NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
98.38 |
99.88 |
1.50 |
1.5% |
95.78 |
| High |
100.78 |
102.11 |
1.33 |
1.3% |
102.11 |
| Low |
98.38 |
99.44 |
1.06 |
1.1% |
95.36 |
| Close |
100.06 |
101.80 |
1.74 |
1.7% |
101.80 |
| Range |
2.40 |
2.67 |
0.27 |
11.3% |
6.75 |
| ATR |
1.90 |
1.95 |
0.06 |
2.9% |
0.00 |
| Volume |
151,302 |
110,936 |
-40,366 |
-26.7% |
396,485 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.13 |
108.13 |
103.27 |
|
| R3 |
106.46 |
105.46 |
102.53 |
|
| R2 |
103.79 |
103.79 |
102.29 |
|
| R1 |
102.79 |
102.79 |
102.04 |
103.29 |
| PP |
101.12 |
101.12 |
101.12 |
101.37 |
| S1 |
100.12 |
100.12 |
101.56 |
100.62 |
| S2 |
98.45 |
98.45 |
101.31 |
|
| S3 |
95.78 |
97.45 |
101.07 |
|
| S4 |
93.11 |
94.78 |
100.33 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.01 |
117.65 |
105.51 |
|
| R3 |
113.26 |
110.90 |
103.66 |
|
| R2 |
106.51 |
106.51 |
103.04 |
|
| R1 |
104.15 |
104.15 |
102.42 |
105.33 |
| PP |
99.76 |
99.76 |
99.76 |
100.35 |
| S1 |
97.40 |
97.40 |
101.18 |
98.58 |
| S2 |
93.01 |
93.01 |
100.56 |
|
| S3 |
86.26 |
90.65 |
99.94 |
|
| S4 |
79.51 |
83.90 |
98.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.11 |
95.36 |
6.75 |
6.6% |
2.04 |
2.0% |
95% |
True |
False |
88,667 |
| 10 |
102.11 |
92.24 |
9.87 |
9.7% |
2.08 |
2.0% |
97% |
True |
False |
71,856 |
| 20 |
102.11 |
92.24 |
9.87 |
9.7% |
1.90 |
1.9% |
97% |
True |
False |
51,365 |
| 40 |
102.11 |
91.54 |
10.57 |
10.4% |
1.83 |
1.8% |
97% |
True |
False |
36,448 |
| 60 |
102.11 |
86.47 |
15.64 |
15.4% |
1.88 |
1.8% |
98% |
True |
False |
29,223 |
| 80 |
102.11 |
86.47 |
15.64 |
15.4% |
1.73 |
1.7% |
98% |
True |
False |
23,999 |
| 100 |
102.11 |
86.47 |
15.64 |
15.4% |
1.61 |
1.6% |
98% |
True |
False |
20,549 |
| 120 |
102.11 |
86.47 |
15.64 |
15.4% |
1.48 |
1.5% |
98% |
True |
False |
18,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.46 |
|
2.618 |
109.10 |
|
1.618 |
106.43 |
|
1.000 |
104.78 |
|
0.618 |
103.76 |
|
HIGH |
102.11 |
|
0.618 |
101.09 |
|
0.500 |
100.78 |
|
0.382 |
100.46 |
|
LOW |
99.44 |
|
0.618 |
97.79 |
|
1.000 |
96.77 |
|
1.618 |
95.12 |
|
2.618 |
92.45 |
|
4.250 |
88.09 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.46 |
101.02 |
| PP |
101.12 |
100.24 |
| S1 |
100.78 |
99.46 |
|