NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 10-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
102.84 |
104.15 |
1.31 |
1.3% |
96.40 |
High |
104.20 |
105.77 |
1.57 |
1.5% |
103.49 |
Low |
102.21 |
103.67 |
1.46 |
1.4% |
95.98 |
Close |
103.31 |
105.62 |
2.31 |
2.2% |
103.05 |
Range |
1.99 |
2.10 |
0.11 |
5.5% |
7.51 |
ATR |
2.10 |
2.12 |
0.03 |
1.2% |
0.00 |
Volume |
119,979 |
172,328 |
52,349 |
43.6% |
589,400 |
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.32 |
110.57 |
106.78 |
|
R3 |
109.22 |
108.47 |
106.20 |
|
R2 |
107.12 |
107.12 |
106.01 |
|
R1 |
106.37 |
106.37 |
105.81 |
106.75 |
PP |
105.02 |
105.02 |
105.02 |
105.21 |
S1 |
104.27 |
104.27 |
105.43 |
104.65 |
S2 |
102.92 |
102.92 |
105.24 |
|
S3 |
100.82 |
102.17 |
105.04 |
|
S4 |
98.72 |
100.07 |
104.47 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.37 |
120.72 |
107.18 |
|
R3 |
115.86 |
113.21 |
105.12 |
|
R2 |
108.35 |
108.35 |
104.43 |
|
R1 |
105.70 |
105.70 |
103.74 |
107.03 |
PP |
100.84 |
100.84 |
100.84 |
101.50 |
S1 |
98.19 |
98.19 |
102.36 |
99.52 |
S2 |
93.33 |
93.33 |
101.67 |
|
S3 |
85.82 |
90.68 |
100.98 |
|
S4 |
78.31 |
83.17 |
98.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.77 |
99.43 |
6.34 |
6.0% |
2.39 |
2.3% |
98% |
True |
False |
150,779 |
10 |
105.77 |
93.64 |
12.13 |
11.5% |
2.15 |
2.0% |
99% |
True |
False |
132,519 |
20 |
105.77 |
92.60 |
13.17 |
12.5% |
2.09 |
2.0% |
99% |
True |
False |
107,887 |
40 |
105.77 |
91.68 |
14.09 |
13.3% |
1.99 |
1.9% |
99% |
True |
False |
81,258 |
60 |
105.77 |
86.26 |
19.51 |
18.5% |
2.01 |
1.9% |
99% |
True |
False |
66,493 |
80 |
105.77 |
86.26 |
19.51 |
18.5% |
1.92 |
1.8% |
99% |
True |
False |
55,756 |
100 |
105.77 |
86.26 |
19.51 |
18.5% |
1.80 |
1.7% |
99% |
True |
False |
47,511 |
120 |
105.77 |
86.26 |
19.51 |
18.5% |
1.67 |
1.6% |
99% |
True |
False |
42,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.70 |
2.618 |
111.27 |
1.618 |
109.17 |
1.000 |
107.87 |
0.618 |
107.07 |
HIGH |
105.77 |
0.618 |
104.97 |
0.500 |
104.72 |
0.382 |
104.47 |
LOW |
103.67 |
0.618 |
102.37 |
1.000 |
101.57 |
1.618 |
100.27 |
2.618 |
98.17 |
4.250 |
94.75 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
105.32 |
105.04 |
PP |
105.02 |
104.46 |
S1 |
104.72 |
103.89 |
|