NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
94.51 |
94.95 |
0.44 |
0.5% |
92.95 |
High |
94.85 |
94.95 |
0.10 |
0.1% |
94.85 |
Low |
94.46 |
94.75 |
0.29 |
0.3% |
92.95 |
Close |
94.85 |
94.95 |
0.10 |
0.1% |
94.85 |
Range |
0.39 |
0.20 |
-0.19 |
-48.7% |
1.90 |
ATR |
0.75 |
0.71 |
-0.04 |
-5.2% |
0.00 |
Volume |
3,617 |
2,732 |
-885 |
-24.5% |
16,595 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.48 |
95.42 |
95.06 |
|
R3 |
95.28 |
95.22 |
95.01 |
|
R2 |
95.08 |
95.08 |
94.99 |
|
R1 |
95.02 |
95.02 |
94.97 |
95.05 |
PP |
94.88 |
94.88 |
94.88 |
94.90 |
S1 |
94.82 |
94.82 |
94.93 |
94.85 |
S2 |
94.68 |
94.68 |
94.91 |
|
S3 |
94.48 |
94.62 |
94.90 |
|
S4 |
94.28 |
94.42 |
94.84 |
|
|
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 |
94.95 |
93.46 |
1.49 |
1.6% |
0.32 |
0.3% |
100% |
True |
False |
3,474 |
10 |
94.95 |
90.41 |
4.54 |
4.8% |
0.37 |
0.4% |
100% |
True |
False |
3,077 |
20 |
94.95 |
88.01 |
6.94 |
7.3% |
0.34 |
0.4% |
100% |
True |
False |
2,657 |
40 |
94.95 |
88.01 |
6.94 |
7.3% |
0.35 |
0.4% |
100% |
True |
False |
2,944 |
60 |
94.95 |
85.61 |
9.34 |
9.8% |
0.32 |
0.3% |
100% |
True |
False |
2,235 |
80 |
94.95 |
84.98 |
9.97 |
10.5% |
0.24 |
0.3% |
100% |
True |
False |
1,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.80 |
2.618 |
95.47 |
1.618 |
95.27 |
1.000 |
95.15 |
0.618 |
95.07 |
HIGH |
94.95 |
0.618 |
94.87 |
0.500 |
94.85 |
0.382 |
94.83 |
LOW |
94.75 |
0.618 |
94.63 |
1.000 |
94.55 |
1.618 |
94.43 |
2.618 |
94.23 |
4.250 |
93.90 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
94.92 |
94.79 |
PP |
94.88 |
94.63 |
S1 |
94.85 |
94.47 |
|