NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
95.33 |
95.08 |
-0.25 |
-0.3% |
95.75 |
| High |
95.35 |
95.89 |
0.54 |
0.6% |
96.21 |
| Low |
94.79 |
94.46 |
-0.33 |
-0.3% |
94.50 |
| Close |
95.17 |
95.83 |
0.66 |
0.7% |
95.48 |
| Range |
0.56 |
1.43 |
0.87 |
155.4% |
1.71 |
| ATR |
1.12 |
1.14 |
0.02 |
2.0% |
0.00 |
| Volume |
11,144 |
15,916 |
4,772 |
42.8% |
107,052 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.68 |
99.19 |
96.62 |
|
| R3 |
98.25 |
97.76 |
96.22 |
|
| R2 |
96.82 |
96.82 |
96.09 |
|
| R1 |
96.33 |
96.33 |
95.96 |
96.58 |
| PP |
95.39 |
95.39 |
95.39 |
95.52 |
| S1 |
94.90 |
94.90 |
95.70 |
95.15 |
| S2 |
93.96 |
93.96 |
95.57 |
|
| S3 |
92.53 |
93.47 |
95.44 |
|
| S4 |
91.10 |
92.04 |
95.04 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.53 |
99.71 |
96.42 |
|
| R3 |
98.82 |
98.00 |
95.95 |
|
| R2 |
97.11 |
97.11 |
95.79 |
|
| R1 |
96.29 |
96.29 |
95.64 |
95.85 |
| PP |
95.40 |
95.40 |
95.40 |
95.17 |
| S1 |
94.58 |
94.58 |
95.32 |
94.14 |
| S2 |
93.69 |
93.69 |
95.17 |
|
| S3 |
91.98 |
92.87 |
95.01 |
|
| S4 |
90.27 |
91.16 |
94.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.12 |
94.46 |
1.66 |
1.7% |
0.98 |
1.0% |
83% |
False |
True |
14,419 |
| 10 |
96.59 |
94.46 |
2.13 |
2.2% |
1.07 |
1.1% |
64% |
False |
True |
20,347 |
| 20 |
96.59 |
92.47 |
4.12 |
4.3% |
0.99 |
1.0% |
82% |
False |
False |
24,720 |
| 40 |
96.59 |
88.11 |
8.48 |
8.8% |
1.17 |
1.2% |
91% |
False |
False |
22,446 |
| 60 |
96.59 |
88.11 |
8.48 |
8.8% |
1.24 |
1.3% |
91% |
False |
False |
19,039 |
| 80 |
96.59 |
84.84 |
11.75 |
12.3% |
1.31 |
1.4% |
94% |
False |
False |
16,831 |
| 100 |
96.59 |
84.84 |
11.75 |
12.3% |
1.24 |
1.3% |
94% |
False |
False |
15,263 |
| 120 |
96.59 |
84.84 |
11.75 |
12.3% |
1.18 |
1.2% |
94% |
False |
False |
13,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.97 |
|
2.618 |
99.63 |
|
1.618 |
98.20 |
|
1.000 |
97.32 |
|
0.618 |
96.77 |
|
HIGH |
95.89 |
|
0.618 |
95.34 |
|
0.500 |
95.18 |
|
0.382 |
95.01 |
|
LOW |
94.46 |
|
0.618 |
93.58 |
|
1.000 |
93.03 |
|
1.618 |
92.15 |
|
2.618 |
90.72 |
|
4.250 |
88.38 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.61 |
95.61 |
| PP |
95.39 |
95.39 |
| S1 |
95.18 |
95.18 |
|