NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
99.04 |
99.82 |
0.78 |
0.8% |
94.48 |
| High |
99.95 |
100.74 |
0.79 |
0.8% |
99.40 |
| Low |
98.69 |
99.41 |
0.72 |
0.7% |
93.94 |
| Close |
99.47 |
100.70 |
1.23 |
1.2% |
99.11 |
| Range |
1.26 |
1.33 |
0.07 |
5.6% |
5.46 |
| ATR |
1.78 |
1.75 |
-0.03 |
-1.8% |
0.00 |
| Volume |
98,245 |
82,698 |
-15,547 |
-15.8% |
467,074 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.27 |
103.82 |
101.43 |
|
| R3 |
102.94 |
102.49 |
101.07 |
|
| R2 |
101.61 |
101.61 |
100.94 |
|
| R1 |
101.16 |
101.16 |
100.82 |
101.39 |
| PP |
100.28 |
100.28 |
100.28 |
100.40 |
| S1 |
99.83 |
99.83 |
100.58 |
100.06 |
| S2 |
98.95 |
98.95 |
100.46 |
|
| S3 |
97.62 |
98.50 |
100.33 |
|
| S4 |
96.29 |
97.17 |
99.97 |
|
|
| 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 |
100.74 |
96.48 |
4.26 |
4.2% |
1.66 |
1.7% |
99% |
True |
False |
110,982 |
| 10 |
100.74 |
92.00 |
8.74 |
8.7% |
1.63 |
1.6% |
100% |
True |
False |
93,399 |
| 20 |
100.74 |
91.05 |
9.69 |
9.6% |
1.76 |
1.8% |
100% |
True |
False |
80,759 |
| 40 |
100.74 |
90.69 |
10.05 |
10.0% |
1.78 |
1.8% |
100% |
True |
False |
70,704 |
| 60 |
100.74 |
85.52 |
15.22 |
15.1% |
1.85 |
1.8% |
100% |
True |
False |
67,393 |
| 80 |
100.74 |
85.52 |
15.22 |
15.1% |
1.80 |
1.8% |
100% |
True |
False |
62,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.39 |
|
2.618 |
104.22 |
|
1.618 |
102.89 |
|
1.000 |
102.07 |
|
0.618 |
101.56 |
|
HIGH |
100.74 |
|
0.618 |
100.23 |
|
0.500 |
100.08 |
|
0.382 |
99.92 |
|
LOW |
99.41 |
|
0.618 |
98.59 |
|
1.000 |
98.08 |
|
1.618 |
97.26 |
|
2.618 |
95.93 |
|
4.250 |
93.76 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.49 |
100.32 |
| PP |
100.28 |
99.94 |
| S1 |
100.08 |
99.56 |
|