NYMEX Light Sweet Crude Oil Future November 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 |
100.13 |
101.15 |
1.02 |
1.0% |
95.27 |
High |
101.35 |
102.33 |
0.98 |
1.0% |
100.77 |
Low |
100.00 |
100.90 |
0.90 |
0.9% |
94.67 |
Close |
100.80 |
102.29 |
1.49 |
1.5% |
100.45 |
Range |
1.35 |
1.43 |
0.08 |
5.9% |
6.10 |
ATR |
1.76 |
1.75 |
-0.02 |
-0.9% |
0.00 |
Volume |
58,380 |
37,582 |
-20,798 |
-35.6% |
205,300 |
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.13 |
105.64 |
103.08 |
|
R3 |
104.70 |
104.21 |
102.68 |
|
R2 |
103.27 |
103.27 |
102.55 |
|
R1 |
102.78 |
102.78 |
102.42 |
103.03 |
PP |
101.84 |
101.84 |
101.84 |
101.96 |
S1 |
101.35 |
101.35 |
102.16 |
101.60 |
S2 |
100.41 |
100.41 |
102.03 |
|
S3 |
98.98 |
99.92 |
101.90 |
|
S4 |
97.55 |
98.49 |
101.50 |
|
|
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 |
102.33 |
97.44 |
4.89 |
4.8% |
1.75 |
1.7% |
99% |
True |
False |
53,415 |
10 |
102.33 |
92.64 |
9.69 |
9.5% |
1.70 |
1.7% |
100% |
True |
False |
42,508 |
20 |
102.33 |
91.95 |
10.38 |
10.1% |
1.71 |
1.7% |
100% |
True |
False |
32,438 |
40 |
102.33 |
91.22 |
11.11 |
10.9% |
1.70 |
1.7% |
100% |
True |
False |
23,854 |
60 |
102.33 |
85.96 |
16.37 |
16.0% |
1.73 |
1.7% |
100% |
True |
False |
19,136 |
80 |
102.33 |
85.96 |
16.37 |
16.0% |
1.65 |
1.6% |
100% |
True |
False |
15,923 |
100 |
102.33 |
85.96 |
16.37 |
16.0% |
1.52 |
1.5% |
100% |
True |
False |
13,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.41 |
2.618 |
106.07 |
1.618 |
104.64 |
1.000 |
103.76 |
0.618 |
103.21 |
HIGH |
102.33 |
0.618 |
101.78 |
0.500 |
101.62 |
0.382 |
101.45 |
LOW |
100.90 |
0.618 |
100.02 |
1.000 |
99.47 |
1.618 |
98.59 |
2.618 |
97.16 |
4.250 |
94.82 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
102.07 |
101.87 |
PP |
101.84 |
101.45 |
S1 |
101.62 |
101.03 |
|