NYMEX Light Sweet Crude Oil Future August 2013
| 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 |
101.46 |
103.95 |
2.49 |
2.5% |
96.58 |
| High |
103.68 |
104.12 |
0.44 |
0.4% |
103.68 |
| Low |
100.71 |
102.13 |
1.42 |
1.4% |
96.07 |
| Close |
103.22 |
103.14 |
-0.08 |
-0.1% |
103.22 |
| Range |
2.97 |
1.99 |
-0.98 |
-33.0% |
7.61 |
| ATR |
2.13 |
2.12 |
-0.01 |
-0.5% |
0.00 |
| Volume |
256,027 |
253,202 |
-2,825 |
-1.1% |
1,124,251 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.10 |
108.11 |
104.23 |
|
| R3 |
107.11 |
106.12 |
103.69 |
|
| R2 |
105.12 |
105.12 |
103.50 |
|
| R1 |
104.13 |
104.13 |
103.32 |
103.63 |
| PP |
103.13 |
103.13 |
103.13 |
102.88 |
| S1 |
102.14 |
102.14 |
102.96 |
101.64 |
| S2 |
101.14 |
101.14 |
102.78 |
|
| S3 |
99.15 |
100.15 |
102.59 |
|
| S4 |
97.16 |
98.16 |
102.05 |
|
|
| 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 |
104.12 |
96.07 |
8.05 |
7.8% |
2.37 |
2.3% |
88% |
True |
False |
275,490 |
| 10 |
104.12 |
92.67 |
11.45 |
11.1% |
2.19 |
2.1% |
91% |
True |
False |
276,915 |
| 20 |
104.12 |
92.67 |
11.45 |
11.1% |
2.04 |
2.0% |
91% |
True |
False |
229,978 |
| 40 |
104.12 |
91.50 |
12.62 |
12.2% |
2.03 |
2.0% |
92% |
True |
False |
149,815 |
| 60 |
104.12 |
86.29 |
17.83 |
17.3% |
2.10 |
2.0% |
95% |
True |
False |
113,954 |
| 80 |
104.12 |
86.29 |
17.83 |
17.3% |
1.94 |
1.9% |
95% |
True |
False |
90,679 |
| 100 |
104.12 |
86.29 |
17.83 |
17.3% |
1.82 |
1.8% |
95% |
True |
False |
75,418 |
| 120 |
104.12 |
86.29 |
17.83 |
17.3% |
1.71 |
1.7% |
95% |
True |
False |
65,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.58 |
|
2.618 |
109.33 |
|
1.618 |
107.34 |
|
1.000 |
106.11 |
|
0.618 |
105.35 |
|
HIGH |
104.12 |
|
0.618 |
103.36 |
|
0.500 |
103.13 |
|
0.382 |
102.89 |
|
LOW |
102.13 |
|
0.618 |
100.90 |
|
1.000 |
100.14 |
|
1.618 |
98.91 |
|
2.618 |
96.92 |
|
4.250 |
93.67 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.14 |
102.71 |
| PP |
103.13 |
102.28 |
| S1 |
103.13 |
101.86 |
|