NYMEX Light Sweet Crude Oil Future December 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 |
99.47 |
99.04 |
-0.43 |
-0.4% |
94.48 |
High |
99.86 |
99.95 |
0.09 |
0.1% |
99.40 |
Low |
98.37 |
98.69 |
0.32 |
0.3% |
93.94 |
Close |
99.20 |
99.47 |
0.27 |
0.3% |
99.11 |
Range |
1.49 |
1.26 |
-0.23 |
-15.4% |
5.46 |
ATR |
1.82 |
1.78 |
-0.04 |
-2.2% |
0.00 |
Volume |
70,761 |
98,245 |
27,484 |
38.8% |
467,074 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.15 |
102.57 |
100.16 |
|
R3 |
101.89 |
101.31 |
99.82 |
|
R2 |
100.63 |
100.63 |
99.70 |
|
R1 |
100.05 |
100.05 |
99.59 |
100.34 |
PP |
99.37 |
99.37 |
99.37 |
99.52 |
S1 |
98.79 |
98.79 |
99.35 |
99.08 |
S2 |
98.11 |
98.11 |
99.24 |
|
S3 |
96.85 |
97.53 |
99.12 |
|
S4 |
95.59 |
96.27 |
98.78 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.86 |
111.95 |
102.11 |
|
R3 |
108.40 |
106.49 |
100.61 |
|
R2 |
102.94 |
102.94 |
100.11 |
|
R1 |
101.03 |
101.03 |
99.61 |
101.99 |
PP |
97.48 |
97.48 |
97.48 |
97.96 |
S1 |
95.57 |
95.57 |
98.61 |
96.53 |
S2 |
92.02 |
92.02 |
98.11 |
|
S3 |
86.56 |
90.11 |
97.61 |
|
S4 |
81.10 |
84.65 |
96.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.95 |
95.20 |
4.75 |
4.8% |
1.66 |
1.7% |
90% |
True |
False |
113,393 |
10 |
99.95 |
92.00 |
7.95 |
8.0% |
1.63 |
1.6% |
94% |
True |
False |
93,438 |
20 |
99.95 |
91.05 |
8.90 |
8.9% |
1.78 |
1.8% |
95% |
True |
False |
79,524 |
40 |
99.95 |
90.69 |
9.26 |
9.3% |
1.78 |
1.8% |
95% |
True |
False |
70,380 |
60 |
99.95 |
85.52 |
14.43 |
14.5% |
1.89 |
1.9% |
97% |
True |
False |
67,381 |
80 |
99.95 |
85.52 |
14.43 |
14.5% |
1.79 |
1.8% |
97% |
True |
False |
62,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.31 |
2.618 |
103.25 |
1.618 |
101.99 |
1.000 |
101.21 |
0.618 |
100.73 |
HIGH |
99.95 |
0.618 |
99.47 |
0.500 |
99.32 |
0.382 |
99.17 |
LOW |
98.69 |
0.618 |
97.91 |
1.000 |
97.43 |
1.618 |
96.65 |
2.618 |
95.39 |
4.250 |
93.34 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
99.42 |
99.17 |
PP |
99.37 |
98.86 |
S1 |
99.32 |
98.56 |
|