NYMEX Light Sweet Crude Oil Future August 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 |
98.06 |
99.61 |
1.55 |
1.6% |
93.85 |
| High |
99.87 |
102.18 |
2.31 |
2.3% |
97.82 |
| Low |
97.78 |
99.59 |
1.81 |
1.9% |
92.67 |
| Close |
99.60 |
101.24 |
1.64 |
1.6% |
96.56 |
| Range |
2.09 |
2.59 |
0.50 |
23.9% |
5.15 |
| ATR |
2.03 |
2.07 |
0.04 |
2.0% |
0.00 |
| Volume |
285,781 |
353,250 |
67,469 |
23.6% |
1,391,698 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.77 |
107.60 |
102.66 |
|
| R3 |
106.18 |
105.01 |
101.95 |
|
| R2 |
103.59 |
103.59 |
101.71 |
|
| R1 |
102.42 |
102.42 |
101.48 |
103.01 |
| PP |
101.00 |
101.00 |
101.00 |
101.30 |
| S1 |
99.83 |
99.83 |
101.00 |
100.42 |
| S2 |
98.41 |
98.41 |
100.77 |
|
| S3 |
95.82 |
97.24 |
100.53 |
|
| S4 |
93.23 |
94.65 |
99.82 |
|
|
| 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 |
102.18 |
95.35 |
6.83 |
6.7% |
2.09 |
2.1% |
86% |
True |
False |
277,028 |
| 10 |
102.18 |
92.67 |
9.51 |
9.4% |
2.33 |
2.3% |
90% |
True |
False |
297,705 |
| 20 |
102.18 |
92.67 |
9.51 |
9.4% |
2.01 |
2.0% |
90% |
True |
False |
212,380 |
| 40 |
102.18 |
91.50 |
10.68 |
10.5% |
1.97 |
1.9% |
91% |
True |
False |
140,369 |
| 60 |
102.18 |
86.29 |
15.89 |
15.7% |
2.06 |
2.0% |
94% |
True |
False |
106,196 |
| 80 |
102.18 |
86.29 |
15.89 |
15.7% |
1.91 |
1.9% |
94% |
True |
False |
84,749 |
| 100 |
102.18 |
86.29 |
15.89 |
15.7% |
1.80 |
1.8% |
94% |
True |
False |
70,706 |
| 120 |
102.18 |
86.29 |
15.89 |
15.7% |
1.68 |
1.7% |
94% |
True |
False |
61,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.19 |
|
2.618 |
108.96 |
|
1.618 |
106.37 |
|
1.000 |
104.77 |
|
0.618 |
103.78 |
|
HIGH |
102.18 |
|
0.618 |
101.19 |
|
0.500 |
100.89 |
|
0.382 |
100.58 |
|
LOW |
99.59 |
|
0.618 |
97.99 |
|
1.000 |
97.00 |
|
1.618 |
95.40 |
|
2.618 |
92.81 |
|
4.250 |
88.58 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.12 |
100.54 |
| PP |
101.00 |
99.83 |
| S1 |
100.89 |
99.13 |
|