NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
94.15 |
94.51 |
0.36 |
0.4% |
92.95 |
High |
94.30 |
94.85 |
0.55 |
0.6% |
94.85 |
Low |
93.98 |
94.46 |
0.48 |
0.5% |
92.95 |
Close |
94.30 |
94.85 |
0.55 |
0.6% |
94.85 |
Range |
0.32 |
0.39 |
0.07 |
21.9% |
1.90 |
ATR |
0.77 |
0.75 |
-0.02 |
-2.0% |
0.00 |
Volume |
5,340 |
3,617 |
-1,723 |
-32.3% |
16,595 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.89 |
95.76 |
95.06 |
|
R3 |
95.50 |
95.37 |
94.96 |
|
R2 |
95.11 |
95.11 |
94.92 |
|
R1 |
94.98 |
94.98 |
94.89 |
95.05 |
PP |
94.72 |
94.72 |
94.72 |
94.75 |
S1 |
94.59 |
94.59 |
94.81 |
94.66 |
S2 |
94.33 |
94.33 |
94.78 |
|
S3 |
93.94 |
94.20 |
94.74 |
|
S4 |
93.55 |
93.81 |
94.64 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.92 |
99.28 |
95.90 |
|
R3 |
98.02 |
97.38 |
95.37 |
|
R2 |
96.12 |
96.12 |
95.20 |
|
R1 |
95.48 |
95.48 |
95.02 |
95.80 |
PP |
94.22 |
94.22 |
94.22 |
94.38 |
S1 |
93.58 |
93.58 |
94.68 |
93.90 |
S2 |
92.32 |
92.32 |
94.50 |
|
S3 |
90.42 |
91.68 |
94.33 |
|
S4 |
88.52 |
89.78 |
93.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.85 |
92.95 |
1.90 |
2.0% |
0.42 |
0.4% |
100% |
True |
False |
3,319 |
10 |
94.85 |
90.26 |
4.59 |
4.8% |
0.43 |
0.4% |
100% |
True |
False |
3,077 |
20 |
94.85 |
88.01 |
6.84 |
7.2% |
0.35 |
0.4% |
100% |
True |
False |
2,585 |
40 |
94.85 |
88.01 |
6.84 |
7.2% |
0.39 |
0.4% |
100% |
True |
False |
2,893 |
60 |
94.85 |
85.32 |
9.53 |
10.0% |
0.31 |
0.3% |
100% |
True |
False |
2,220 |
80 |
94.85 |
84.98 |
9.87 |
10.4% |
0.24 |
0.3% |
100% |
True |
False |
1,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.51 |
2.618 |
95.87 |
1.618 |
95.48 |
1.000 |
95.24 |
0.618 |
95.09 |
HIGH |
94.85 |
0.618 |
94.70 |
0.500 |
94.66 |
0.382 |
94.61 |
LOW |
94.46 |
0.618 |
94.22 |
1.000 |
94.07 |
1.618 |
93.83 |
2.618 |
93.44 |
4.250 |
92.80 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
94.79 |
94.65 |
PP |
94.72 |
94.46 |
S1 |
94.66 |
94.26 |
|