NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
95.82 |
95.78 |
-0.04 |
0.0% |
95.54 |
| High |
96.11 |
96.12 |
0.01 |
0.0% |
96.59 |
| Low |
95.26 |
94.50 |
-0.76 |
-0.8% |
94.82 |
| Close |
96.08 |
95.30 |
-0.78 |
-0.8% |
95.55 |
| Range |
0.85 |
1.62 |
0.77 |
90.6% |
1.77 |
| ATR |
1.13 |
1.17 |
0.03 |
3.1% |
0.00 |
| Volume |
19,227 |
24,096 |
4,869 |
25.3% |
121,573 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.17 |
99.35 |
96.19 |
|
| R3 |
98.55 |
97.73 |
95.75 |
|
| R2 |
96.93 |
96.93 |
95.60 |
|
| R1 |
96.11 |
96.11 |
95.45 |
95.71 |
| PP |
95.31 |
95.31 |
95.31 |
95.11 |
| S1 |
94.49 |
94.49 |
95.15 |
94.09 |
| S2 |
93.69 |
93.69 |
95.00 |
|
| S3 |
92.07 |
92.87 |
94.85 |
|
| S4 |
90.45 |
91.25 |
94.41 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.96 |
100.03 |
96.52 |
|
| R3 |
99.19 |
98.26 |
96.04 |
|
| R2 |
97.42 |
97.42 |
95.87 |
|
| R1 |
96.49 |
96.49 |
95.71 |
96.96 |
| PP |
95.65 |
95.65 |
95.65 |
95.89 |
| S1 |
94.72 |
94.72 |
95.39 |
95.19 |
| S2 |
93.88 |
93.88 |
95.23 |
|
| S3 |
92.11 |
92.95 |
95.06 |
|
| S4 |
90.34 |
91.18 |
94.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.59 |
94.50 |
2.09 |
2.2% |
1.15 |
1.2% |
38% |
False |
True |
26,275 |
| 10 |
96.59 |
94.41 |
2.18 |
2.3% |
1.00 |
1.0% |
41% |
False |
False |
27,676 |
| 20 |
96.59 |
88.85 |
7.74 |
8.1% |
1.04 |
1.1% |
83% |
False |
False |
25,709 |
| 40 |
96.59 |
88.11 |
8.48 |
8.9% |
1.22 |
1.3% |
85% |
False |
False |
22,275 |
| 60 |
96.59 |
86.89 |
9.70 |
10.2% |
1.32 |
1.4% |
87% |
False |
False |
18,835 |
| 80 |
96.59 |
84.84 |
11.75 |
12.3% |
1.32 |
1.4% |
89% |
False |
False |
16,488 |
| 100 |
96.59 |
84.84 |
11.75 |
12.3% |
1.24 |
1.3% |
89% |
False |
False |
14,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.01 |
|
2.618 |
100.36 |
|
1.618 |
98.74 |
|
1.000 |
97.74 |
|
0.618 |
97.12 |
|
HIGH |
96.12 |
|
0.618 |
95.50 |
|
0.500 |
95.31 |
|
0.382 |
95.12 |
|
LOW |
94.50 |
|
0.618 |
93.50 |
|
1.000 |
92.88 |
|
1.618 |
91.88 |
|
2.618 |
90.26 |
|
4.250 |
87.62 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.31 |
95.36 |
| PP |
95.31 |
95.34 |
| S1 |
95.30 |
95.32 |
|