NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
96.09 |
95.78 |
-0.31 |
-0.3% |
93.36 |
| High |
97.00 |
97.38 |
0.38 |
0.4% |
97.00 |
| Low |
95.55 |
95.36 |
-0.19 |
-0.2% |
92.24 |
| Close |
95.81 |
97.02 |
1.21 |
1.3% |
95.81 |
| Range |
1.45 |
2.02 |
0.57 |
39.3% |
4.76 |
| ATR |
1.86 |
1.88 |
0.01 |
0.6% |
0.00 |
| Volume |
46,852 |
48,007 |
1,155 |
2.5% |
271,947 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.65 |
101.85 |
98.13 |
|
| R3 |
100.63 |
99.83 |
97.58 |
|
| R2 |
98.61 |
98.61 |
97.39 |
|
| R1 |
97.81 |
97.81 |
97.21 |
98.21 |
| PP |
96.59 |
96.59 |
96.59 |
96.79 |
| S1 |
95.79 |
95.79 |
96.83 |
96.19 |
| S2 |
94.57 |
94.57 |
96.65 |
|
| S3 |
92.55 |
93.77 |
96.46 |
|
| S4 |
90.53 |
91.75 |
95.91 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.30 |
107.31 |
98.43 |
|
| R3 |
104.54 |
102.55 |
97.12 |
|
| R2 |
99.78 |
99.78 |
96.68 |
|
| R1 |
97.79 |
97.79 |
96.25 |
98.79 |
| PP |
95.02 |
95.02 |
95.02 |
95.51 |
| S1 |
93.03 |
93.03 |
95.37 |
94.03 |
| S2 |
90.26 |
90.26 |
94.94 |
|
| S3 |
85.50 |
88.27 |
94.50 |
|
| S4 |
80.74 |
83.51 |
93.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.38 |
93.21 |
4.17 |
4.3% |
1.72 |
1.8% |
91% |
True |
False |
57,425 |
| 10 |
98.93 |
92.24 |
6.69 |
6.9% |
1.97 |
2.0% |
71% |
False |
False |
47,368 |
| 20 |
98.93 |
92.24 |
6.69 |
6.9% |
1.77 |
1.8% |
71% |
False |
False |
38,845 |
| 40 |
98.93 |
91.54 |
7.39 |
7.6% |
1.76 |
1.8% |
74% |
False |
False |
29,138 |
| 60 |
98.93 |
86.47 |
12.46 |
12.8% |
1.83 |
1.9% |
85% |
False |
False |
23,887 |
| 80 |
98.93 |
86.47 |
12.46 |
12.8% |
1.69 |
1.7% |
85% |
False |
False |
19,915 |
| 100 |
99.41 |
86.47 |
12.94 |
13.3% |
1.58 |
1.6% |
82% |
False |
False |
17,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.97 |
|
2.618 |
102.67 |
|
1.618 |
100.65 |
|
1.000 |
99.40 |
|
0.618 |
98.63 |
|
HIGH |
97.38 |
|
0.618 |
96.61 |
|
0.500 |
96.37 |
|
0.382 |
96.13 |
|
LOW |
95.36 |
|
0.618 |
94.11 |
|
1.000 |
93.34 |
|
1.618 |
92.09 |
|
2.618 |
90.07 |
|
4.250 |
86.78 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.80 |
96.72 |
| PP |
96.59 |
96.42 |
| S1 |
96.37 |
96.12 |
|