NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
97.90 |
99.47 |
1.57 |
1.6% |
94.48 |
| High |
99.40 |
99.86 |
0.46 |
0.5% |
99.40 |
| Low |
97.17 |
98.37 |
1.20 |
1.2% |
93.94 |
| Close |
99.11 |
99.20 |
0.09 |
0.1% |
99.11 |
| Range |
2.23 |
1.49 |
-0.74 |
-33.2% |
5.46 |
| ATR |
1.85 |
1.82 |
-0.03 |
-1.4% |
0.00 |
| Volume |
154,580 |
70,761 |
-83,819 |
-54.2% |
467,074 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.61 |
102.90 |
100.02 |
|
| R3 |
102.12 |
101.41 |
99.61 |
|
| R2 |
100.63 |
100.63 |
99.47 |
|
| R1 |
99.92 |
99.92 |
99.34 |
99.53 |
| PP |
99.14 |
99.14 |
99.14 |
98.95 |
| S1 |
98.43 |
98.43 |
99.06 |
98.04 |
| S2 |
97.65 |
97.65 |
98.93 |
|
| S3 |
96.16 |
96.94 |
98.79 |
|
| S4 |
94.67 |
95.45 |
98.38 |
|
|
| 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 |
99.86 |
93.94 |
5.92 |
6.0% |
1.78 |
1.8% |
89% |
True |
False |
107,567 |
| 10 |
99.86 |
91.05 |
8.81 |
8.9% |
1.76 |
1.8% |
93% |
True |
False |
91,786 |
| 20 |
99.86 |
91.05 |
8.81 |
8.9% |
1.77 |
1.8% |
93% |
True |
False |
80,238 |
| 40 |
99.86 |
90.69 |
9.17 |
9.2% |
1.82 |
1.8% |
93% |
True |
False |
69,479 |
| 60 |
99.86 |
85.52 |
14.34 |
14.5% |
1.91 |
1.9% |
95% |
True |
False |
66,460 |
| 80 |
99.86 |
85.52 |
14.34 |
14.5% |
1.79 |
1.8% |
95% |
True |
False |
61,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.19 |
|
2.618 |
103.76 |
|
1.618 |
102.27 |
|
1.000 |
101.35 |
|
0.618 |
100.78 |
|
HIGH |
99.86 |
|
0.618 |
99.29 |
|
0.500 |
99.12 |
|
0.382 |
98.94 |
|
LOW |
98.37 |
|
0.618 |
97.45 |
|
1.000 |
96.88 |
|
1.618 |
95.96 |
|
2.618 |
94.47 |
|
4.250 |
92.04 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
99.17 |
98.86 |
| PP |
99.14 |
98.51 |
| S1 |
99.12 |
98.17 |
|