NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 29-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
94.76 |
94.58 |
-0.18 |
-0.2% |
95.04 |
High |
94.76 |
95.04 |
0.28 |
0.3% |
95.24 |
Low |
94.29 |
94.35 |
0.06 |
0.1% |
93.98 |
Close |
94.76 |
94.82 |
0.06 |
0.1% |
94.76 |
Range |
0.47 |
0.69 |
0.22 |
46.8% |
1.26 |
ATR |
0.73 |
0.72 |
0.00 |
-0.4% |
0.00 |
Volume |
1,714 |
1,075 |
-639 |
-37.3% |
13,294 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.81 |
96.50 |
95.20 |
|
R3 |
96.12 |
95.81 |
95.01 |
|
R2 |
95.43 |
95.43 |
94.95 |
|
R1 |
95.12 |
95.12 |
94.88 |
95.28 |
PP |
94.74 |
94.74 |
94.74 |
94.81 |
S1 |
94.43 |
94.43 |
94.76 |
94.59 |
S2 |
94.05 |
94.05 |
94.69 |
|
S3 |
93.36 |
93.74 |
94.63 |
|
S4 |
92.67 |
93.05 |
94.44 |
|
|
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% |
0.70 |
0.7% |
67% |
False |
False |
2,305 |
10 |
95.61 |
93.98 |
1.63 |
1.7% |
0.60 |
0.6% |
52% |
False |
False |
3,061 |
20 |
95.61 |
90.41 |
5.20 |
5.5% |
0.48 |
0.5% |
85% |
False |
False |
3,069 |
40 |
95.61 |
88.01 |
7.60 |
8.0% |
0.40 |
0.4% |
90% |
False |
False |
3,475 |
60 |
95.61 |
88.01 |
7.60 |
8.0% |
0.42 |
0.4% |
90% |
False |
False |
2,621 |
80 |
95.61 |
84.98 |
10.63 |
11.2% |
0.31 |
0.3% |
93% |
False |
False |
2,129 |
100 |
95.61 |
84.98 |
10.63 |
11.2% |
0.26 |
0.3% |
93% |
False |
False |
1,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.97 |
2.618 |
96.85 |
1.618 |
96.16 |
1.000 |
95.73 |
0.618 |
95.47 |
HIGH |
95.04 |
0.618 |
94.78 |
0.500 |
94.70 |
0.382 |
94.61 |
LOW |
94.35 |
0.618 |
93.92 |
1.000 |
93.66 |
1.618 |
93.23 |
2.618 |
92.54 |
4.250 |
91.42 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
94.78 |
94.77 |
PP |
94.74 |
94.71 |
S1 |
94.70 |
94.66 |
|