NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
95.25 |
95.62 |
0.37 |
0.4% |
94.20 |
| High |
96.06 |
96.17 |
0.11 |
0.1% |
95.61 |
| Low |
95.16 |
95.32 |
0.16 |
0.2% |
93.43 |
| Close |
95.74 |
96.16 |
0.42 |
0.4% |
95.50 |
| Range |
0.90 |
0.85 |
-0.05 |
-5.6% |
2.18 |
| ATR |
1.19 |
1.17 |
-0.02 |
-2.0% |
0.00 |
| Volume |
17,787 |
18,169 |
382 |
2.1% |
149,296 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.43 |
98.15 |
96.63 |
|
| R3 |
97.58 |
97.30 |
96.39 |
|
| R2 |
96.73 |
96.73 |
96.32 |
|
| R1 |
96.45 |
96.45 |
96.24 |
96.59 |
| PP |
95.88 |
95.88 |
95.88 |
95.96 |
| S1 |
95.60 |
95.60 |
96.08 |
95.74 |
| S2 |
95.03 |
95.03 |
96.00 |
|
| S3 |
94.18 |
94.75 |
95.93 |
|
| S4 |
93.33 |
93.90 |
95.69 |
|
|
| 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 |
96.17 |
94.41 |
1.76 |
1.8% |
0.84 |
0.9% |
99% |
True |
False |
29,077 |
| 10 |
96.17 |
92.47 |
3.70 |
3.8% |
0.92 |
1.0% |
100% |
True |
False |
29,093 |
| 20 |
96.17 |
88.11 |
8.06 |
8.4% |
1.24 |
1.3% |
100% |
True |
False |
23,957 |
| 40 |
96.17 |
88.11 |
8.06 |
8.4% |
1.26 |
1.3% |
100% |
True |
False |
20,454 |
| 60 |
96.17 |
86.32 |
9.85 |
10.2% |
1.35 |
1.4% |
100% |
True |
False |
17,415 |
| 80 |
96.17 |
84.84 |
11.33 |
11.8% |
1.31 |
1.4% |
100% |
True |
False |
15,459 |
| 100 |
96.17 |
84.84 |
11.33 |
11.8% |
1.22 |
1.3% |
100% |
True |
False |
13,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.78 |
|
2.618 |
98.40 |
|
1.618 |
97.55 |
|
1.000 |
97.02 |
|
0.618 |
96.70 |
|
HIGH |
96.17 |
|
0.618 |
95.85 |
|
0.500 |
95.75 |
|
0.382 |
95.64 |
|
LOW |
95.32 |
|
0.618 |
94.79 |
|
1.000 |
94.47 |
|
1.618 |
93.94 |
|
2.618 |
93.09 |
|
4.250 |
91.71 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.02 |
95.94 |
| PP |
95.88 |
95.72 |
| S1 |
95.75 |
95.50 |
|