NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
94.64 |
95.54 |
0.90 |
1.0% |
94.20 |
| High |
95.61 |
95.69 |
0.08 |
0.1% |
95.61 |
| Low |
94.60 |
94.82 |
0.22 |
0.2% |
93.43 |
| Close |
95.50 |
95.62 |
0.12 |
0.1% |
95.50 |
| Range |
1.01 |
0.87 |
-0.14 |
-13.9% |
2.18 |
| ATR |
1.24 |
1.21 |
-0.03 |
-2.1% |
0.00 |
| Volume |
36,916 |
26,379 |
-10,537 |
-28.5% |
149,296 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.99 |
97.67 |
96.10 |
|
| R3 |
97.12 |
96.80 |
95.86 |
|
| R2 |
96.25 |
96.25 |
95.78 |
|
| R1 |
95.93 |
95.93 |
95.70 |
96.09 |
| PP |
95.38 |
95.38 |
95.38 |
95.46 |
| S1 |
95.06 |
95.06 |
95.54 |
95.22 |
| S2 |
94.51 |
94.51 |
95.46 |
|
| S3 |
93.64 |
94.19 |
95.38 |
|
| S4 |
92.77 |
93.32 |
95.14 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.39 |
100.62 |
96.70 |
|
| R3 |
99.21 |
98.44 |
96.10 |
|
| R2 |
97.03 |
97.03 |
95.90 |
|
| R1 |
96.26 |
96.26 |
95.70 |
96.65 |
| PP |
94.85 |
94.85 |
94.85 |
95.04 |
| S1 |
94.08 |
94.08 |
95.30 |
94.47 |
| S2 |
92.67 |
92.67 |
95.10 |
|
| S3 |
90.49 |
91.90 |
94.90 |
|
| S4 |
88.31 |
89.72 |
94.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.69 |
93.81 |
1.88 |
2.0% |
0.80 |
0.8% |
96% |
True |
False |
30,547 |
| 10 |
95.69 |
90.96 |
4.73 |
4.9% |
0.93 |
1.0% |
99% |
True |
False |
29,309 |
| 20 |
95.69 |
88.11 |
7.58 |
7.9% |
1.23 |
1.3% |
99% |
True |
False |
24,339 |
| 40 |
95.69 |
88.11 |
7.58 |
7.9% |
1.27 |
1.3% |
99% |
True |
False |
20,233 |
| 60 |
95.69 |
85.73 |
9.96 |
10.4% |
1.36 |
1.4% |
99% |
True |
False |
17,168 |
| 80 |
95.69 |
84.84 |
10.85 |
11.3% |
1.30 |
1.4% |
99% |
True |
False |
15,159 |
| 100 |
95.69 |
84.84 |
10.85 |
11.3% |
1.23 |
1.3% |
99% |
True |
False |
13,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.39 |
|
2.618 |
97.97 |
|
1.618 |
97.10 |
|
1.000 |
96.56 |
|
0.618 |
96.23 |
|
HIGH |
95.69 |
|
0.618 |
95.36 |
|
0.500 |
95.26 |
|
0.382 |
95.15 |
|
LOW |
94.82 |
|
0.618 |
94.28 |
|
1.000 |
93.95 |
|
1.618 |
93.41 |
|
2.618 |
92.54 |
|
4.250 |
91.12 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.50 |
95.43 |
| PP |
95.38 |
95.24 |
| S1 |
95.26 |
95.05 |
|