NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 03-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
91.74 |
92.76 |
1.02 |
1.1% |
88.01 |
High |
91.74 |
92.90 |
1.16 |
1.3% |
91.06 |
Low |
91.74 |
92.40 |
0.66 |
0.7% |
88.01 |
Close |
91.74 |
92.68 |
0.94 |
1.0% |
90.26 |
Range |
0.00 |
0.50 |
0.50 |
|
3.05 |
ATR |
0.88 |
0.90 |
0.02 |
2.3% |
0.00 |
Volume |
955 |
5,352 |
4,397 |
460.4% |
11,446 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.16 |
93.92 |
92.96 |
|
R3 |
93.66 |
93.42 |
92.82 |
|
R2 |
93.16 |
93.16 |
92.77 |
|
R1 |
92.92 |
92.92 |
92.73 |
92.79 |
PP |
92.66 |
92.66 |
92.66 |
92.60 |
S1 |
92.42 |
92.42 |
92.63 |
92.29 |
S2 |
92.16 |
92.16 |
92.59 |
|
S3 |
91.66 |
91.92 |
92.54 |
|
S4 |
91.16 |
91.42 |
92.41 |
|
|
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 |
92.90 |
90.26 |
2.64 |
2.8% |
0.44 |
0.5% |
92% |
True |
False |
2,726 |
10 |
92.90 |
88.01 |
4.89 |
5.3% |
0.38 |
0.4% |
96% |
True |
False |
2,478 |
20 |
93.59 |
88.01 |
5.58 |
6.0% |
0.29 |
0.3% |
84% |
False |
False |
3,506 |
40 |
93.59 |
88.01 |
5.58 |
6.0% |
0.41 |
0.4% |
84% |
False |
False |
2,557 |
60 |
93.59 |
84.98 |
8.61 |
9.3% |
0.28 |
0.3% |
89% |
False |
False |
1,940 |
80 |
93.59 |
84.98 |
8.61 |
9.3% |
0.22 |
0.2% |
89% |
False |
False |
1,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.03 |
2.618 |
94.21 |
1.618 |
93.71 |
1.000 |
93.40 |
0.618 |
93.21 |
HIGH |
92.90 |
0.618 |
92.71 |
0.500 |
92.65 |
0.382 |
92.59 |
LOW |
92.40 |
0.618 |
92.09 |
1.000 |
91.90 |
1.618 |
91.59 |
2.618 |
91.09 |
4.250 |
90.28 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
92.67 |
92.34 |
PP |
92.66 |
92.00 |
S1 |
92.65 |
91.66 |
|