NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
95.54 |
95.25 |
-0.29 |
-0.3% |
94.20 |
| High |
95.69 |
96.06 |
0.37 |
0.4% |
95.61 |
| Low |
94.82 |
95.16 |
0.34 |
0.4% |
93.43 |
| Close |
95.62 |
95.74 |
0.12 |
0.1% |
95.50 |
| Range |
0.87 |
0.90 |
0.03 |
3.4% |
2.18 |
| ATR |
1.21 |
1.19 |
-0.02 |
-1.8% |
0.00 |
| Volume |
26,379 |
17,787 |
-8,592 |
-32.6% |
149,296 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.35 |
97.95 |
96.24 |
|
| R3 |
97.45 |
97.05 |
95.99 |
|
| R2 |
96.55 |
96.55 |
95.91 |
|
| R1 |
96.15 |
96.15 |
95.82 |
96.35 |
| PP |
95.65 |
95.65 |
95.65 |
95.76 |
| S1 |
95.25 |
95.25 |
95.66 |
95.45 |
| S2 |
94.75 |
94.75 |
95.58 |
|
| S3 |
93.85 |
94.35 |
95.49 |
|
| S4 |
92.95 |
93.45 |
95.25 |
|
|
| 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 |
96.06 |
93.97 |
2.09 |
2.2% |
0.84 |
0.9% |
85% |
True |
False |
30,174 |
| 10 |
96.06 |
91.37 |
4.69 |
4.9% |
0.93 |
1.0% |
93% |
True |
False |
28,873 |
| 20 |
96.06 |
88.11 |
7.95 |
8.3% |
1.23 |
1.3% |
96% |
True |
False |
23,699 |
| 40 |
96.06 |
88.11 |
7.95 |
8.3% |
1.27 |
1.3% |
96% |
True |
False |
20,427 |
| 60 |
96.06 |
86.10 |
9.96 |
10.4% |
1.36 |
1.4% |
97% |
True |
False |
17,268 |
| 80 |
96.06 |
84.84 |
11.22 |
11.7% |
1.31 |
1.4% |
97% |
True |
False |
15,281 |
| 100 |
96.06 |
84.84 |
11.22 |
11.7% |
1.22 |
1.3% |
97% |
True |
False |
13,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.89 |
|
2.618 |
98.42 |
|
1.618 |
97.52 |
|
1.000 |
96.96 |
|
0.618 |
96.62 |
|
HIGH |
96.06 |
|
0.618 |
95.72 |
|
0.500 |
95.61 |
|
0.382 |
95.50 |
|
LOW |
95.16 |
|
0.618 |
94.60 |
|
1.000 |
94.26 |
|
1.618 |
93.70 |
|
2.618 |
92.80 |
|
4.250 |
91.34 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.70 |
95.60 |
| PP |
95.65 |
95.47 |
| S1 |
95.61 |
95.33 |
|