NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
99.43 |
100.95 |
1.52 |
1.5% |
96.40 |
| High |
101.99 |
103.49 |
1.50 |
1.5% |
103.49 |
| Low |
99.43 |
100.54 |
1.11 |
1.1% |
95.98 |
| Close |
101.11 |
103.05 |
1.94 |
1.9% |
103.05 |
| Range |
2.56 |
2.95 |
0.39 |
15.2% |
7.51 |
| ATR |
2.02 |
2.09 |
0.07 |
3.3% |
0.00 |
| Volume |
200,546 |
171,908 |
-28,638 |
-14.3% |
589,400 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.21 |
110.08 |
104.67 |
|
| R3 |
108.26 |
107.13 |
103.86 |
|
| R2 |
105.31 |
105.31 |
103.59 |
|
| R1 |
104.18 |
104.18 |
103.32 |
104.75 |
| PP |
102.36 |
102.36 |
102.36 |
102.64 |
| S1 |
101.23 |
101.23 |
102.78 |
101.80 |
| S2 |
99.41 |
99.41 |
102.51 |
|
| S3 |
96.46 |
98.28 |
102.24 |
|
| S4 |
93.51 |
95.33 |
101.43 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.37 |
120.72 |
107.18 |
|
| R3 |
115.86 |
113.21 |
105.12 |
|
| R2 |
108.35 |
108.35 |
104.43 |
|
| R1 |
105.70 |
105.70 |
103.74 |
107.03 |
| PP |
100.84 |
100.84 |
100.84 |
101.50 |
| S1 |
98.19 |
98.19 |
102.36 |
99.52 |
| S2 |
93.33 |
93.33 |
101.67 |
|
| S3 |
85.82 |
90.68 |
100.98 |
|
| S4 |
78.31 |
83.17 |
98.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.49 |
95.98 |
7.51 |
7.3% |
2.22 |
2.2% |
94% |
True |
False |
137,486 |
| 10 |
103.49 |
92.60 |
10.89 |
10.6% |
2.22 |
2.2% |
96% |
True |
False |
128,295 |
| 20 |
103.49 |
92.60 |
10.89 |
10.6% |
2.03 |
2.0% |
96% |
True |
False |
100,660 |
| 40 |
103.49 |
91.68 |
11.81 |
11.5% |
1.96 |
1.9% |
96% |
True |
False |
75,622 |
| 60 |
103.49 |
86.26 |
17.23 |
16.7% |
2.03 |
2.0% |
97% |
True |
False |
61,835 |
| 80 |
103.49 |
86.26 |
17.23 |
16.7% |
1.88 |
1.8% |
97% |
True |
False |
51,779 |
| 100 |
103.49 |
86.26 |
17.23 |
16.7% |
1.76 |
1.7% |
97% |
True |
False |
44,295 |
| 120 |
103.49 |
86.26 |
17.23 |
16.7% |
1.64 |
1.6% |
97% |
True |
False |
39,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.03 |
|
2.618 |
111.21 |
|
1.618 |
108.26 |
|
1.000 |
106.44 |
|
0.618 |
105.31 |
|
HIGH |
103.49 |
|
0.618 |
102.36 |
|
0.500 |
102.02 |
|
0.382 |
101.67 |
|
LOW |
100.54 |
|
0.618 |
98.72 |
|
1.000 |
97.59 |
|
1.618 |
95.77 |
|
2.618 |
92.82 |
|
4.250 |
88.00 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.71 |
102.23 |
| PP |
102.36 |
101.40 |
| S1 |
102.02 |
100.58 |
|