NYMEX Light Sweet Crude Oil Future June 2014
| 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 |
92.56 |
94.20 |
1.64 |
1.8% |
90.96 |
| High |
93.99 |
94.22 |
0.23 |
0.2% |
93.99 |
| Low |
92.50 |
93.43 |
0.93 |
1.0% |
90.96 |
| Close |
93.93 |
94.22 |
0.29 |
0.3% |
93.93 |
| Range |
1.49 |
0.79 |
-0.70 |
-47.0% |
3.03 |
| ATR |
1.44 |
1.39 |
-0.05 |
-3.2% |
0.00 |
| Volume |
40,064 |
22,939 |
-17,125 |
-42.7% |
117,420 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.33 |
96.06 |
94.65 |
|
| R3 |
95.54 |
95.27 |
94.44 |
|
| R2 |
94.75 |
94.75 |
94.36 |
|
| R1 |
94.48 |
94.48 |
94.29 |
94.62 |
| PP |
93.96 |
93.96 |
93.96 |
94.02 |
| S1 |
93.69 |
93.69 |
94.15 |
93.83 |
| S2 |
93.17 |
93.17 |
94.08 |
|
| S3 |
92.38 |
92.90 |
94.00 |
|
| S4 |
91.59 |
92.11 |
93.79 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.05 |
101.02 |
95.60 |
|
| R3 |
99.02 |
97.99 |
94.76 |
|
| R2 |
95.99 |
95.99 |
94.49 |
|
| R1 |
94.96 |
94.96 |
94.21 |
95.48 |
| PP |
92.96 |
92.96 |
92.96 |
93.22 |
| S1 |
91.93 |
91.93 |
93.65 |
92.45 |
| S2 |
89.93 |
89.93 |
93.37 |
|
| S3 |
86.90 |
88.90 |
93.10 |
|
| S4 |
83.87 |
85.87 |
92.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.22 |
90.96 |
3.26 |
3.5% |
1.06 |
1.1% |
100% |
True |
False |
28,071 |
| 10 |
94.22 |
88.11 |
6.11 |
6.5% |
1.22 |
1.3% |
100% |
True |
False |
24,000 |
| 20 |
94.46 |
88.11 |
6.35 |
6.7% |
1.33 |
1.4% |
96% |
False |
False |
21,190 |
| 40 |
94.46 |
88.11 |
6.35 |
6.7% |
1.38 |
1.5% |
96% |
False |
False |
17,931 |
| 60 |
94.46 |
84.84 |
9.62 |
10.2% |
1.43 |
1.5% |
98% |
False |
False |
15,447 |
| 80 |
94.46 |
84.84 |
9.62 |
10.2% |
1.31 |
1.4% |
98% |
False |
False |
13,902 |
| 100 |
95.87 |
84.84 |
11.03 |
11.7% |
1.24 |
1.3% |
85% |
False |
False |
12,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.58 |
|
2.618 |
96.29 |
|
1.618 |
95.50 |
|
1.000 |
95.01 |
|
0.618 |
94.71 |
|
HIGH |
94.22 |
|
0.618 |
93.92 |
|
0.500 |
93.83 |
|
0.382 |
93.73 |
|
LOW |
93.43 |
|
0.618 |
92.94 |
|
1.000 |
92.64 |
|
1.618 |
92.15 |
|
2.618 |
91.36 |
|
4.250 |
90.07 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.09 |
93.93 |
| PP |
93.96 |
93.64 |
| S1 |
93.83 |
93.35 |
|