NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
94.17 |
94.76 |
0.59 |
0.6% |
95.04 |
High |
95.16 |
94.76 |
-0.40 |
-0.4% |
95.24 |
Low |
94.16 |
94.29 |
0.13 |
0.1% |
93.98 |
Close |
95.16 |
94.76 |
-0.40 |
-0.4% |
94.76 |
Range |
1.00 |
0.47 |
-0.53 |
-53.0% |
1.26 |
ATR |
0.71 |
0.73 |
0.01 |
1.6% |
0.00 |
Volume |
2,333 |
1,714 |
-619 |
-26.5% |
13,294 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.01 |
95.86 |
95.02 |
|
R3 |
95.54 |
95.39 |
94.89 |
|
R2 |
95.07 |
95.07 |
94.85 |
|
R1 |
94.92 |
94.92 |
94.80 |
95.00 |
PP |
94.60 |
94.60 |
94.60 |
94.64 |
S1 |
94.45 |
94.45 |
94.72 |
94.53 |
S2 |
94.13 |
94.13 |
94.67 |
|
S3 |
93.66 |
93.98 |
94.63 |
|
S4 |
93.19 |
93.51 |
94.50 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.44 |
97.86 |
95.45 |
|
R3 |
97.18 |
96.60 |
95.11 |
|
R2 |
95.92 |
95.92 |
94.99 |
|
R1 |
95.34 |
95.34 |
94.88 |
95.00 |
PP |
94.66 |
94.66 |
94.66 |
94.49 |
S1 |
94.08 |
94.08 |
94.64 |
93.74 |
S2 |
93.40 |
93.40 |
94.53 |
|
S3 |
92.14 |
92.82 |
94.41 |
|
S4 |
90.88 |
91.56 |
94.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.24 |
93.98 |
1.26 |
1.3% |
0.62 |
0.7% |
62% |
False |
False |
2,658 |
10 |
95.61 |
93.98 |
1.63 |
1.7% |
0.56 |
0.6% |
48% |
False |
False |
3,226 |
20 |
95.61 |
90.26 |
5.35 |
5.6% |
0.49 |
0.5% |
84% |
False |
False |
3,152 |
40 |
95.61 |
88.01 |
7.60 |
8.0% |
0.41 |
0.4% |
89% |
False |
False |
3,481 |
60 |
95.61 |
88.01 |
7.60 |
8.0% |
0.41 |
0.4% |
89% |
False |
False |
2,624 |
80 |
95.61 |
84.98 |
10.63 |
11.2% |
0.30 |
0.3% |
92% |
False |
False |
2,119 |
100 |
95.61 |
84.98 |
10.63 |
11.2% |
0.25 |
0.3% |
92% |
False |
False |
1,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.76 |
2.618 |
95.99 |
1.618 |
95.52 |
1.000 |
95.23 |
0.618 |
95.05 |
HIGH |
94.76 |
0.618 |
94.58 |
0.500 |
94.53 |
0.382 |
94.47 |
LOW |
94.29 |
0.618 |
94.00 |
1.000 |
93.82 |
1.618 |
93.53 |
2.618 |
93.06 |
4.250 |
92.29 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
94.68 |
94.70 |
PP |
94.60 |
94.63 |
S1 |
94.53 |
94.57 |
|