NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
92.95 |
93.46 |
0.51 |
0.5% |
90.41 |
High |
93.65 |
93.72 |
0.07 |
0.1% |
93.40 |
Low |
92.95 |
93.46 |
0.51 |
0.5% |
90.41 |
Close |
93.65 |
93.67 |
0.02 |
0.0% |
93.34 |
Range |
0.70 |
0.26 |
-0.44 |
-62.9% |
2.99 |
ATR |
0.87 |
0.83 |
-0.04 |
-5.0% |
0.00 |
Volume |
1,955 |
2,678 |
723 |
37.0% |
11,446 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.40 |
94.29 |
93.81 |
|
R3 |
94.14 |
94.03 |
93.74 |
|
R2 |
93.88 |
93.88 |
93.72 |
|
R1 |
93.77 |
93.77 |
93.69 |
93.83 |
PP |
93.62 |
93.62 |
93.62 |
93.64 |
S1 |
93.51 |
93.51 |
93.65 |
93.57 |
S2 |
93.36 |
93.36 |
93.62 |
|
S3 |
93.10 |
93.25 |
93.60 |
|
S4 |
92.84 |
92.99 |
93.53 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.35 |
100.34 |
94.98 |
|
R3 |
98.36 |
97.35 |
94.16 |
|
R2 |
95.37 |
95.37 |
93.89 |
|
R1 |
94.36 |
94.36 |
93.61 |
94.87 |
PP |
92.38 |
92.38 |
92.38 |
92.64 |
S1 |
91.37 |
91.37 |
93.07 |
91.88 |
S2 |
89.39 |
89.39 |
92.79 |
|
S3 |
86.40 |
88.38 |
92.52 |
|
S4 |
83.41 |
85.39 |
91.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.72 |
91.74 |
1.98 |
2.1% |
0.32 |
0.3% |
97% |
True |
False |
2,743 |
10 |
93.72 |
89.40 |
4.32 |
4.6% |
0.36 |
0.4% |
99% |
True |
False |
2,501 |
20 |
93.72 |
88.01 |
5.71 |
6.1% |
0.32 |
0.3% |
99% |
True |
False |
2,592 |
40 |
93.72 |
88.01 |
5.71 |
6.1% |
0.40 |
0.4% |
99% |
True |
False |
2,659 |
60 |
93.72 |
84.98 |
8.74 |
9.3% |
0.29 |
0.3% |
99% |
True |
False |
2,045 |
80 |
93.72 |
84.98 |
8.74 |
9.3% |
0.22 |
0.2% |
99% |
True |
False |
1,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.83 |
2.618 |
94.40 |
1.618 |
94.14 |
1.000 |
93.98 |
0.618 |
93.88 |
HIGH |
93.72 |
0.618 |
93.62 |
0.500 |
93.59 |
0.382 |
93.56 |
LOW |
93.46 |
0.618 |
93.30 |
1.000 |
93.20 |
1.618 |
93.04 |
2.618 |
92.78 |
4.250 |
92.36 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
93.64 |
93.56 |
PP |
93.62 |
93.45 |
S1 |
93.59 |
93.34 |
|