NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
101.77 |
102.75 |
0.98 |
1.0% |
95.78 |
| High |
102.90 |
104.05 |
1.15 |
1.1% |
102.11 |
| Low |
101.23 |
102.39 |
1.16 |
1.1% |
95.36 |
| Close |
102.19 |
103.98 |
1.79 |
1.8% |
101.80 |
| Range |
1.67 |
1.66 |
-0.01 |
-0.6% |
6.75 |
| ATR |
1.91 |
1.90 |
0.00 |
-0.2% |
0.00 |
| Volume |
68,101 |
67,284 |
-817 |
-1.2% |
396,485 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.45 |
107.88 |
104.89 |
|
| R3 |
106.79 |
106.22 |
104.44 |
|
| R2 |
105.13 |
105.13 |
104.28 |
|
| R1 |
104.56 |
104.56 |
104.13 |
104.85 |
| PP |
103.47 |
103.47 |
103.47 |
103.62 |
| S1 |
102.90 |
102.90 |
103.83 |
103.19 |
| S2 |
101.81 |
101.81 |
103.68 |
|
| S3 |
100.15 |
101.24 |
103.52 |
|
| S4 |
98.49 |
99.58 |
103.07 |
|
|
| 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 |
104.05 |
98.38 |
5.67 |
5.5% |
1.99 |
1.9% |
99% |
True |
False |
89,275 |
| 10 |
104.05 |
93.21 |
10.84 |
10.4% |
1.87 |
1.8% |
99% |
True |
False |
76,346 |
| 20 |
104.05 |
92.24 |
11.81 |
11.4% |
1.90 |
1.8% |
99% |
True |
False |
55,847 |
| 40 |
104.05 |
91.54 |
12.51 |
12.0% |
1.83 |
1.8% |
99% |
True |
False |
39,249 |
| 60 |
104.05 |
86.47 |
17.58 |
16.9% |
1.84 |
1.8% |
100% |
True |
False |
31,624 |
| 80 |
104.05 |
86.47 |
17.58 |
16.9% |
1.77 |
1.7% |
100% |
True |
False |
26,026 |
| 100 |
104.05 |
86.47 |
17.58 |
16.9% |
1.64 |
1.6% |
100% |
True |
False |
22,025 |
| 120 |
104.05 |
86.47 |
17.58 |
16.9% |
1.50 |
1.4% |
100% |
True |
False |
19,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.11 |
|
2.618 |
108.40 |
|
1.618 |
106.74 |
|
1.000 |
105.71 |
|
0.618 |
105.08 |
|
HIGH |
104.05 |
|
0.618 |
103.42 |
|
0.500 |
103.22 |
|
0.382 |
103.02 |
|
LOW |
102.39 |
|
0.618 |
101.36 |
|
1.000 |
100.73 |
|
1.618 |
99.70 |
|
2.618 |
98.04 |
|
4.250 |
95.34 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
103.73 |
103.48 |
| PP |
103.47 |
102.99 |
| S1 |
103.22 |
102.49 |
|