74 |
91.74 |
91.74 |
91.74 |
S2 |
91.74 |
91.74 |
91.74 |
|
S3 |
91.74 |
91.74 |
91.74 |
|
S4 |
91.74 |
91.74 |
91.74 |
|
|
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 |
91.74 |
89.60 |
2.14 |
2.3% |
0.37 |
0.4% |
100% |
True |
False |
1,898 |
10 |
93.42 |
88.01 |
5.41 |
5.9% |
0.33 |
0.4% |
69% |
False |
False |
2,183 |
20 |
93.59 |
88.01 |
5.58 |
6.1% |
0.30 |
0.3% |
67% |
False |
False |
3,822 |
40 |
93.59 |
88.01 |
5.58 |
6.1% |
0.40 |
0.4% |
67% |
False |
False |
2,445 |
60 |
93.59 |
84.98 |
8.61 |
9.4% |
0.27 |
0.3% |
79% |
False |
False |
1,859 |
80 |
93.59 |
84.98 |
8.61 |
9.4% |
0.21 |
0.2% |
79% |
False |
False |
1,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.74 |
2.618 |
91.74 |
1.618 |
91.74 |
1.000 |
91.74 |
0.618 |
91.74 |
HIGH |
91.74 |
0.618 |
91.74 |
0.500 |
91.74 |
0.382 |
91.74 |
LOW |
91.74 |
0.618 |
91.74 |
1.000 |
91.74 |
1.618 |
91.74 |
2.618 |
91.74 |
4.250 |
91.74 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
91.74 |
91.49 |
PP |
91.74 |
91.25 |
S1 |
91.74 |
91.00 |
|