NYMEX Light Sweet Crude Oil Future September 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 |
104.34 |
102.84 |
-1.50 |
-1.4% |
96.40 |
| High |
104.34 |
104.20 |
-0.14 |
-0.1% |
103.49 |
| Low |
102.00 |
102.21 |
0.21 |
0.2% |
95.98 |
| Close |
103.02 |
103.31 |
0.29 |
0.3% |
103.05 |
| Range |
2.34 |
1.99 |
-0.35 |
-15.0% |
7.51 |
| ATR |
2.11 |
2.10 |
-0.01 |
-0.4% |
0.00 |
| Volume |
89,137 |
119,979 |
30,842 |
34.6% |
589,400 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.21 |
108.25 |
104.40 |
|
| R3 |
107.22 |
106.26 |
103.86 |
|
| R2 |
105.23 |
105.23 |
103.67 |
|
| R1 |
104.27 |
104.27 |
103.49 |
104.75 |
| PP |
103.24 |
103.24 |
103.24 |
103.48 |
| S1 |
102.28 |
102.28 |
103.13 |
102.76 |
| S2 |
101.25 |
101.25 |
102.95 |
|
| S3 |
99.26 |
100.29 |
102.76 |
|
| S4 |
97.27 |
98.30 |
102.22 |
|
|
| 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 |
104.34 |
97.66 |
6.68 |
6.5% |
2.37 |
2.3% |
85% |
False |
False |
141,865 |
| 10 |
104.34 |
93.64 |
10.70 |
10.4% |
2.09 |
2.0% |
90% |
False |
False |
127,507 |
| 20 |
104.34 |
92.60 |
11.74 |
11.4% |
2.07 |
2.0% |
91% |
False |
False |
102,764 |
| 40 |
104.34 |
91.68 |
12.66 |
12.3% |
1.97 |
1.9% |
92% |
False |
False |
78,027 |
| 60 |
104.34 |
86.26 |
18.08 |
17.5% |
2.03 |
2.0% |
94% |
False |
False |
64,543 |
| 80 |
104.34 |
86.26 |
18.08 |
17.5% |
1.90 |
1.8% |
94% |
False |
False |
53,733 |
| 100 |
104.34 |
86.26 |
18.08 |
17.5% |
1.78 |
1.7% |
94% |
False |
False |
45,947 |
| 120 |
104.34 |
86.26 |
18.08 |
17.5% |
1.66 |
1.6% |
94% |
False |
False |
41,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.66 |
|
2.618 |
109.41 |
|
1.618 |
107.42 |
|
1.000 |
106.19 |
|
0.618 |
105.43 |
|
HIGH |
104.20 |
|
0.618 |
103.44 |
|
0.500 |
103.21 |
|
0.382 |
102.97 |
|
LOW |
102.21 |
|
0.618 |
100.98 |
|
1.000 |
100.22 |
|
1.618 |
98.99 |
|
2.618 |
97.00 |
|
4.250 |
93.75 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.28 |
103.02 |
| PP |
103.24 |
102.73 |
| S1 |
103.21 |
102.44 |
|