NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
101.18 |
100.13 |
-1.05 |
-1.0% |
95.27 |
High |
101.18 |
101.35 |
0.17 |
0.2% |
100.77 |
Low |
99.73 |
100.00 |
0.27 |
0.3% |
94.67 |
Close |
100.55 |
100.80 |
0.25 |
0.2% |
100.45 |
Range |
1.45 |
1.35 |
-0.10 |
-6.9% |
6.10 |
ATR |
1.80 |
1.76 |
-0.03 |
-1.8% |
0.00 |
Volume |
29,517 |
58,380 |
28,863 |
97.8% |
205,300 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.77 |
104.13 |
101.54 |
|
R3 |
103.42 |
102.78 |
101.17 |
|
R2 |
102.07 |
102.07 |
101.05 |
|
R1 |
101.43 |
101.43 |
100.92 |
101.75 |
PP |
100.72 |
100.72 |
100.72 |
100.88 |
S1 |
100.08 |
100.08 |
100.68 |
100.40 |
S2 |
99.37 |
99.37 |
100.55 |
|
S3 |
98.02 |
98.73 |
100.43 |
|
S4 |
96.67 |
97.38 |
100.06 |
|
|
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 |
101.35 |
95.99 |
5.36 |
5.3% |
1.77 |
1.8% |
90% |
True |
False |
54,579 |
10 |
101.35 |
92.64 |
8.71 |
8.6% |
1.68 |
1.7% |
94% |
True |
False |
42,157 |
20 |
101.35 |
91.95 |
9.40 |
9.3% |
1.71 |
1.7% |
94% |
True |
False |
31,314 |
40 |
101.35 |
91.22 |
10.13 |
10.0% |
1.69 |
1.7% |
95% |
True |
False |
23,241 |
60 |
101.35 |
85.96 |
15.39 |
15.3% |
1.76 |
1.7% |
96% |
True |
False |
18,742 |
80 |
101.35 |
85.96 |
15.39 |
15.3% |
1.64 |
1.6% |
96% |
True |
False |
15,492 |
100 |
101.35 |
85.96 |
15.39 |
15.3% |
1.51 |
1.5% |
96% |
True |
False |
13,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.09 |
2.618 |
104.88 |
1.618 |
103.53 |
1.000 |
102.70 |
0.618 |
102.18 |
HIGH |
101.35 |
0.618 |
100.83 |
0.500 |
100.68 |
0.382 |
100.52 |
LOW |
100.00 |
0.618 |
99.17 |
1.000 |
98.65 |
1.618 |
97.82 |
2.618 |
96.47 |
4.250 |
94.26 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
100.76 |
100.49 |
PP |
100.72 |
100.17 |
S1 |
100.68 |
99.86 |
|