NYMEX Light Sweet Crude Oil Future July 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 |
93.24 |
92.95 |
-0.29 |
-0.3% |
90.41 |
| High |
93.40 |
93.65 |
0.25 |
0.3% |
93.40 |
| Low |
93.24 |
92.95 |
-0.29 |
-0.3% |
90.41 |
| Close |
93.34 |
93.65 |
0.31 |
0.3% |
93.34 |
| Range |
0.16 |
0.70 |
0.54 |
337.5% |
2.99 |
| ATR |
0.88 |
0.87 |
-0.01 |
-1.5% |
0.00 |
| Volume |
2,776 |
1,955 |
-821 |
-29.6% |
11,446 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.52 |
95.28 |
94.04 |
|
| R3 |
94.82 |
94.58 |
93.84 |
|
| R2 |
94.12 |
94.12 |
93.78 |
|
| R1 |
93.88 |
93.88 |
93.71 |
94.00 |
| PP |
93.42 |
93.42 |
93.42 |
93.48 |
| S1 |
93.18 |
93.18 |
93.59 |
93.30 |
| S2 |
92.72 |
92.72 |
93.52 |
|
| S3 |
92.02 |
92.48 |
93.46 |
|
| S4 |
91.32 |
91.78 |
93.27 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.35 |
100.34 |
94.98 |
|
| R3 |
98.36 |
97.35 |
94.16 |
|
| R2 |
95.37 |
95.37 |
93.89 |
|
| R1 |
94.36 |
94.36 |
93.61 |
94.87 |
| PP |
92.38 |
92.38 |
92.38 |
92.64 |
| S1 |
91.37 |
91.37 |
93.07 |
91.88 |
| S2 |
89.39 |
89.39 |
92.79 |
|
| S3 |
86.40 |
88.38 |
92.52 |
|
| S4 |
83.41 |
85.39 |
91.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.65 |
90.41 |
3.24 |
3.5% |
0.41 |
0.4% |
100% |
True |
False |
2,680 |
| 10 |
93.65 |
88.01 |
5.64 |
6.0% |
0.46 |
0.5% |
100% |
True |
False |
2,484 |
| 20 |
93.65 |
88.01 |
5.64 |
6.0% |
0.33 |
0.3% |
100% |
True |
False |
2,880 |
| 40 |
93.65 |
88.01 |
5.64 |
6.0% |
0.43 |
0.5% |
100% |
True |
False |
2,611 |
| 60 |
93.65 |
84.98 |
8.67 |
9.3% |
0.29 |
0.3% |
100% |
True |
False |
2,003 |
| 80 |
93.65 |
84.98 |
8.67 |
9.3% |
0.22 |
0.2% |
100% |
True |
False |
1,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.63 |
|
2.618 |
95.48 |
|
1.618 |
94.78 |
|
1.000 |
94.35 |
|
0.618 |
94.08 |
|
HIGH |
93.65 |
|
0.618 |
93.38 |
|
0.500 |
93.30 |
|
0.382 |
93.22 |
|
LOW |
92.95 |
|
0.618 |
92.52 |
|
1.000 |
92.25 |
|
1.618 |
91.82 |
|
2.618 |
91.12 |
|
4.250 |
89.98 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.53 |
93.44 |
| PP |
93.42 |
93.23 |
| S1 |
93.30 |
93.03 |
|