NYMEX Light Sweet Crude Oil Future December 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 |
100.58 |
100.05 |
-0.53 |
-0.5% |
99.47 |
High |
101.31 |
101.54 |
0.23 |
0.2% |
101.54 |
Low |
99.83 |
99.88 |
0.05 |
0.1% |
98.37 |
Close |
100.33 |
101.31 |
0.98 |
1.0% |
101.31 |
Range |
1.48 |
1.66 |
0.18 |
12.2% |
3.17 |
ATR |
1.73 |
1.73 |
-0.01 |
-0.3% |
0.00 |
Volume |
154,317 |
126,022 |
-28,295 |
-18.3% |
532,043 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.89 |
105.26 |
102.22 |
|
R3 |
104.23 |
103.60 |
101.77 |
|
R2 |
102.57 |
102.57 |
101.61 |
|
R1 |
101.94 |
101.94 |
101.46 |
102.26 |
PP |
100.91 |
100.91 |
100.91 |
101.07 |
S1 |
100.28 |
100.28 |
101.16 |
100.60 |
S2 |
99.25 |
99.25 |
101.01 |
|
S3 |
97.59 |
98.62 |
100.85 |
|
S4 |
95.93 |
96.96 |
100.40 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.92 |
108.78 |
103.05 |
|
R3 |
106.75 |
105.61 |
102.18 |
|
R2 |
103.58 |
103.58 |
101.89 |
|
R1 |
102.44 |
102.44 |
101.60 |
103.01 |
PP |
100.41 |
100.41 |
100.41 |
100.69 |
S1 |
99.27 |
99.27 |
101.02 |
99.84 |
S2 |
97.24 |
97.24 |
100.73 |
|
S3 |
94.07 |
96.10 |
100.44 |
|
S4 |
90.90 |
92.93 |
99.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.54 |
98.37 |
3.17 |
3.1% |
1.44 |
1.4% |
93% |
True |
False |
106,408 |
10 |
101.54 |
93.94 |
7.60 |
7.5% |
1.59 |
1.6% |
97% |
True |
False |
105,961 |
20 |
101.54 |
91.05 |
10.49 |
10.4% |
1.74 |
1.7% |
98% |
True |
False |
89,881 |
40 |
101.54 |
90.69 |
10.85 |
10.7% |
1.76 |
1.7% |
98% |
True |
False |
75,333 |
60 |
101.54 |
85.52 |
16.02 |
15.8% |
1.81 |
1.8% |
99% |
True |
False |
69,608 |
80 |
101.54 |
85.52 |
16.02 |
15.8% |
1.79 |
1.8% |
99% |
True |
False |
65,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.60 |
2.618 |
105.89 |
1.618 |
104.23 |
1.000 |
103.20 |
0.618 |
102.57 |
HIGH |
101.54 |
0.618 |
100.91 |
0.500 |
100.71 |
0.382 |
100.51 |
LOW |
99.88 |
0.618 |
98.85 |
1.000 |
98.22 |
1.618 |
97.19 |
2.618 |
95.53 |
4.250 |
92.83 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
101.11 |
101.03 |
PP |
100.91 |
100.75 |
S1 |
100.71 |
100.48 |
|