NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
95.45 |
95.51 |
0.06 |
0.1% |
94.95 |
High |
95.61 |
95.51 |
-0.10 |
-0.1% |
95.61 |
Low |
95.37 |
94.38 |
-0.99 |
-1.0% |
94.38 |
Close |
95.38 |
94.68 |
-0.70 |
-0.7% |
94.68 |
Range |
0.24 |
1.13 |
0.89 |
370.8% |
1.23 |
ATR |
0.64 |
0.68 |
0.03 |
5.4% |
0.00 |
Volume |
9,418 |
3,479 |
-5,939 |
-63.1% |
18,973 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.25 |
97.59 |
95.30 |
|
R3 |
97.12 |
96.46 |
94.99 |
|
R2 |
95.99 |
95.99 |
94.89 |
|
R1 |
95.33 |
95.33 |
94.78 |
95.10 |
PP |
94.86 |
94.86 |
94.86 |
94.74 |
S1 |
94.20 |
94.20 |
94.58 |
93.97 |
S2 |
93.73 |
93.73 |
94.47 |
|
S3 |
92.60 |
93.07 |
94.37 |
|
S4 |
91.47 |
91.94 |
94.06 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.58 |
97.86 |
95.36 |
|
R3 |
97.35 |
96.63 |
95.02 |
|
R2 |
96.12 |
96.12 |
94.91 |
|
R1 |
95.40 |
95.40 |
94.79 |
95.15 |
PP |
94.89 |
94.89 |
94.89 |
94.76 |
S1 |
94.17 |
94.17 |
94.57 |
93.92 |
S2 |
93.66 |
93.66 |
94.45 |
|
S3 |
92.43 |
92.94 |
94.34 |
|
S4 |
91.20 |
91.71 |
94.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.61 |
94.38 |
1.23 |
1.3% |
0.49 |
0.5% |
24% |
False |
True |
3,794 |
10 |
95.61 |
92.95 |
2.66 |
2.8% |
0.46 |
0.5% |
65% |
False |
False |
3,556 |
20 |
95.61 |
88.01 |
7.60 |
8.0% |
0.42 |
0.4% |
88% |
False |
False |
3,061 |
40 |
95.61 |
88.01 |
7.60 |
8.0% |
0.38 |
0.4% |
88% |
False |
False |
3,239 |
60 |
95.61 |
87.56 |
8.05 |
8.5% |
0.35 |
0.4% |
88% |
False |
False |
2,445 |
80 |
95.61 |
84.98 |
10.63 |
11.2% |
0.27 |
0.3% |
91% |
False |
False |
1,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.31 |
2.618 |
98.47 |
1.618 |
97.34 |
1.000 |
96.64 |
0.618 |
96.21 |
HIGH |
95.51 |
0.618 |
95.08 |
0.500 |
94.95 |
0.382 |
94.81 |
LOW |
94.38 |
0.618 |
93.68 |
1.000 |
93.25 |
1.618 |
92.55 |
2.618 |
91.42 |
4.250 |
89.58 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
94.95 |
95.00 |
PP |
94.86 |
94.89 |
S1 |
94.77 |
94.79 |
|