NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 02-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
94.48 |
95.38 |
0.90 |
1.0% |
92.18 |
High |
95.80 |
96.54 |
0.74 |
0.8% |
95.45 |
Low |
93.94 |
95.20 |
1.26 |
1.3% |
91.05 |
Close |
95.46 |
96.48 |
1.02 |
1.1% |
94.38 |
Range |
1.86 |
1.34 |
-0.52 |
-28.0% |
4.40 |
ATR |
1.84 |
1.81 |
-0.04 |
-1.9% |
0.00 |
Volume |
69,114 |
94,751 |
25,637 |
37.1% |
380,028 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.09 |
99.63 |
97.22 |
|
R3 |
98.75 |
98.29 |
96.85 |
|
R2 |
97.41 |
97.41 |
96.73 |
|
R1 |
96.95 |
96.95 |
96.60 |
97.18 |
PP |
96.07 |
96.07 |
96.07 |
96.19 |
S1 |
95.61 |
95.61 |
96.36 |
95.84 |
S2 |
94.73 |
94.73 |
96.23 |
|
S3 |
93.39 |
94.27 |
96.11 |
|
S4 |
92.05 |
92.93 |
95.74 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.83 |
105.00 |
96.80 |
|
R3 |
102.43 |
100.60 |
95.59 |
|
R2 |
98.03 |
98.03 |
95.19 |
|
R1 |
96.20 |
96.20 |
94.78 |
97.12 |
PP |
93.63 |
93.63 |
93.63 |
94.08 |
S1 |
91.80 |
91.80 |
93.98 |
92.72 |
S2 |
89.23 |
89.23 |
93.57 |
|
S3 |
84.83 |
87.40 |
93.17 |
|
S4 |
80.43 |
83.00 |
91.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.54 |
92.00 |
4.54 |
4.7% |
1.59 |
1.6% |
99% |
True |
False |
75,815 |
10 |
97.78 |
91.05 |
6.73 |
7.0% |
1.94 |
2.0% |
81% |
False |
False |
75,228 |
20 |
97.78 |
91.05 |
6.73 |
7.0% |
1.73 |
1.8% |
81% |
False |
False |
73,127 |
40 |
97.78 |
90.69 |
7.09 |
7.3% |
1.76 |
1.8% |
82% |
False |
False |
64,327 |
60 |
97.78 |
85.52 |
12.26 |
12.7% |
1.88 |
2.0% |
89% |
False |
False |
62,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.24 |
2.618 |
100.05 |
1.618 |
98.71 |
1.000 |
97.88 |
0.618 |
97.37 |
HIGH |
96.54 |
0.618 |
96.03 |
0.500 |
95.87 |
0.382 |
95.71 |
LOW |
95.20 |
0.618 |
94.37 |
1.000 |
93.86 |
1.618 |
93.03 |
2.618 |
91.69 |
4.250 |
89.51 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
96.28 |
96.07 |
PP |
96.07 |
95.65 |
S1 |
95.87 |
95.24 |
|