NYMEX Light Sweet Crude Oil Future June 2014
| 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 |
92.64 |
92.56 |
-0.08 |
-0.1% |
90.96 |
| High |
93.62 |
93.99 |
0.37 |
0.4% |
93.99 |
| Low |
92.47 |
92.50 |
0.03 |
0.0% |
90.96 |
| Close |
93.23 |
93.93 |
0.70 |
0.8% |
93.93 |
| Range |
1.15 |
1.49 |
0.34 |
29.6% |
3.03 |
| ATR |
1.43 |
1.44 |
0.00 |
0.3% |
0.00 |
| Volume |
39,239 |
40,064 |
825 |
2.1% |
117,420 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.94 |
97.43 |
94.75 |
|
| R3 |
96.45 |
95.94 |
94.34 |
|
| R2 |
94.96 |
94.96 |
94.20 |
|
| R1 |
94.45 |
94.45 |
94.07 |
94.71 |
| PP |
93.47 |
93.47 |
93.47 |
93.60 |
| S1 |
92.96 |
92.96 |
93.79 |
93.22 |
| S2 |
91.98 |
91.98 |
93.66 |
|
| S3 |
90.49 |
91.47 |
93.52 |
|
| S4 |
89.00 |
89.98 |
93.11 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.05 |
101.02 |
95.60 |
|
| R3 |
99.02 |
97.99 |
94.76 |
|
| R2 |
95.99 |
95.99 |
94.49 |
|
| R1 |
94.96 |
94.96 |
94.21 |
95.48 |
| PP |
92.96 |
92.96 |
92.96 |
93.22 |
| S1 |
91.93 |
91.93 |
93.65 |
92.45 |
| S2 |
89.93 |
89.93 |
93.37 |
|
| S3 |
86.90 |
88.90 |
93.10 |
|
| S4 |
83.87 |
85.87 |
92.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.99 |
90.53 |
3.46 |
3.7% |
1.13 |
1.2% |
98% |
True |
False |
27,359 |
| 10 |
93.99 |
88.11 |
5.88 |
6.3% |
1.41 |
1.5% |
99% |
True |
False |
24,022 |
| 20 |
94.46 |
88.11 |
6.35 |
6.8% |
1.39 |
1.5% |
92% |
False |
False |
21,470 |
| 40 |
94.46 |
88.11 |
6.35 |
6.8% |
1.39 |
1.5% |
92% |
False |
False |
17,695 |
| 60 |
94.46 |
84.84 |
9.62 |
10.2% |
1.44 |
1.5% |
94% |
False |
False |
15,118 |
| 80 |
94.46 |
84.84 |
9.62 |
10.2% |
1.31 |
1.4% |
94% |
False |
False |
13,739 |
| 100 |
95.87 |
84.84 |
11.03 |
11.7% |
1.23 |
1.3% |
82% |
False |
False |
12,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.32 |
|
2.618 |
97.89 |
|
1.618 |
96.40 |
|
1.000 |
95.48 |
|
0.618 |
94.91 |
|
HIGH |
93.99 |
|
0.618 |
93.42 |
|
0.500 |
93.25 |
|
0.382 |
93.07 |
|
LOW |
92.50 |
|
0.618 |
91.58 |
|
1.000 |
91.01 |
|
1.618 |
90.09 |
|
2.618 |
88.60 |
|
4.250 |
86.17 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.70 |
93.51 |
| PP |
93.47 |
93.10 |
| S1 |
93.25 |
92.68 |
|