NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 10-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
93.46 |
93.88 |
0.42 |
0.4% |
90.41 |
High |
93.72 |
94.11 |
0.39 |
0.4% |
93.40 |
Low |
93.46 |
93.67 |
0.21 |
0.2% |
90.41 |
Close |
93.67 |
94.09 |
0.42 |
0.4% |
93.34 |
Range |
0.26 |
0.44 |
0.18 |
69.2% |
2.99 |
ATR |
0.83 |
0.80 |
-0.03 |
-3.3% |
0.00 |
Volume |
2,678 |
3,005 |
327 |
12.2% |
11,446 |
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.28 |
95.12 |
94.33 |
|
R3 |
94.84 |
94.68 |
94.21 |
|
R2 |
94.40 |
94.40 |
94.17 |
|
R1 |
94.24 |
94.24 |
94.13 |
94.32 |
PP |
93.96 |
93.96 |
93.96 |
94.00 |
S1 |
93.80 |
93.80 |
94.05 |
93.88 |
S2 |
93.52 |
93.52 |
94.01 |
|
S3 |
93.08 |
93.36 |
93.97 |
|
S4 |
92.64 |
92.92 |
93.85 |
|
|
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 |
94.11 |
92.40 |
1.71 |
1.8% |
0.41 |
0.4% |
99% |
True |
False |
3,153 |
10 |
94.11 |
89.60 |
4.51 |
4.8% |
0.39 |
0.4% |
100% |
True |
False |
2,526 |
20 |
94.11 |
88.01 |
6.10 |
6.5% |
0.31 |
0.3% |
100% |
True |
False |
2,277 |
40 |
94.11 |
88.01 |
6.10 |
6.5% |
0.41 |
0.4% |
100% |
True |
False |
2,713 |
60 |
94.11 |
84.98 |
9.13 |
9.7% |
0.30 |
0.3% |
100% |
True |
False |
2,085 |
80 |
94.11 |
84.98 |
9.13 |
9.7% |
0.23 |
0.2% |
100% |
True |
False |
1,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.98 |
2.618 |
95.26 |
1.618 |
94.82 |
1.000 |
94.55 |
0.618 |
94.38 |
HIGH |
94.11 |
0.618 |
93.94 |
0.500 |
93.89 |
0.382 |
93.84 |
LOW |
93.67 |
0.618 |
93.40 |
1.000 |
93.23 |
1.618 |
92.96 |
2.618 |
92.52 |
4.250 |
91.80 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
94.02 |
93.90 |
PP |
93.96 |
93.72 |
S1 |
93.89 |
93.53 |
|