NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
94.95 |
95.29 |
0.34 |
0.4% |
92.95 |
High |
94.95 |
95.29 |
0.34 |
0.4% |
94.85 |
Low |
94.75 |
94.80 |
0.05 |
0.1% |
92.95 |
Close |
94.95 |
95.04 |
0.09 |
0.1% |
94.85 |
Range |
0.20 |
0.49 |
0.29 |
145.0% |
1.90 |
ATR |
0.71 |
0.69 |
-0.02 |
-2.2% |
0.00 |
Volume |
2,732 |
2,426 |
-306 |
-11.2% |
16,595 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.51 |
96.27 |
95.31 |
|
R3 |
96.02 |
95.78 |
95.17 |
|
R2 |
95.53 |
95.53 |
95.13 |
|
R1 |
95.29 |
95.29 |
95.08 |
95.17 |
PP |
95.04 |
95.04 |
95.04 |
94.98 |
S1 |
94.80 |
94.80 |
95.00 |
94.68 |
S2 |
94.55 |
94.55 |
94.95 |
|
S3 |
94.06 |
94.31 |
94.91 |
|
S4 |
93.57 |
93.82 |
94.77 |
|
|
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 |
95.29 |
93.67 |
1.62 |
1.7% |
0.37 |
0.4% |
85% |
True |
False |
3,424 |
10 |
95.29 |
91.74 |
3.55 |
3.7% |
0.35 |
0.4% |
93% |
True |
False |
3,083 |
20 |
95.29 |
88.01 |
7.28 |
7.7% |
0.37 |
0.4% |
97% |
True |
False |
2,639 |
40 |
95.29 |
88.01 |
7.28 |
7.7% |
0.36 |
0.4% |
97% |
True |
False |
2,953 |
60 |
95.29 |
86.92 |
8.37 |
8.8% |
0.33 |
0.3% |
97% |
True |
False |
2,258 |
80 |
95.29 |
84.98 |
10.31 |
10.8% |
0.24 |
0.3% |
98% |
True |
False |
1,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.37 |
2.618 |
96.57 |
1.618 |
96.08 |
1.000 |
95.78 |
0.618 |
95.59 |
HIGH |
95.29 |
0.618 |
95.10 |
0.500 |
95.05 |
0.382 |
94.99 |
LOW |
94.80 |
0.618 |
94.50 |
1.000 |
94.31 |
1.618 |
94.01 |
2.618 |
93.52 |
4.250 |
92.72 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
95.05 |
94.99 |
PP |
95.04 |
94.93 |
S1 |
95.04 |
94.88 |
|