NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
95.04 |
94.79 |
-0.25 |
-0.3% |
94.95 |
High |
95.04 |
95.24 |
0.20 |
0.2% |
95.61 |
Low |
94.75 |
94.67 |
-0.08 |
-0.1% |
94.38 |
Close |
94.89 |
95.24 |
0.35 |
0.4% |
94.68 |
Range |
0.29 |
0.57 |
0.28 |
96.6% |
1.23 |
ATR |
0.66 |
0.65 |
-0.01 |
-0.9% |
0.00 |
Volume |
2,840 |
3,121 |
281 |
9.9% |
18,973 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.76 |
96.57 |
95.55 |
|
R3 |
96.19 |
96.00 |
95.40 |
|
R2 |
95.62 |
95.62 |
95.34 |
|
R1 |
95.43 |
95.43 |
95.29 |
95.53 |
PP |
95.05 |
95.05 |
95.05 |
95.10 |
S1 |
94.86 |
94.86 |
95.19 |
94.96 |
S2 |
94.48 |
94.48 |
95.14 |
|
S3 |
93.91 |
94.29 |
95.08 |
|
S4 |
93.34 |
93.72 |
94.93 |
|
|
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% |
0.52 |
0.6% |
70% |
False |
False |
3,955 |
10 |
95.61 |
93.67 |
1.94 |
2.0% |
0.45 |
0.5% |
81% |
False |
False |
3,689 |
20 |
95.61 |
89.40 |
6.21 |
6.5% |
0.40 |
0.4% |
94% |
False |
False |
3,095 |
40 |
95.61 |
88.01 |
7.60 |
8.0% |
0.38 |
0.4% |
95% |
False |
False |
3,355 |
60 |
95.61 |
87.56 |
8.05 |
8.5% |
0.37 |
0.4% |
95% |
False |
False |
2,529 |
80 |
95.61 |
84.98 |
10.63 |
11.2% |
0.28 |
0.3% |
97% |
False |
False |
2,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.66 |
2.618 |
96.73 |
1.618 |
96.16 |
1.000 |
95.81 |
0.618 |
95.59 |
HIGH |
95.24 |
0.618 |
95.02 |
0.500 |
94.96 |
0.382 |
94.89 |
LOW |
94.67 |
0.618 |
94.32 |
1.000 |
94.10 |
1.618 |
93.75 |
2.618 |
93.18 |
4.250 |
92.25 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
95.15 |
95.14 |
PP |
95.05 |
95.04 |
S1 |
94.96 |
94.95 |
|