NYMEX Light Sweet Crude Oil Future December 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 |
95.38 |
96.48 |
1.10 |
1.2% |
92.18 |
| High |
96.54 |
98.48 |
1.94 |
2.0% |
95.45 |
| Low |
95.20 |
96.48 |
1.28 |
1.3% |
91.05 |
| Close |
96.48 |
97.90 |
1.42 |
1.5% |
94.38 |
| Range |
1.34 |
2.00 |
0.66 |
49.3% |
4.40 |
| ATR |
1.81 |
1.82 |
0.01 |
0.8% |
0.00 |
| Volume |
94,751 |
148,629 |
53,878 |
56.9% |
380,028 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.62 |
102.76 |
99.00 |
|
| R3 |
101.62 |
100.76 |
98.45 |
|
| R2 |
99.62 |
99.62 |
98.27 |
|
| R1 |
98.76 |
98.76 |
98.08 |
99.19 |
| PP |
97.62 |
97.62 |
97.62 |
97.84 |
| S1 |
96.76 |
96.76 |
97.72 |
97.19 |
| S2 |
95.62 |
95.62 |
97.53 |
|
| S3 |
93.62 |
94.76 |
97.35 |
|
| S4 |
91.62 |
92.76 |
96.80 |
|
|
| 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 |
98.48 |
93.38 |
5.10 |
5.2% |
1.65 |
1.7% |
89% |
True |
False |
85,619 |
| 10 |
98.48 |
91.05 |
7.43 |
7.6% |
2.02 |
2.1% |
92% |
True |
False |
85,243 |
| 20 |
98.48 |
91.05 |
7.43 |
7.6% |
1.78 |
1.8% |
92% |
True |
False |
76,437 |
| 40 |
98.48 |
90.69 |
7.79 |
8.0% |
1.78 |
1.8% |
93% |
True |
False |
66,528 |
| 60 |
98.48 |
85.52 |
12.96 |
13.2% |
1.90 |
1.9% |
96% |
True |
False |
64,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.98 |
|
2.618 |
103.72 |
|
1.618 |
101.72 |
|
1.000 |
100.48 |
|
0.618 |
99.72 |
|
HIGH |
98.48 |
|
0.618 |
97.72 |
|
0.500 |
97.48 |
|
0.382 |
97.24 |
|
LOW |
96.48 |
|
0.618 |
95.24 |
|
1.000 |
94.48 |
|
1.618 |
93.24 |
|
2.618 |
91.24 |
|
4.250 |
87.98 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.76 |
97.34 |
| PP |
97.62 |
96.77 |
| S1 |
97.48 |
96.21 |
|