NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
103.95 |
103.00 |
-0.95 |
-0.9% |
96.58 |
| High |
104.12 |
104.76 |
0.64 |
0.6% |
103.68 |
| Low |
102.13 |
102.31 |
0.18 |
0.2% |
96.07 |
| Close |
103.14 |
103.53 |
0.39 |
0.4% |
103.22 |
| Range |
1.99 |
2.45 |
0.46 |
23.1% |
7.61 |
| ATR |
2.12 |
2.14 |
0.02 |
1.1% |
0.00 |
| Volume |
253,202 |
285,670 |
32,468 |
12.8% |
1,124,251 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.88 |
109.66 |
104.88 |
|
| R3 |
108.43 |
107.21 |
104.20 |
|
| R2 |
105.98 |
105.98 |
103.98 |
|
| R1 |
104.76 |
104.76 |
103.75 |
105.37 |
| PP |
103.53 |
103.53 |
103.53 |
103.84 |
| S1 |
102.31 |
102.31 |
103.31 |
102.92 |
| S2 |
101.08 |
101.08 |
103.08 |
|
| S3 |
98.63 |
99.86 |
102.86 |
|
| S4 |
96.18 |
97.41 |
102.18 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.82 |
121.13 |
107.41 |
|
| R3 |
116.21 |
113.52 |
105.31 |
|
| R2 |
108.60 |
108.60 |
104.62 |
|
| R1 |
105.91 |
105.91 |
103.92 |
107.26 |
| PP |
100.99 |
100.99 |
100.99 |
101.66 |
| S1 |
98.30 |
98.30 |
102.52 |
99.65 |
| S2 |
93.38 |
93.38 |
101.82 |
|
| S3 |
85.77 |
90.69 |
101.13 |
|
| S4 |
78.16 |
83.08 |
99.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.76 |
97.78 |
6.98 |
6.7% |
2.42 |
2.3% |
82% |
True |
False |
286,786 |
| 10 |
104.76 |
93.68 |
11.08 |
10.7% |
2.15 |
2.1% |
89% |
True |
False |
273,900 |
| 20 |
104.76 |
92.67 |
12.09 |
11.7% |
2.11 |
2.0% |
90% |
True |
False |
238,520 |
| 40 |
104.76 |
91.50 |
13.26 |
12.8% |
2.02 |
1.9% |
91% |
True |
False |
155,069 |
| 60 |
104.76 |
86.29 |
18.47 |
17.8% |
2.09 |
2.0% |
93% |
True |
False |
118,461 |
| 80 |
104.76 |
86.29 |
18.47 |
17.8% |
1.96 |
1.9% |
93% |
True |
False |
93,890 |
| 100 |
104.76 |
86.29 |
18.47 |
17.8% |
1.84 |
1.8% |
93% |
True |
False |
78,129 |
| 120 |
104.76 |
86.29 |
18.47 |
17.8% |
1.72 |
1.7% |
93% |
True |
False |
67,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.17 |
|
2.618 |
111.17 |
|
1.618 |
108.72 |
|
1.000 |
107.21 |
|
0.618 |
106.27 |
|
HIGH |
104.76 |
|
0.618 |
103.82 |
|
0.500 |
103.54 |
|
0.382 |
103.25 |
|
LOW |
102.31 |
|
0.618 |
100.80 |
|
1.000 |
99.86 |
|
1.618 |
98.35 |
|
2.618 |
95.90 |
|
4.250 |
91.90 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.54 |
103.27 |
| PP |
103.53 |
103.00 |
| S1 |
103.53 |
102.74 |
|