NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
94.17 |
95.66 |
1.49 |
1.6% |
95.04 |
High |
95.11 |
95.99 |
0.88 |
0.9% |
95.24 |
Low |
93.82 |
95.60 |
1.78 |
1.9% |
93.98 |
Close |
95.09 |
95.99 |
0.90 |
0.9% |
94.76 |
Range |
1.29 |
0.39 |
-0.90 |
-69.8% |
1.26 |
ATR |
0.77 |
0.78 |
0.01 |
1.2% |
0.00 |
Volume |
873 |
1,925 |
1,052 |
120.5% |
13,294 |
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.03 |
96.90 |
96.20 |
|
R3 |
96.64 |
96.51 |
96.10 |
|
R2 |
96.25 |
96.25 |
96.06 |
|
R1 |
96.12 |
96.12 |
96.03 |
96.19 |
PP |
95.86 |
95.86 |
95.86 |
95.89 |
S1 |
95.73 |
95.73 |
95.95 |
95.80 |
S2 |
95.47 |
95.47 |
95.92 |
|
S3 |
95.08 |
95.34 |
95.88 |
|
S4 |
94.69 |
94.95 |
95.78 |
|
|
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 |
95.99 |
93.82 |
2.17 |
2.3% |
0.66 |
0.7% |
100% |
True |
False |
1,311 |
10 |
95.99 |
93.82 |
2.17 |
2.3% |
0.71 |
0.7% |
100% |
True |
False |
2,161 |
20 |
95.99 |
92.95 |
3.04 |
3.2% |
0.53 |
0.6% |
100% |
True |
False |
2,823 |
40 |
95.99 |
88.01 |
7.98 |
8.3% |
0.41 |
0.4% |
100% |
True |
False |
3,165 |
60 |
95.99 |
88.01 |
7.98 |
8.3% |
0.45 |
0.5% |
100% |
True |
False |
2,646 |
80 |
95.99 |
84.98 |
11.01 |
11.5% |
0.34 |
0.4% |
100% |
True |
False |
2,161 |
100 |
95.99 |
84.98 |
11.01 |
11.5% |
0.28 |
0.3% |
100% |
True |
False |
1,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.65 |
2.618 |
97.01 |
1.618 |
96.62 |
1.000 |
96.38 |
0.618 |
96.23 |
HIGH |
95.99 |
0.618 |
95.84 |
0.500 |
95.80 |
0.382 |
95.75 |
LOW |
95.60 |
0.618 |
95.36 |
1.000 |
95.21 |
1.618 |
94.97 |
2.618 |
94.58 |
4.250 |
93.94 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
95.93 |
95.63 |
PP |
95.86 |
95.27 |
S1 |
95.80 |
94.91 |
|