NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
99.61 |
101.46 |
1.85 |
1.9% |
96.58 |
| High |
102.18 |
103.68 |
1.50 |
1.5% |
103.68 |
| Low |
99.59 |
100.71 |
1.12 |
1.1% |
96.07 |
| Close |
101.24 |
103.22 |
1.98 |
2.0% |
103.22 |
| Range |
2.59 |
2.97 |
0.38 |
14.7% |
7.61 |
| ATR |
2.07 |
2.13 |
0.06 |
3.1% |
0.00 |
| Volume |
353,250 |
256,027 |
-97,223 |
-27.5% |
1,124,251 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.45 |
110.30 |
104.85 |
|
| R3 |
108.48 |
107.33 |
104.04 |
|
| R2 |
105.51 |
105.51 |
103.76 |
|
| R1 |
104.36 |
104.36 |
103.49 |
104.94 |
| PP |
102.54 |
102.54 |
102.54 |
102.82 |
| S1 |
101.39 |
101.39 |
102.95 |
101.97 |
| S2 |
99.57 |
99.57 |
102.68 |
|
| S3 |
96.60 |
98.42 |
102.40 |
|
| S4 |
93.63 |
95.45 |
101.59 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.82 |
121.13 |
107.41 |
|
| R3 |
116.21 |
113.52 |
105.31 |
|
| R2 |
108.60 |
108.60 |
104.62 |
|
| R1 |
105.91 |
105.91 |
103.92 |
107.26 |
| PP |
100.99 |
100.99 |
100.99 |
101.66 |
| S1 |
98.30 |
98.30 |
102.52 |
99.65 |
| S2 |
93.38 |
93.38 |
101.82 |
|
| S3 |
85.77 |
90.69 |
101.13 |
|
| S4 |
78.16 |
83.08 |
99.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.68 |
96.07 |
7.61 |
7.4% |
2.27 |
2.2% |
94% |
True |
False |
274,371 |
| 10 |
103.68 |
92.67 |
11.01 |
10.7% |
2.27 |
2.2% |
96% |
True |
False |
285,685 |
| 20 |
103.68 |
92.67 |
11.01 |
10.7% |
2.07 |
2.0% |
96% |
True |
False |
222,200 |
| 40 |
103.68 |
91.50 |
12.18 |
11.8% |
2.01 |
1.9% |
96% |
True |
False |
145,243 |
| 60 |
103.68 |
86.29 |
17.39 |
16.8% |
2.09 |
2.0% |
97% |
True |
False |
110,012 |
| 80 |
103.68 |
86.29 |
17.39 |
16.8% |
1.93 |
1.9% |
97% |
True |
False |
87,763 |
| 100 |
103.68 |
86.29 |
17.39 |
16.8% |
1.81 |
1.8% |
97% |
True |
False |
73,090 |
| 120 |
103.68 |
86.29 |
17.39 |
16.8% |
1.70 |
1.6% |
97% |
True |
False |
63,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.30 |
|
2.618 |
111.46 |
|
1.618 |
108.49 |
|
1.000 |
106.65 |
|
0.618 |
105.52 |
|
HIGH |
103.68 |
|
0.618 |
102.55 |
|
0.500 |
102.20 |
|
0.382 |
101.84 |
|
LOW |
100.71 |
|
0.618 |
98.87 |
|
1.000 |
97.74 |
|
1.618 |
95.90 |
|
2.618 |
92.93 |
|
4.250 |
88.09 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.88 |
102.39 |
| PP |
102.54 |
101.56 |
| S1 |
102.20 |
100.73 |
|