NYMEX Light Sweet Crude Oil Future December 2013
| 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 |
99.82 |
100.58 |
0.76 |
0.8% |
94.48 |
| High |
100.74 |
101.31 |
0.57 |
0.6% |
99.40 |
| Low |
99.41 |
99.83 |
0.42 |
0.4% |
93.94 |
| Close |
100.70 |
100.33 |
-0.37 |
-0.4% |
99.11 |
| Range |
1.33 |
1.48 |
0.15 |
11.3% |
5.46 |
| ATR |
1.75 |
1.73 |
-0.02 |
-1.1% |
0.00 |
| Volume |
82,698 |
154,317 |
71,619 |
86.6% |
467,074 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.93 |
104.11 |
101.14 |
|
| R3 |
103.45 |
102.63 |
100.74 |
|
| R2 |
101.97 |
101.97 |
100.60 |
|
| R1 |
101.15 |
101.15 |
100.47 |
100.82 |
| PP |
100.49 |
100.49 |
100.49 |
100.33 |
| S1 |
99.67 |
99.67 |
100.19 |
99.34 |
| S2 |
99.01 |
99.01 |
100.06 |
|
| S3 |
97.53 |
98.19 |
99.92 |
|
| S4 |
96.05 |
96.71 |
99.52 |
|
|
| 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 |
101.31 |
97.17 |
4.14 |
4.1% |
1.56 |
1.6% |
76% |
True |
False |
112,120 |
| 10 |
101.31 |
93.38 |
7.93 |
7.9% |
1.61 |
1.6% |
88% |
True |
False |
98,869 |
| 20 |
101.31 |
91.05 |
10.26 |
10.2% |
1.74 |
1.7% |
90% |
True |
False |
85,893 |
| 40 |
101.31 |
90.69 |
10.62 |
10.6% |
1.78 |
1.8% |
91% |
True |
False |
73,447 |
| 60 |
101.31 |
85.52 |
15.79 |
15.7% |
1.84 |
1.8% |
94% |
True |
False |
68,704 |
| 80 |
101.31 |
85.52 |
15.79 |
15.7% |
1.79 |
1.8% |
94% |
True |
False |
64,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.60 |
|
2.618 |
105.18 |
|
1.618 |
103.70 |
|
1.000 |
102.79 |
|
0.618 |
102.22 |
|
HIGH |
101.31 |
|
0.618 |
100.74 |
|
0.500 |
100.57 |
|
0.382 |
100.40 |
|
LOW |
99.83 |
|
0.618 |
98.92 |
|
1.000 |
98.35 |
|
1.618 |
97.44 |
|
2.618 |
95.96 |
|
4.250 |
93.54 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.57 |
100.22 |
| PP |
100.49 |
100.11 |
| S1 |
100.41 |
100.00 |
|