NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
102.75 |
101.29 |
-1.46 |
-1.4% |
101.18 |
| High |
103.06 |
102.88 |
-0.18 |
-0.2% |
103.06 |
| Low |
101.20 |
101.16 |
-0.04 |
0.0% |
99.73 |
| Close |
101.59 |
102.66 |
1.07 |
1.1% |
102.66 |
| Range |
1.86 |
1.72 |
-0.14 |
-7.5% |
3.33 |
| ATR |
1.76 |
1.75 |
0.00 |
-0.1% |
0.00 |
| Volume |
59,585 |
45,579 |
-14,006 |
-23.5% |
230,643 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.39 |
106.75 |
103.61 |
|
| R3 |
105.67 |
105.03 |
103.13 |
|
| R2 |
103.95 |
103.95 |
102.98 |
|
| R1 |
103.31 |
103.31 |
102.82 |
103.63 |
| PP |
102.23 |
102.23 |
102.23 |
102.40 |
| S1 |
101.59 |
101.59 |
102.50 |
101.91 |
| S2 |
100.51 |
100.51 |
102.34 |
|
| S3 |
98.79 |
99.87 |
102.19 |
|
| S4 |
97.07 |
98.15 |
101.71 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.81 |
110.56 |
104.49 |
|
| R3 |
108.48 |
107.23 |
103.58 |
|
| R2 |
105.15 |
105.15 |
103.27 |
|
| R1 |
103.90 |
103.90 |
102.97 |
104.53 |
| PP |
101.82 |
101.82 |
101.82 |
102.13 |
| S1 |
100.57 |
100.57 |
102.35 |
101.20 |
| S2 |
98.49 |
98.49 |
102.05 |
|
| S3 |
95.16 |
97.24 |
101.74 |
|
| S4 |
91.83 |
93.91 |
100.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.06 |
99.73 |
3.33 |
3.2% |
1.56 |
1.5% |
88% |
False |
False |
46,128 |
| 10 |
103.06 |
94.67 |
8.39 |
8.2% |
1.70 |
1.7% |
95% |
False |
False |
45,468 |
| 20 |
103.06 |
91.95 |
11.11 |
10.8% |
1.74 |
1.7% |
96% |
False |
False |
36,255 |
| 40 |
103.06 |
91.22 |
11.84 |
11.5% |
1.71 |
1.7% |
97% |
False |
False |
26,049 |
| 60 |
103.06 |
85.96 |
17.10 |
16.7% |
1.71 |
1.7% |
98% |
False |
False |
20,543 |
| 80 |
103.06 |
85.96 |
17.10 |
16.7% |
1.65 |
1.6% |
98% |
False |
False |
17,120 |
| 100 |
103.06 |
85.96 |
17.10 |
16.7% |
1.53 |
1.5% |
98% |
False |
False |
14,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.19 |
|
2.618 |
107.38 |
|
1.618 |
105.66 |
|
1.000 |
104.60 |
|
0.618 |
103.94 |
|
HIGH |
102.88 |
|
0.618 |
102.22 |
|
0.500 |
102.02 |
|
0.382 |
101.82 |
|
LOW |
101.16 |
|
0.618 |
100.10 |
|
1.000 |
99.44 |
|
1.618 |
98.38 |
|
2.618 |
96.66 |
|
4.250 |
93.85 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.45 |
102.43 |
| PP |
102.23 |
102.21 |
| S1 |
102.02 |
101.98 |
|