NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
99.88 |
102.46 |
2.58 |
2.6% |
95.78 |
| High |
102.11 |
102.47 |
0.36 |
0.4% |
102.11 |
| Low |
99.44 |
100.93 |
1.49 |
1.5% |
95.36 |
| Close |
101.80 |
101.94 |
0.14 |
0.1% |
101.80 |
| Range |
2.67 |
1.54 |
-1.13 |
-42.3% |
6.75 |
| ATR |
1.95 |
1.93 |
-0.03 |
-1.5% |
0.00 |
| Volume |
110,936 |
48,753 |
-62,183 |
-56.1% |
396,485 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.40 |
105.71 |
102.79 |
|
| R3 |
104.86 |
104.17 |
102.36 |
|
| R2 |
103.32 |
103.32 |
102.22 |
|
| R1 |
102.63 |
102.63 |
102.08 |
102.21 |
| PP |
101.78 |
101.78 |
101.78 |
101.57 |
| S1 |
101.09 |
101.09 |
101.80 |
100.67 |
| S2 |
100.24 |
100.24 |
101.66 |
|
| S3 |
98.70 |
99.55 |
101.52 |
|
| S4 |
97.16 |
98.01 |
101.09 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.01 |
117.65 |
105.51 |
|
| R3 |
113.26 |
110.90 |
103.66 |
|
| R2 |
106.51 |
106.51 |
103.04 |
|
| R1 |
104.15 |
104.15 |
102.42 |
105.33 |
| PP |
99.76 |
99.76 |
99.76 |
100.35 |
| S1 |
97.40 |
97.40 |
101.18 |
98.58 |
| S2 |
93.01 |
93.01 |
100.56 |
|
| S3 |
86.26 |
90.65 |
99.94 |
|
| S4 |
79.51 |
83.90 |
98.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.47 |
95.36 |
7.11 |
7.0% |
2.06 |
2.0% |
93% |
True |
False |
89,047 |
| 10 |
102.47 |
92.24 |
10.23 |
10.0% |
1.96 |
1.9% |
95% |
True |
False |
71,718 |
| 20 |
102.47 |
92.24 |
10.23 |
10.0% |
1.85 |
1.8% |
95% |
True |
False |
52,415 |
| 40 |
102.47 |
91.54 |
10.93 |
10.7% |
1.84 |
1.8% |
95% |
True |
False |
37,028 |
| 60 |
102.47 |
86.47 |
16.00 |
15.7% |
1.88 |
1.8% |
97% |
True |
False |
29,889 |
| 80 |
102.47 |
86.47 |
16.00 |
15.7% |
1.74 |
1.7% |
97% |
True |
False |
24,481 |
| 100 |
102.47 |
86.47 |
16.00 |
15.7% |
1.62 |
1.6% |
97% |
True |
False |
20,849 |
| 120 |
102.47 |
86.47 |
16.00 |
15.7% |
1.49 |
1.5% |
97% |
True |
False |
18,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.02 |
|
2.618 |
106.50 |
|
1.618 |
104.96 |
|
1.000 |
104.01 |
|
0.618 |
103.42 |
|
HIGH |
102.47 |
|
0.618 |
101.88 |
|
0.500 |
101.70 |
|
0.382 |
101.52 |
|
LOW |
100.93 |
|
0.618 |
99.98 |
|
1.000 |
99.39 |
|
1.618 |
98.44 |
|
2.618 |
96.90 |
|
4.250 |
94.39 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.86 |
101.44 |
| PP |
101.78 |
100.93 |
| S1 |
101.70 |
100.43 |
|