NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
96.81 |
96.58 |
-0.23 |
-0.2% |
93.85 |
| High |
97.82 |
98.28 |
0.46 |
0.5% |
97.82 |
| Low |
96.33 |
96.07 |
-0.26 |
-0.3% |
92.67 |
| Close |
96.56 |
97.99 |
1.43 |
1.5% |
96.56 |
| Range |
1.49 |
2.21 |
0.72 |
48.3% |
5.15 |
| ATR |
2.01 |
2.02 |
0.01 |
0.7% |
0.00 |
| Volume |
247,607 |
229,193 |
-18,414 |
-7.4% |
1,391,698 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.08 |
103.24 |
99.21 |
|
| R3 |
101.87 |
101.03 |
98.60 |
|
| R2 |
99.66 |
99.66 |
98.40 |
|
| R1 |
98.82 |
98.82 |
98.19 |
99.24 |
| PP |
97.45 |
97.45 |
97.45 |
97.66 |
| S1 |
96.61 |
96.61 |
97.79 |
97.03 |
| S2 |
95.24 |
95.24 |
97.58 |
|
| S3 |
93.03 |
94.40 |
97.38 |
|
| S4 |
90.82 |
92.19 |
96.77 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.13 |
109.00 |
99.39 |
|
| R3 |
105.98 |
103.85 |
97.98 |
|
| R2 |
100.83 |
100.83 |
97.50 |
|
| R1 |
98.70 |
98.70 |
97.03 |
99.77 |
| PP |
95.68 |
95.68 |
95.68 |
96.22 |
| S1 |
93.55 |
93.55 |
96.09 |
94.62 |
| S2 |
90.53 |
90.53 |
95.62 |
|
| S3 |
85.38 |
88.40 |
95.14 |
|
| S4 |
80.23 |
83.25 |
93.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.28 |
93.68 |
4.60 |
4.7% |
1.87 |
1.9% |
94% |
True |
False |
261,014 |
| 10 |
99.21 |
92.67 |
6.54 |
6.7% |
2.13 |
2.2% |
81% |
False |
False |
273,462 |
| 20 |
99.21 |
92.60 |
6.61 |
6.7% |
1.93 |
2.0% |
82% |
False |
False |
188,788 |
| 40 |
99.21 |
91.50 |
7.71 |
7.9% |
1.94 |
2.0% |
84% |
False |
False |
127,741 |
| 60 |
99.21 |
86.29 |
12.92 |
13.2% |
2.03 |
2.1% |
91% |
False |
False |
96,416 |
| 80 |
99.21 |
86.29 |
12.92 |
13.2% |
1.88 |
1.9% |
91% |
False |
False |
77,267 |
| 100 |
99.83 |
86.29 |
13.54 |
13.8% |
1.78 |
1.8% |
86% |
False |
False |
64,769 |
| 120 |
99.98 |
86.29 |
13.69 |
14.0% |
1.66 |
1.7% |
85% |
False |
False |
56,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.67 |
|
2.618 |
104.07 |
|
1.618 |
101.86 |
|
1.000 |
100.49 |
|
0.618 |
99.65 |
|
HIGH |
98.28 |
|
0.618 |
97.44 |
|
0.500 |
97.18 |
|
0.382 |
96.91 |
|
LOW |
96.07 |
|
0.618 |
94.70 |
|
1.000 |
93.86 |
|
1.618 |
92.49 |
|
2.618 |
90.28 |
|
4.250 |
86.68 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.72 |
97.60 |
| PP |
97.45 |
97.21 |
| S1 |
97.18 |
96.82 |
|