NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
94.20 |
94.02 |
-0.18 |
-0.2% |
90.96 |
| High |
94.22 |
94.51 |
0.29 |
0.3% |
93.99 |
| Low |
93.43 |
93.81 |
0.38 |
0.4% |
90.96 |
| Close |
94.22 |
94.26 |
0.04 |
0.0% |
93.93 |
| Range |
0.79 |
0.70 |
-0.09 |
-11.4% |
3.03 |
| ATR |
1.39 |
1.34 |
-0.05 |
-3.6% |
0.00 |
| Volume |
22,939 |
19,650 |
-3,289 |
-14.3% |
117,420 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.29 |
95.98 |
94.65 |
|
| R3 |
95.59 |
95.28 |
94.45 |
|
| R2 |
94.89 |
94.89 |
94.39 |
|
| R1 |
94.58 |
94.58 |
94.32 |
94.74 |
| PP |
94.19 |
94.19 |
94.19 |
94.27 |
| S1 |
93.88 |
93.88 |
94.20 |
94.04 |
| S2 |
93.49 |
93.49 |
94.13 |
|
| S3 |
92.79 |
93.18 |
94.07 |
|
| S4 |
92.09 |
92.48 |
93.88 |
|
|
| 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 |
94.51 |
91.37 |
3.14 |
3.3% |
1.01 |
1.1% |
92% |
True |
False |
27,572 |
| 10 |
94.51 |
88.85 |
5.66 |
6.0% |
1.10 |
1.2% |
96% |
True |
False |
23,672 |
| 20 |
94.51 |
88.11 |
6.40 |
6.8% |
1.32 |
1.4% |
96% |
True |
False |
20,687 |
| 40 |
94.51 |
88.11 |
6.40 |
6.8% |
1.34 |
1.4% |
96% |
True |
False |
18,145 |
| 60 |
94.51 |
84.84 |
9.67 |
10.3% |
1.42 |
1.5% |
97% |
True |
False |
15,656 |
| 80 |
94.51 |
84.84 |
9.67 |
10.3% |
1.32 |
1.4% |
97% |
True |
False |
13,907 |
| 100 |
95.76 |
84.84 |
10.92 |
11.6% |
1.24 |
1.3% |
86% |
False |
False |
12,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.49 |
|
2.618 |
96.34 |
|
1.618 |
95.64 |
|
1.000 |
95.21 |
|
0.618 |
94.94 |
|
HIGH |
94.51 |
|
0.618 |
94.24 |
|
0.500 |
94.16 |
|
0.382 |
94.08 |
|
LOW |
93.81 |
|
0.618 |
93.38 |
|
1.000 |
93.11 |
|
1.618 |
92.68 |
|
2.618 |
91.98 |
|
4.250 |
90.84 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.23 |
94.01 |
| PP |
94.19 |
93.76 |
| S1 |
94.16 |
93.51 |
|