NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
97.03 |
98.38 |
1.35 |
1.4% |
93.36 |
| High |
98.48 |
100.78 |
2.30 |
2.3% |
97.00 |
| Low |
96.81 |
98.38 |
1.57 |
1.6% |
92.24 |
| Close |
98.38 |
100.06 |
1.68 |
1.7% |
95.81 |
| Range |
1.67 |
2.40 |
0.73 |
43.7% |
4.76 |
| ATR |
1.86 |
1.90 |
0.04 |
2.1% |
0.00 |
| Volume |
86,240 |
151,302 |
65,062 |
75.4% |
271,947 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.94 |
105.90 |
101.38 |
|
| R3 |
104.54 |
103.50 |
100.72 |
|
| R2 |
102.14 |
102.14 |
100.50 |
|
| R1 |
101.10 |
101.10 |
100.28 |
101.62 |
| PP |
99.74 |
99.74 |
99.74 |
100.00 |
| S1 |
98.70 |
98.70 |
99.84 |
99.22 |
| S2 |
97.34 |
97.34 |
99.62 |
|
| S3 |
94.94 |
96.30 |
99.40 |
|
| S4 |
92.54 |
93.90 |
98.74 |
|
|
| 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 |
100.78 |
94.85 |
5.93 |
5.9% |
1.87 |
1.9% |
88% |
True |
False |
76,586 |
| 10 |
100.78 |
92.24 |
8.54 |
8.5% |
2.15 |
2.2% |
92% |
True |
False |
65,787 |
| 20 |
100.78 |
92.24 |
8.54 |
8.5% |
1.83 |
1.8% |
92% |
True |
False |
47,501 |
| 40 |
100.78 |
91.54 |
9.24 |
9.2% |
1.79 |
1.8% |
92% |
True |
False |
33,993 |
| 60 |
100.78 |
86.47 |
14.31 |
14.3% |
1.86 |
1.9% |
95% |
True |
False |
27,563 |
| 80 |
100.78 |
86.47 |
14.31 |
14.3% |
1.72 |
1.7% |
95% |
True |
False |
22,693 |
| 100 |
100.78 |
86.47 |
14.31 |
14.3% |
1.60 |
1.6% |
95% |
True |
False |
19,611 |
| 120 |
100.78 |
86.47 |
14.31 |
14.3% |
1.47 |
1.5% |
95% |
True |
False |
17,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.98 |
|
2.618 |
107.06 |
|
1.618 |
104.66 |
|
1.000 |
103.18 |
|
0.618 |
102.26 |
|
HIGH |
100.78 |
|
0.618 |
99.86 |
|
0.500 |
99.58 |
|
0.382 |
99.30 |
|
LOW |
98.38 |
|
0.618 |
96.90 |
|
1.000 |
95.98 |
|
1.618 |
94.50 |
|
2.618 |
92.10 |
|
4.250 |
88.18 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.90 |
99.40 |
| PP |
99.74 |
98.73 |
| S1 |
99.58 |
98.07 |
|