NYMEX Light Sweet Crude Oil Future March 2014
| 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 |
96.03 |
96.66 |
0.63 |
0.7% |
95.94 |
| High |
96.78 |
97.53 |
0.75 |
0.8% |
97.53 |
| Low |
96.03 |
96.66 |
0.63 |
0.7% |
95.29 |
| Close |
96.70 |
97.51 |
0.81 |
0.8% |
97.51 |
| Range |
0.75 |
0.87 |
0.12 |
16.0% |
2.24 |
| ATR |
1.19 |
1.17 |
-0.02 |
-1.9% |
0.00 |
| Volume |
32,004 |
18,535 |
-13,469 |
-42.1% |
99,732 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.84 |
99.55 |
97.99 |
|
| R3 |
98.97 |
98.68 |
97.75 |
|
| R2 |
98.10 |
98.10 |
97.67 |
|
| R1 |
97.81 |
97.81 |
97.59 |
97.96 |
| PP |
97.23 |
97.23 |
97.23 |
97.31 |
| S1 |
96.94 |
96.94 |
97.43 |
97.09 |
| S2 |
96.36 |
96.36 |
97.35 |
|
| S3 |
95.49 |
96.07 |
97.27 |
|
| S4 |
94.62 |
95.20 |
97.03 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.50 |
102.74 |
98.74 |
|
| R3 |
101.26 |
100.50 |
98.13 |
|
| R2 |
99.02 |
99.02 |
97.92 |
|
| R1 |
98.26 |
98.26 |
97.72 |
98.64 |
| PP |
96.78 |
96.78 |
96.78 |
96.97 |
| S1 |
96.02 |
96.02 |
97.30 |
96.40 |
| S2 |
94.54 |
94.54 |
97.10 |
|
| S3 |
92.30 |
93.78 |
96.89 |
|
| S4 |
90.06 |
91.54 |
96.28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.23 |
|
2.618 |
99.81 |
|
1.618 |
98.94 |
|
1.000 |
98.40 |
|
0.618 |
98.07 |
|
HIGH |
97.53 |
|
0.618 |
97.20 |
|
0.500 |
97.10 |
|
0.382 |
96.99 |
|
LOW |
96.66 |
|
0.618 |
96.12 |
|
1.000 |
95.79 |
|
1.618 |
95.25 |
|
2.618 |
94.38 |
|
4.250 |
92.96 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.37 |
97.23 |
| PP |
97.23 |
96.95 |
| S1 |
97.10 |
96.68 |
|