NYMEX Light Sweet Crude Oil Future January 2014
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 |
98.23 |
99.06 |
0.83 |
0.8% |
93.59 |
High |
99.01 |
99.42 |
0.41 |
0.4% |
98.12 |
Low |
98.10 |
98.36 |
0.26 |
0.3% |
93.59 |
Close |
98.98 |
98.92 |
-0.06 |
-0.1% |
97.84 |
Range |
0.91 |
1.06 |
0.15 |
16.5% |
4.53 |
ATR |
1.49 |
1.46 |
-0.03 |
-2.1% |
0.00 |
Volume |
21,420 |
45,279 |
23,859 |
111.4% |
95,779 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.08 |
101.56 |
99.50 |
|
R3 |
101.02 |
100.50 |
99.21 |
|
R2 |
99.96 |
99.96 |
99.11 |
|
R1 |
99.44 |
99.44 |
99.02 |
99.17 |
PP |
98.90 |
98.90 |
98.90 |
98.77 |
S1 |
98.38 |
98.38 |
98.82 |
98.11 |
S2 |
97.84 |
97.84 |
98.73 |
|
S3 |
96.78 |
97.32 |
98.63 |
|
S4 |
95.72 |
96.26 |
98.34 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.11 |
108.50 |
100.33 |
|
R3 |
105.58 |
103.97 |
99.09 |
|
R2 |
101.05 |
101.05 |
98.67 |
|
R1 |
99.44 |
99.44 |
98.26 |
100.25 |
PP |
96.52 |
96.52 |
96.52 |
96.92 |
S1 |
94.91 |
94.91 |
97.42 |
95.72 |
S2 |
91.99 |
91.99 |
97.01 |
|
S3 |
87.46 |
90.38 |
96.59 |
|
S4 |
82.93 |
85.85 |
95.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.42 |
96.23 |
3.19 |
3.2% |
1.18 |
1.2% |
84% |
True |
False |
29,357 |
10 |
99.42 |
92.85 |
6.57 |
6.6% |
1.25 |
1.3% |
92% |
True |
False |
22,510 |
20 |
99.42 |
90.40 |
9.02 |
9.1% |
1.45 |
1.5% |
94% |
True |
False |
16,555 |
40 |
99.42 |
90.35 |
9.07 |
9.2% |
1.43 |
1.4% |
94% |
True |
False |
11,247 |
60 |
99.42 |
85.58 |
13.84 |
14.0% |
1.47 |
1.5% |
96% |
True |
False |
9,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.93 |
2.618 |
102.20 |
1.618 |
101.14 |
1.000 |
100.48 |
0.618 |
100.08 |
HIGH |
99.42 |
0.618 |
99.02 |
0.500 |
98.89 |
0.382 |
98.76 |
LOW |
98.36 |
0.618 |
97.70 |
1.000 |
97.30 |
1.618 |
96.64 |
2.618 |
95.58 |
4.250 |
93.86 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
98.91 |
98.76 |
PP |
98.90 |
98.60 |
S1 |
98.89 |
98.45 |
|