NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
95.51 |
95.04 |
-0.47 |
-0.5% |
94.95 |
High |
95.51 |
95.04 |
-0.47 |
-0.5% |
95.61 |
Low |
94.38 |
94.75 |
0.37 |
0.4% |
94.38 |
Close |
94.68 |
94.89 |
0.21 |
0.2% |
94.68 |
Range |
1.13 |
0.29 |
-0.84 |
-74.3% |
1.23 |
ATR |
0.68 |
0.66 |
-0.02 |
-3.3% |
0.00 |
Volume |
3,479 |
2,840 |
-639 |
-18.4% |
18,973 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.76 |
95.62 |
95.05 |
|
R3 |
95.47 |
95.33 |
94.97 |
|
R2 |
95.18 |
95.18 |
94.94 |
|
R1 |
95.04 |
95.04 |
94.92 |
94.97 |
PP |
94.89 |
94.89 |
94.89 |
94.86 |
S1 |
94.75 |
94.75 |
94.86 |
94.68 |
S2 |
94.60 |
94.60 |
94.84 |
|
S3 |
94.31 |
94.46 |
94.81 |
|
S4 |
94.02 |
94.17 |
94.73 |
|
|
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% |
0.51 |
0.5% |
41% |
False |
False |
3,816 |
10 |
95.61 |
93.46 |
2.15 |
2.3% |
0.42 |
0.4% |
67% |
False |
False |
3,645 |
20 |
95.61 |
88.01 |
7.60 |
8.0% |
0.44 |
0.5% |
91% |
False |
False |
3,065 |
40 |
95.61 |
88.01 |
7.60 |
8.0% |
0.39 |
0.4% |
91% |
False |
False |
3,293 |
60 |
95.61 |
87.56 |
8.05 |
8.5% |
0.36 |
0.4% |
91% |
False |
False |
2,484 |
80 |
95.61 |
84.98 |
10.63 |
11.2% |
0.27 |
0.3% |
93% |
False |
False |
2,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.27 |
2.618 |
95.80 |
1.618 |
95.51 |
1.000 |
95.33 |
0.618 |
95.22 |
HIGH |
95.04 |
0.618 |
94.93 |
0.500 |
94.90 |
0.382 |
94.86 |
LOW |
94.75 |
0.618 |
94.57 |
1.000 |
94.46 |
1.618 |
94.28 |
2.618 |
93.99 |
4.250 |
93.52 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
94.90 |
95.00 |
PP |
94.89 |
94.96 |
S1 |
94.89 |
94.93 |
|