NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
94.58 |
94.37 |
-0.21 |
-0.2% |
95.04 |
High |
95.04 |
94.53 |
-0.51 |
-0.5% |
95.24 |
Low |
94.35 |
94.06 |
-0.29 |
-0.3% |
93.98 |
Close |
94.82 |
94.46 |
-0.36 |
-0.4% |
94.76 |
Range |
0.69 |
0.47 |
-0.22 |
-31.9% |
1.26 |
ATR |
0.72 |
0.73 |
0.00 |
0.4% |
0.00 |
Volume |
1,075 |
968 |
-107 |
-10.0% |
13,294 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.76 |
95.58 |
94.72 |
|
R3 |
95.29 |
95.11 |
94.59 |
|
R2 |
94.82 |
94.82 |
94.55 |
|
R1 |
94.64 |
94.64 |
94.50 |
94.73 |
PP |
94.35 |
94.35 |
94.35 |
94.40 |
S1 |
94.17 |
94.17 |
94.42 |
94.26 |
S2 |
93.88 |
93.88 |
94.37 |
|
S3 |
93.41 |
93.70 |
94.33 |
|
S4 |
92.94 |
93.23 |
94.20 |
|
|
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 |
95.16 |
93.98 |
1.18 |
1.2% |
0.68 |
0.7% |
41% |
False |
False |
1,875 |
10 |
95.61 |
93.98 |
1.63 |
1.7% |
0.60 |
0.6% |
29% |
False |
False |
2,915 |
20 |
95.61 |
91.74 |
3.87 |
4.1% |
0.47 |
0.5% |
70% |
False |
False |
2,999 |
40 |
95.61 |
88.01 |
7.60 |
8.0% |
0.40 |
0.4% |
85% |
False |
False |
3,460 |
60 |
95.61 |
88.01 |
7.60 |
8.0% |
0.43 |
0.4% |
85% |
False |
False |
2,625 |
80 |
95.61 |
84.98 |
10.63 |
11.3% |
0.32 |
0.3% |
89% |
False |
False |
2,134 |
100 |
95.61 |
84.98 |
10.63 |
11.3% |
0.26 |
0.3% |
89% |
False |
False |
1,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.53 |
2.618 |
95.76 |
1.618 |
95.29 |
1.000 |
95.00 |
0.618 |
94.82 |
HIGH |
94.53 |
0.618 |
94.35 |
0.500 |
94.30 |
0.382 |
94.24 |
LOW |
94.06 |
0.618 |
93.77 |
1.000 |
93.59 |
1.618 |
93.30 |
2.618 |
92.83 |
4.250 |
92.06 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
94.41 |
94.55 |
PP |
94.35 |
94.52 |
S1 |
94.30 |
94.49 |
|