NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
94.55 |
94.64 |
0.09 |
0.1% |
94.20 |
| High |
94.96 |
95.61 |
0.65 |
0.7% |
95.61 |
| Low |
94.41 |
94.60 |
0.19 |
0.2% |
93.43 |
| Close |
94.91 |
95.50 |
0.59 |
0.6% |
95.50 |
| Range |
0.55 |
1.01 |
0.46 |
83.6% |
2.18 |
| ATR |
1.26 |
1.24 |
-0.02 |
-1.4% |
0.00 |
| Volume |
46,137 |
36,916 |
-9,221 |
-20.0% |
149,296 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.27 |
97.89 |
96.06 |
|
| R3 |
97.26 |
96.88 |
95.78 |
|
| R2 |
96.25 |
96.25 |
95.69 |
|
| R1 |
95.87 |
95.87 |
95.59 |
96.06 |
| PP |
95.24 |
95.24 |
95.24 |
95.33 |
| S1 |
94.86 |
94.86 |
95.41 |
95.05 |
| S2 |
94.23 |
94.23 |
95.31 |
|
| S3 |
93.22 |
93.85 |
95.22 |
|
| S4 |
92.21 |
92.84 |
94.94 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.39 |
100.62 |
96.70 |
|
| R3 |
99.21 |
98.44 |
96.10 |
|
| R2 |
97.03 |
97.03 |
95.90 |
|
| R1 |
96.26 |
96.26 |
95.70 |
96.65 |
| PP |
94.85 |
94.85 |
94.85 |
95.04 |
| S1 |
94.08 |
94.08 |
95.30 |
94.47 |
| S2 |
92.67 |
92.67 |
95.10 |
|
| S3 |
90.49 |
91.90 |
94.90 |
|
| S4 |
88.31 |
89.72 |
94.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.61 |
93.43 |
2.18 |
2.3% |
0.79 |
0.8% |
95% |
True |
False |
29,859 |
| 10 |
95.61 |
90.53 |
5.08 |
5.3% |
0.96 |
1.0% |
98% |
True |
False |
28,609 |
| 20 |
95.61 |
88.11 |
7.50 |
7.9% |
1.25 |
1.3% |
99% |
True |
False |
23,637 |
| 40 |
95.61 |
88.11 |
7.50 |
7.9% |
1.30 |
1.4% |
99% |
True |
False |
19,940 |
| 60 |
95.61 |
84.84 |
10.77 |
11.3% |
1.37 |
1.4% |
99% |
True |
False |
16,935 |
| 80 |
95.61 |
84.84 |
10.77 |
11.3% |
1.30 |
1.4% |
99% |
True |
False |
14,964 |
| 100 |
95.61 |
84.84 |
10.77 |
11.3% |
1.24 |
1.3% |
99% |
True |
False |
13,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.90 |
|
2.618 |
98.25 |
|
1.618 |
97.24 |
|
1.000 |
96.62 |
|
0.618 |
96.23 |
|
HIGH |
95.61 |
|
0.618 |
95.22 |
|
0.500 |
95.11 |
|
0.382 |
94.99 |
|
LOW |
94.60 |
|
0.618 |
93.98 |
|
1.000 |
93.59 |
|
1.618 |
92.97 |
|
2.618 |
91.96 |
|
4.250 |
90.31 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.37 |
95.26 |
| PP |
95.24 |
95.03 |
| S1 |
95.11 |
94.79 |
|