NYMEX Light Sweet Crude Oil Future December 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 |
96.48 |
97.90 |
1.42 |
1.5% |
94.48 |
| High |
98.48 |
99.40 |
0.92 |
0.9% |
99.40 |
| Low |
96.48 |
97.17 |
0.69 |
0.7% |
93.94 |
| Close |
97.90 |
99.11 |
1.21 |
1.2% |
99.11 |
| Range |
2.00 |
2.23 |
0.23 |
11.5% |
5.46 |
| ATR |
1.82 |
1.85 |
0.03 |
1.6% |
0.00 |
| Volume |
148,629 |
154,580 |
5,951 |
4.0% |
467,074 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.25 |
104.41 |
100.34 |
|
| R3 |
103.02 |
102.18 |
99.72 |
|
| R2 |
100.79 |
100.79 |
99.52 |
|
| R1 |
99.95 |
99.95 |
99.31 |
100.37 |
| PP |
98.56 |
98.56 |
98.56 |
98.77 |
| S1 |
97.72 |
97.72 |
98.91 |
98.14 |
| S2 |
96.33 |
96.33 |
98.70 |
|
| S3 |
94.10 |
95.49 |
98.50 |
|
| S4 |
91.87 |
93.26 |
97.88 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.86 |
111.95 |
102.11 |
|
| R3 |
108.40 |
106.49 |
100.61 |
|
| R2 |
102.94 |
102.94 |
100.11 |
|
| R1 |
101.03 |
101.03 |
99.61 |
101.99 |
| PP |
97.48 |
97.48 |
97.48 |
97.96 |
| S1 |
95.57 |
95.57 |
98.61 |
96.53 |
| S2 |
92.02 |
92.02 |
98.11 |
|
| S3 |
86.56 |
90.11 |
97.61 |
|
| S4 |
81.10 |
84.65 |
96.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.40 |
93.94 |
5.46 |
5.5% |
1.74 |
1.8% |
95% |
True |
False |
105,513 |
| 10 |
99.40 |
91.05 |
8.35 |
8.4% |
1.89 |
1.9% |
97% |
True |
False |
94,304 |
| 20 |
99.40 |
91.05 |
8.35 |
8.4% |
1.81 |
1.8% |
97% |
True |
False |
81,093 |
| 40 |
99.40 |
90.69 |
8.71 |
8.8% |
1.81 |
1.8% |
97% |
True |
False |
69,277 |
| 60 |
99.40 |
85.52 |
13.88 |
14.0% |
1.91 |
1.9% |
98% |
True |
False |
65,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.88 |
|
2.618 |
105.24 |
|
1.618 |
103.01 |
|
1.000 |
101.63 |
|
0.618 |
100.78 |
|
HIGH |
99.40 |
|
0.618 |
98.55 |
|
0.500 |
98.29 |
|
0.382 |
98.02 |
|
LOW |
97.17 |
|
0.618 |
95.79 |
|
1.000 |
94.94 |
|
1.618 |
93.56 |
|
2.618 |
91.33 |
|
4.250 |
87.69 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.84 |
98.51 |
| PP |
98.56 |
97.90 |
| S1 |
98.29 |
97.30 |
|