NYMEX Light Sweet Crude Oil Future November 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 |
97.44 |
98.78 |
1.34 |
1.4% |
95.27 |
| High |
99.57 |
100.77 |
1.20 |
1.2% |
100.77 |
| Low |
97.44 |
98.36 |
0.92 |
0.9% |
94.67 |
| Close |
98.97 |
100.45 |
1.48 |
1.5% |
100.45 |
| Range |
2.13 |
2.41 |
0.28 |
13.1% |
6.10 |
| ATR |
1.78 |
1.82 |
0.05 |
2.5% |
0.00 |
| Volume |
73,225 |
68,371 |
-4,854 |
-6.6% |
205,300 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.09 |
106.18 |
101.78 |
|
| R3 |
104.68 |
103.77 |
101.11 |
|
| R2 |
102.27 |
102.27 |
100.89 |
|
| R1 |
101.36 |
101.36 |
100.67 |
101.82 |
| PP |
99.86 |
99.86 |
99.86 |
100.09 |
| S1 |
98.95 |
98.95 |
100.23 |
99.41 |
| S2 |
97.45 |
97.45 |
100.01 |
|
| S3 |
95.04 |
96.54 |
99.79 |
|
| S4 |
92.63 |
94.13 |
99.12 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.93 |
114.79 |
103.81 |
|
| R3 |
110.83 |
108.69 |
102.13 |
|
| R2 |
104.73 |
104.73 |
101.57 |
|
| R1 |
102.59 |
102.59 |
101.01 |
103.66 |
| PP |
98.63 |
98.63 |
98.63 |
99.17 |
| S1 |
96.49 |
96.49 |
99.89 |
97.56 |
| S2 |
92.53 |
92.53 |
99.33 |
|
| S3 |
86.43 |
90.39 |
98.77 |
|
| S4 |
80.33 |
84.29 |
97.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.77 |
94.67 |
6.10 |
6.1% |
1.84 |
1.8% |
95% |
True |
False |
44,809 |
| 10 |
100.77 |
91.95 |
8.82 |
8.8% |
1.90 |
1.9% |
96% |
True |
False |
38,795 |
| 20 |
100.77 |
91.95 |
8.82 |
8.8% |
1.74 |
1.7% |
96% |
True |
False |
29,932 |
| 40 |
100.77 |
91.22 |
9.55 |
9.5% |
1.71 |
1.7% |
97% |
True |
False |
21,652 |
| 60 |
100.77 |
85.96 |
14.81 |
14.7% |
1.77 |
1.8% |
98% |
True |
False |
17,520 |
| 80 |
100.77 |
85.96 |
14.81 |
14.7% |
1.62 |
1.6% |
98% |
True |
False |
14,572 |
| 100 |
100.77 |
85.96 |
14.81 |
14.7% |
1.49 |
1.5% |
98% |
True |
False |
12,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.01 |
|
2.618 |
107.08 |
|
1.618 |
104.67 |
|
1.000 |
103.18 |
|
0.618 |
102.26 |
|
HIGH |
100.77 |
|
0.618 |
99.85 |
|
0.500 |
99.57 |
|
0.382 |
99.28 |
|
LOW |
98.36 |
|
0.618 |
96.87 |
|
1.000 |
95.95 |
|
1.618 |
94.46 |
|
2.618 |
92.05 |
|
4.250 |
88.12 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
100.16 |
99.76 |
| PP |
99.86 |
99.07 |
| S1 |
99.57 |
98.38 |
|