NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
96.40 |
97.93 |
1.53 |
1.6% |
93.84 |
| High |
98.10 |
99.68 |
1.58 |
1.6% |
97.63 |
| Low |
95.98 |
97.66 |
1.68 |
1.8% |
92.60 |
| Close |
97.88 |
99.42 |
1.54 |
1.6% |
96.44 |
| Range |
2.12 |
2.02 |
-0.10 |
-4.7% |
5.03 |
| ATR |
1.98 |
1.98 |
0.00 |
0.2% |
0.00 |
| Volume |
89,190 |
127,756 |
38,566 |
43.2% |
574,256 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.98 |
104.22 |
100.53 |
|
| R3 |
102.96 |
102.20 |
99.98 |
|
| R2 |
100.94 |
100.94 |
99.79 |
|
| R1 |
100.18 |
100.18 |
99.61 |
100.56 |
| PP |
98.92 |
98.92 |
98.92 |
99.11 |
| S1 |
98.16 |
98.16 |
99.23 |
98.54 |
| S2 |
96.90 |
96.90 |
99.05 |
|
| S3 |
94.88 |
96.14 |
98.86 |
|
| S4 |
92.86 |
94.12 |
98.31 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.65 |
108.57 |
99.21 |
|
| R3 |
105.62 |
103.54 |
97.82 |
|
| R2 |
100.59 |
100.59 |
97.36 |
|
| R1 |
98.51 |
98.51 |
96.90 |
99.55 |
| PP |
95.56 |
95.56 |
95.56 |
96.08 |
| S1 |
93.48 |
93.48 |
95.98 |
94.52 |
| S2 |
90.53 |
90.53 |
95.52 |
|
| S3 |
85.50 |
88.45 |
95.06 |
|
| S4 |
80.47 |
83.42 |
93.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.68 |
93.64 |
6.04 |
6.1% |
1.91 |
1.9% |
96% |
True |
False |
114,259 |
| 10 |
99.68 |
92.60 |
7.08 |
7.1% |
2.17 |
2.2% |
96% |
True |
False |
106,624 |
| 20 |
99.68 |
92.60 |
7.08 |
7.1% |
1.89 |
1.9% |
96% |
True |
False |
88,619 |
| 40 |
99.68 |
91.68 |
8.00 |
8.0% |
1.88 |
1.9% |
97% |
True |
False |
68,197 |
| 60 |
99.68 |
86.26 |
13.42 |
13.5% |
1.99 |
2.0% |
98% |
True |
False |
56,332 |
| 80 |
99.68 |
86.26 |
13.42 |
13.5% |
1.84 |
1.9% |
98% |
True |
False |
47,470 |
| 100 |
99.69 |
86.26 |
13.43 |
13.5% |
1.73 |
1.7% |
98% |
False |
False |
41,145 |
| 120 |
99.69 |
86.26 |
13.43 |
13.5% |
1.60 |
1.6% |
98% |
False |
False |
36,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.27 |
|
2.618 |
104.97 |
|
1.618 |
102.95 |
|
1.000 |
101.70 |
|
0.618 |
100.93 |
|
HIGH |
99.68 |
|
0.618 |
98.91 |
|
0.500 |
98.67 |
|
0.382 |
98.43 |
|
LOW |
97.66 |
|
0.618 |
96.41 |
|
1.000 |
95.64 |
|
1.618 |
94.39 |
|
2.618 |
92.37 |
|
4.250 |
89.08 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.17 |
98.89 |
| PP |
98.92 |
98.36 |
| S1 |
98.67 |
97.83 |
|