NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
103.00 |
104.57 |
1.57 |
1.5% |
96.58 |
| High |
104.76 |
106.66 |
1.90 |
1.8% |
103.68 |
| Low |
102.31 |
104.21 |
1.90 |
1.9% |
96.07 |
| Close |
103.53 |
106.52 |
2.99 |
2.9% |
103.22 |
| Range |
2.45 |
2.45 |
0.00 |
0.0% |
7.61 |
| ATR |
2.14 |
2.21 |
0.07 |
3.3% |
0.00 |
| Volume |
285,670 |
404,821 |
119,151 |
41.7% |
1,124,251 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.15 |
112.28 |
107.87 |
|
| R3 |
110.70 |
109.83 |
107.19 |
|
| R2 |
108.25 |
108.25 |
106.97 |
|
| R1 |
107.38 |
107.38 |
106.74 |
107.82 |
| PP |
105.80 |
105.80 |
105.80 |
106.01 |
| S1 |
104.93 |
104.93 |
106.30 |
105.37 |
| S2 |
103.35 |
103.35 |
106.07 |
|
| S3 |
100.90 |
102.48 |
105.85 |
|
| S4 |
98.45 |
100.03 |
105.17 |
|
|
| 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 |
106.66 |
99.59 |
7.07 |
6.6% |
2.49 |
2.3% |
98% |
True |
False |
310,594 |
| 10 |
106.66 |
93.68 |
12.98 |
12.2% |
2.23 |
2.1% |
99% |
True |
False |
287,628 |
| 20 |
106.66 |
92.67 |
13.99 |
13.1% |
2.14 |
2.0% |
99% |
True |
False |
253,516 |
| 40 |
106.66 |
91.50 |
15.16 |
14.2% |
2.05 |
1.9% |
99% |
True |
False |
163,053 |
| 60 |
106.66 |
86.29 |
20.37 |
19.1% |
2.07 |
1.9% |
99% |
True |
False |
124,330 |
| 80 |
106.66 |
86.29 |
20.37 |
19.1% |
1.98 |
1.9% |
99% |
True |
False |
98,818 |
| 100 |
106.66 |
86.29 |
20.37 |
19.1% |
1.85 |
1.7% |
99% |
True |
False |
82,018 |
| 120 |
106.66 |
86.29 |
20.37 |
19.1% |
1.73 |
1.6% |
99% |
True |
False |
70,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.07 |
|
2.618 |
113.07 |
|
1.618 |
110.62 |
|
1.000 |
109.11 |
|
0.618 |
108.17 |
|
HIGH |
106.66 |
|
0.618 |
105.72 |
|
0.500 |
105.44 |
|
0.382 |
105.15 |
|
LOW |
104.21 |
|
0.618 |
102.70 |
|
1.000 |
101.76 |
|
1.618 |
100.25 |
|
2.618 |
97.80 |
|
4.250 |
93.80 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.16 |
105.81 |
| PP |
105.80 |
105.10 |
| S1 |
105.44 |
104.40 |
|