NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
95.05 |
95.45 |
0.40 |
0.4% |
92.95 |
High |
95.44 |
95.61 |
0.17 |
0.2% |
94.85 |
Low |
95.05 |
95.37 |
0.32 |
0.3% |
92.95 |
Close |
95.44 |
95.38 |
-0.06 |
-0.1% |
94.85 |
Range |
0.39 |
0.24 |
-0.15 |
-38.5% |
1.90 |
ATR |
0.67 |
0.64 |
-0.03 |
-4.6% |
0.00 |
Volume |
918 |
9,418 |
8,500 |
925.9% |
16,595 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.17 |
96.02 |
95.51 |
|
R3 |
95.93 |
95.78 |
95.45 |
|
R2 |
95.69 |
95.69 |
95.42 |
|
R1 |
95.54 |
95.54 |
95.40 |
95.50 |
PP |
95.45 |
95.45 |
95.45 |
95.43 |
S1 |
95.30 |
95.30 |
95.36 |
95.26 |
S2 |
95.21 |
95.21 |
95.34 |
|
S3 |
94.97 |
95.06 |
95.31 |
|
S4 |
94.73 |
94.82 |
95.25 |
|
|
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 |
95.61 |
94.46 |
1.15 |
1.2% |
0.34 |
0.4% |
80% |
True |
False |
3,822 |
10 |
95.61 |
92.95 |
2.66 |
2.8% |
0.36 |
0.4% |
91% |
True |
False |
3,486 |
20 |
95.61 |
88.01 |
7.60 |
8.0% |
0.37 |
0.4% |
97% |
True |
False |
2,982 |
40 |
95.61 |
88.01 |
7.60 |
8.0% |
0.36 |
0.4% |
97% |
True |
False |
3,167 |
60 |
95.61 |
87.56 |
8.05 |
8.4% |
0.34 |
0.4% |
97% |
True |
False |
2,403 |
80 |
95.61 |
84.98 |
10.63 |
11.1% |
0.25 |
0.3% |
98% |
True |
False |
1,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.63 |
2.618 |
96.24 |
1.618 |
96.00 |
1.000 |
95.85 |
0.618 |
95.76 |
HIGH |
95.61 |
0.618 |
95.52 |
0.500 |
95.49 |
0.382 |
95.46 |
LOW |
95.37 |
0.618 |
95.22 |
1.000 |
95.13 |
1.618 |
94.98 |
2.618 |
94.74 |
4.250 |
94.35 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
95.49 |
95.32 |
PP |
95.45 |
95.26 |
S1 |
95.42 |
95.21 |
|