NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
94.37 |
94.17 |
-0.20 |
-0.2% |
95.04 |
High |
94.53 |
95.11 |
0.58 |
0.6% |
95.24 |
Low |
94.06 |
93.82 |
-0.24 |
-0.3% |
93.98 |
Close |
94.46 |
95.09 |
0.63 |
0.7% |
94.76 |
Range |
0.47 |
1.29 |
0.82 |
174.5% |
1.26 |
ATR |
0.73 |
0.77 |
0.04 |
5.6% |
0.00 |
Volume |
968 |
873 |
-95 |
-9.8% |
13,294 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.54 |
98.11 |
95.80 |
|
R3 |
97.25 |
96.82 |
95.44 |
|
R2 |
95.96 |
95.96 |
95.33 |
|
R1 |
95.53 |
95.53 |
95.21 |
95.75 |
PP |
94.67 |
94.67 |
94.67 |
94.78 |
S1 |
94.24 |
94.24 |
94.97 |
94.46 |
S2 |
93.38 |
93.38 |
94.85 |
|
S3 |
92.09 |
92.95 |
94.74 |
|
S4 |
90.80 |
91.66 |
94.38 |
|
|
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 |
93.82 |
1.34 |
1.4% |
0.78 |
0.8% |
95% |
False |
True |
1,392 |
10 |
95.61 |
93.82 |
1.79 |
1.9% |
0.69 |
0.7% |
71% |
False |
True |
2,910 |
20 |
95.61 |
92.40 |
3.21 |
3.4% |
0.54 |
0.6% |
84% |
False |
False |
2,995 |
40 |
95.61 |
88.01 |
7.60 |
8.0% |
0.42 |
0.4% |
93% |
False |
False |
3,408 |
60 |
95.61 |
88.01 |
7.60 |
8.0% |
0.45 |
0.5% |
93% |
False |
False |
2,628 |
80 |
95.61 |
84.98 |
10.63 |
11.2% |
0.34 |
0.4% |
95% |
False |
False |
2,143 |
100 |
95.61 |
84.98 |
10.63 |
11.2% |
0.28 |
0.3% |
95% |
False |
False |
1,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.59 |
2.618 |
98.49 |
1.618 |
97.20 |
1.000 |
96.40 |
0.618 |
95.91 |
HIGH |
95.11 |
0.618 |
94.62 |
0.500 |
94.47 |
0.382 |
94.31 |
LOW |
93.82 |
0.618 |
93.02 |
1.000 |
92.53 |
1.618 |
91.73 |
2.618 |
90.44 |
4.250 |
88.34 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
94.88 |
94.88 |
PP |
94.67 |
94.67 |
S1 |
94.47 |
94.47 |
|