NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
101.15 |
102.75 |
1.60 |
1.6% |
95.27 |
High |
102.33 |
103.06 |
0.73 |
0.7% |
100.77 |
Low |
100.90 |
101.20 |
0.30 |
0.3% |
94.67 |
Close |
102.29 |
101.59 |
-0.70 |
-0.7% |
100.45 |
Range |
1.43 |
1.86 |
0.43 |
30.1% |
6.10 |
ATR |
1.75 |
1.76 |
0.01 |
0.5% |
0.00 |
Volume |
37,582 |
59,585 |
22,003 |
58.5% |
205,300 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.53 |
106.42 |
102.61 |
|
R3 |
105.67 |
104.56 |
102.10 |
|
R2 |
103.81 |
103.81 |
101.93 |
|
R1 |
102.70 |
102.70 |
101.76 |
102.33 |
PP |
101.95 |
101.95 |
101.95 |
101.76 |
S1 |
100.84 |
100.84 |
101.42 |
100.47 |
S2 |
100.09 |
100.09 |
101.25 |
|
S3 |
98.23 |
98.98 |
101.08 |
|
S4 |
96.37 |
97.12 |
100.57 |
|
|
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 |
103.06 |
98.36 |
4.70 |
4.6% |
1.70 |
1.7% |
69% |
True |
False |
50,687 |
10 |
103.06 |
94.14 |
8.92 |
8.8% |
1.71 |
1.7% |
84% |
True |
False |
43,071 |
20 |
103.06 |
91.95 |
11.11 |
10.9% |
1.74 |
1.7% |
87% |
True |
False |
34,647 |
40 |
103.06 |
91.22 |
11.84 |
11.7% |
1.72 |
1.7% |
88% |
True |
False |
25,128 |
60 |
103.06 |
85.96 |
17.10 |
16.8% |
1.73 |
1.7% |
91% |
True |
False |
19,941 |
80 |
103.06 |
85.96 |
17.10 |
16.8% |
1.65 |
1.6% |
91% |
True |
False |
16,623 |
100 |
103.06 |
85.96 |
17.10 |
16.8% |
1.52 |
1.5% |
91% |
True |
False |
14,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.97 |
2.618 |
107.93 |
1.618 |
106.07 |
1.000 |
104.92 |
0.618 |
104.21 |
HIGH |
103.06 |
0.618 |
102.35 |
0.500 |
102.13 |
0.382 |
101.91 |
LOW |
101.20 |
0.618 |
100.05 |
1.000 |
99.34 |
1.618 |
98.19 |
2.618 |
96.33 |
4.250 |
93.30 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
102.13 |
101.57 |
PP |
101.95 |
101.55 |
S1 |
101.77 |
101.53 |
|