NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
97.93 |
99.43 |
1.50 |
1.5% |
93.84 |
| High |
99.68 |
101.99 |
2.31 |
2.3% |
97.63 |
| Low |
97.66 |
99.43 |
1.77 |
1.8% |
92.60 |
| Close |
99.42 |
101.11 |
1.69 |
1.7% |
96.44 |
| Range |
2.02 |
2.56 |
0.54 |
26.7% |
5.03 |
| ATR |
1.98 |
2.02 |
0.04 |
2.1% |
0.00 |
| Volume |
127,756 |
200,546 |
72,790 |
57.0% |
574,256 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.52 |
107.38 |
102.52 |
|
| R3 |
105.96 |
104.82 |
101.81 |
|
| R2 |
103.40 |
103.40 |
101.58 |
|
| R1 |
102.26 |
102.26 |
101.34 |
102.83 |
| PP |
100.84 |
100.84 |
100.84 |
101.13 |
| S1 |
99.70 |
99.70 |
100.88 |
100.27 |
| S2 |
98.28 |
98.28 |
100.64 |
|
| S3 |
95.72 |
97.14 |
100.41 |
|
| S4 |
93.16 |
94.58 |
99.70 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.65 |
108.57 |
99.21 |
|
| R3 |
105.62 |
103.54 |
97.82 |
|
| R2 |
100.59 |
100.59 |
97.36 |
|
| R1 |
98.51 |
98.51 |
96.90 |
99.55 |
| PP |
95.56 |
95.56 |
95.56 |
96.08 |
| S1 |
93.48 |
93.48 |
95.98 |
94.52 |
| S2 |
90.53 |
90.53 |
95.52 |
|
| S3 |
85.50 |
88.45 |
95.06 |
|
| S4 |
80.47 |
83.42 |
93.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.99 |
95.26 |
6.73 |
6.7% |
2.03 |
2.0% |
87% |
True |
False |
124,247 |
| 10 |
101.99 |
92.60 |
9.39 |
9.3% |
2.28 |
2.3% |
91% |
True |
False |
120,692 |
| 20 |
101.99 |
92.60 |
9.39 |
9.3% |
1.97 |
1.9% |
91% |
True |
False |
95,584 |
| 40 |
101.99 |
91.68 |
10.31 |
10.2% |
1.92 |
1.9% |
91% |
True |
False |
72,179 |
| 60 |
101.99 |
86.26 |
15.73 |
15.6% |
2.01 |
2.0% |
94% |
True |
False |
59,360 |
| 80 |
101.99 |
86.26 |
15.73 |
15.6% |
1.86 |
1.8% |
94% |
True |
False |
49,782 |
| 100 |
101.99 |
86.26 |
15.73 |
15.6% |
1.74 |
1.7% |
94% |
True |
False |
42,900 |
| 120 |
101.99 |
86.26 |
15.73 |
15.6% |
1.62 |
1.6% |
94% |
True |
False |
38,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.87 |
|
2.618 |
108.69 |
|
1.618 |
106.13 |
|
1.000 |
104.55 |
|
0.618 |
103.57 |
|
HIGH |
101.99 |
|
0.618 |
101.01 |
|
0.500 |
100.71 |
|
0.382 |
100.41 |
|
LOW |
99.43 |
|
0.618 |
97.85 |
|
1.000 |
96.87 |
|
1.618 |
95.29 |
|
2.618 |
92.73 |
|
4.250 |
88.55 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.98 |
100.40 |
| PP |
100.84 |
99.69 |
| S1 |
100.71 |
98.99 |
|