NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
95.29 |
95.05 |
-0.24 |
-0.3% |
92.95 |
High |
95.29 |
95.44 |
0.15 |
0.2% |
94.85 |
Low |
94.80 |
95.05 |
0.25 |
0.3% |
92.95 |
Close |
95.04 |
95.44 |
0.40 |
0.4% |
94.85 |
Range |
0.49 |
0.39 |
-0.10 |
-20.4% |
1.90 |
ATR |
0.69 |
0.67 |
-0.02 |
-3.0% |
0.00 |
Volume |
2,426 |
918 |
-1,508 |
-62.2% |
16,595 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.48 |
96.35 |
95.65 |
|
R3 |
96.09 |
95.96 |
95.55 |
|
R2 |
95.70 |
95.70 |
95.51 |
|
R1 |
95.57 |
95.57 |
95.48 |
95.64 |
PP |
95.31 |
95.31 |
95.31 |
95.34 |
S1 |
95.18 |
95.18 |
95.40 |
95.25 |
S2 |
94.92 |
94.92 |
95.37 |
|
S3 |
94.53 |
94.79 |
95.33 |
|
S4 |
94.14 |
94.40 |
95.23 |
|
|
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 |
95.44 |
93.98 |
1.46 |
1.5% |
0.36 |
0.4% |
100% |
True |
False |
3,006 |
10 |
95.44 |
92.40 |
3.04 |
3.2% |
0.39 |
0.4% |
100% |
True |
False |
3,079 |
20 |
95.44 |
88.01 |
7.43 |
7.8% |
0.36 |
0.4% |
100% |
True |
False |
2,631 |
40 |
95.44 |
88.01 |
7.43 |
7.8% |
0.37 |
0.4% |
100% |
True |
False |
2,956 |
60 |
95.44 |
87.20 |
8.24 |
8.6% |
0.33 |
0.3% |
100% |
True |
False |
2,260 |
80 |
95.44 |
84.98 |
10.46 |
11.0% |
0.25 |
0.3% |
100% |
True |
False |
1,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.10 |
2.618 |
96.46 |
1.618 |
96.07 |
1.000 |
95.83 |
0.618 |
95.68 |
HIGH |
95.44 |
0.618 |
95.29 |
0.500 |
95.25 |
0.382 |
95.20 |
LOW |
95.05 |
0.618 |
94.81 |
1.000 |
94.66 |
1.618 |
94.42 |
2.618 |
94.03 |
4.250 |
93.39 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
95.38 |
95.33 |
PP |
95.31 |
95.21 |
S1 |
95.25 |
95.10 |
|