NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
102.46 |
101.77 |
-0.69 |
-0.7% |
95.78 |
| High |
102.47 |
102.90 |
0.43 |
0.4% |
102.11 |
| Low |
100.93 |
101.23 |
0.30 |
0.3% |
95.36 |
| Close |
101.94 |
102.19 |
0.25 |
0.2% |
101.80 |
| Range |
1.54 |
1.67 |
0.13 |
8.4% |
6.75 |
| ATR |
1.93 |
1.91 |
-0.02 |
-0.9% |
0.00 |
| Volume |
48,753 |
68,101 |
19,348 |
39.7% |
396,485 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.12 |
106.32 |
103.11 |
|
| R3 |
105.45 |
104.65 |
102.65 |
|
| R2 |
103.78 |
103.78 |
102.50 |
|
| R1 |
102.98 |
102.98 |
102.34 |
103.38 |
| PP |
102.11 |
102.11 |
102.11 |
102.31 |
| S1 |
101.31 |
101.31 |
102.04 |
101.71 |
| S2 |
100.44 |
100.44 |
101.88 |
|
| S3 |
98.77 |
99.64 |
101.73 |
|
| S4 |
97.10 |
97.97 |
101.27 |
|
|
| 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 |
102.90 |
96.81 |
6.09 |
6.0% |
1.99 |
1.9% |
88% |
True |
False |
93,066 |
| 10 |
102.90 |
93.21 |
9.69 |
9.5% |
1.86 |
1.8% |
93% |
True |
False |
75,246 |
| 20 |
102.90 |
92.24 |
10.66 |
10.4% |
1.89 |
1.9% |
93% |
True |
False |
53,733 |
| 40 |
102.90 |
91.54 |
11.36 |
11.1% |
1.81 |
1.8% |
94% |
True |
False |
38,152 |
| 60 |
102.90 |
86.47 |
16.43 |
16.1% |
1.87 |
1.8% |
96% |
True |
False |
30,851 |
| 80 |
102.90 |
86.47 |
16.43 |
16.1% |
1.75 |
1.7% |
96% |
True |
False |
25,231 |
| 100 |
102.90 |
86.47 |
16.43 |
16.1% |
1.63 |
1.6% |
96% |
True |
False |
21,462 |
| 120 |
102.90 |
86.47 |
16.43 |
16.1% |
1.49 |
1.5% |
96% |
True |
False |
19,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.00 |
|
2.618 |
107.27 |
|
1.618 |
105.60 |
|
1.000 |
104.57 |
|
0.618 |
103.93 |
|
HIGH |
102.90 |
|
0.618 |
102.26 |
|
0.500 |
102.07 |
|
0.382 |
101.87 |
|
LOW |
101.23 |
|
0.618 |
100.20 |
|
1.000 |
99.56 |
|
1.618 |
98.53 |
|
2.618 |
96.86 |
|
4.250 |
94.13 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
102.15 |
101.85 |
| PP |
102.11 |
101.51 |
| S1 |
102.07 |
101.17 |
|