NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
98.78 |
101.18 |
2.40 |
2.4% |
95.27 |
High |
100.77 |
101.18 |
0.41 |
0.4% |
100.77 |
Low |
98.36 |
99.73 |
1.37 |
1.4% |
94.67 |
Close |
100.45 |
100.55 |
0.10 |
0.1% |
100.45 |
Range |
2.41 |
1.45 |
-0.96 |
-39.8% |
6.10 |
ATR |
1.82 |
1.80 |
-0.03 |
-1.5% |
0.00 |
Volume |
68,371 |
29,517 |
-38,854 |
-56.8% |
205,300 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.84 |
104.14 |
101.35 |
|
R3 |
103.39 |
102.69 |
100.95 |
|
R2 |
101.94 |
101.94 |
100.82 |
|
R1 |
101.24 |
101.24 |
100.68 |
100.87 |
PP |
100.49 |
100.49 |
100.49 |
100.30 |
S1 |
99.79 |
99.79 |
100.42 |
99.42 |
S2 |
99.04 |
99.04 |
100.28 |
|
S3 |
97.59 |
98.34 |
100.15 |
|
S4 |
96.14 |
96.89 |
99.75 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.93 |
114.79 |
103.81 |
|
R3 |
110.83 |
108.69 |
102.13 |
|
R2 |
104.73 |
104.73 |
101.57 |
|
R1 |
102.59 |
102.59 |
101.01 |
103.66 |
PP |
98.63 |
98.63 |
98.63 |
99.17 |
S1 |
96.49 |
96.49 |
99.89 |
97.56 |
S2 |
92.53 |
92.53 |
99.33 |
|
S3 |
86.43 |
90.39 |
98.77 |
|
S4 |
80.33 |
84.29 |
97.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.18 |
94.67 |
6.51 |
6.5% |
1.88 |
1.9% |
90% |
True |
False |
46,963 |
10 |
101.18 |
91.95 |
9.23 |
9.2% |
1.77 |
1.8% |
93% |
True |
False |
38,640 |
20 |
101.18 |
91.95 |
9.23 |
9.2% |
1.69 |
1.7% |
93% |
True |
False |
30,249 |
40 |
101.18 |
91.22 |
9.96 |
9.9% |
1.72 |
1.7% |
94% |
True |
False |
22,050 |
60 |
101.18 |
85.96 |
15.22 |
15.1% |
1.78 |
1.8% |
96% |
True |
False |
17,907 |
80 |
101.18 |
85.96 |
15.22 |
15.1% |
1.63 |
1.6% |
96% |
True |
False |
14,835 |
100 |
101.18 |
85.96 |
15.22 |
15.1% |
1.50 |
1.5% |
96% |
True |
False |
12,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.34 |
2.618 |
104.98 |
1.618 |
103.53 |
1.000 |
102.63 |
0.618 |
102.08 |
HIGH |
101.18 |
0.618 |
100.63 |
0.500 |
100.46 |
0.382 |
100.28 |
LOW |
99.73 |
0.618 |
98.83 |
1.000 |
98.28 |
1.618 |
97.38 |
2.618 |
95.93 |
4.250 |
93.57 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
100.52 |
100.14 |
PP |
100.49 |
99.72 |
S1 |
100.46 |
99.31 |
|