NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
94.79 |
94.74 |
-0.05 |
-0.1% |
94.95 |
High |
95.24 |
94.75 |
-0.49 |
-0.5% |
95.61 |
Low |
94.67 |
93.98 |
-0.69 |
-0.7% |
94.38 |
Close |
95.24 |
94.52 |
-0.72 |
-0.8% |
94.68 |
Range |
0.57 |
0.77 |
0.20 |
35.1% |
1.23 |
ATR |
0.65 |
0.69 |
0.04 |
6.7% |
0.00 |
Volume |
3,121 |
3,286 |
165 |
5.3% |
18,973 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.73 |
96.39 |
94.94 |
|
R3 |
95.96 |
95.62 |
94.73 |
|
R2 |
95.19 |
95.19 |
94.66 |
|
R1 |
94.85 |
94.85 |
94.59 |
94.64 |
PP |
94.42 |
94.42 |
94.42 |
94.31 |
S1 |
94.08 |
94.08 |
94.45 |
93.87 |
S2 |
93.65 |
93.65 |
94.38 |
|
S3 |
92.88 |
93.31 |
94.31 |
|
S4 |
92.11 |
92.54 |
94.10 |
|
|
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 |
93.98 |
1.63 |
1.7% |
0.60 |
0.6% |
33% |
False |
True |
4,428 |
10 |
95.61 |
93.98 |
1.63 |
1.7% |
0.48 |
0.5% |
33% |
False |
True |
3,717 |
20 |
95.61 |
89.60 |
6.01 |
6.4% |
0.43 |
0.5% |
82% |
False |
False |
3,121 |
40 |
95.61 |
88.01 |
7.60 |
8.0% |
0.40 |
0.4% |
86% |
False |
False |
3,425 |
60 |
95.61 |
87.56 |
8.05 |
8.5% |
0.38 |
0.4% |
86% |
False |
False |
2,579 |
80 |
95.61 |
84.98 |
10.63 |
11.2% |
0.29 |
0.3% |
90% |
False |
False |
2,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.02 |
2.618 |
96.77 |
1.618 |
96.00 |
1.000 |
95.52 |
0.618 |
95.23 |
HIGH |
94.75 |
0.618 |
94.46 |
0.500 |
94.37 |
0.382 |
94.27 |
LOW |
93.98 |
0.618 |
93.50 |
1.000 |
93.21 |
1.618 |
92.73 |
2.618 |
91.96 |
4.250 |
90.71 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
94.47 |
94.61 |
PP |
94.42 |
94.58 |
S1 |
94.37 |
94.55 |
|