NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
94.02 |
93.97 |
-0.05 |
-0.1% |
90.96 |
| High |
94.51 |
94.85 |
0.34 |
0.4% |
93.99 |
| Low |
93.81 |
93.97 |
0.16 |
0.2% |
90.96 |
| Close |
94.26 |
94.70 |
0.44 |
0.5% |
93.93 |
| Range |
0.70 |
0.88 |
0.18 |
25.7% |
3.03 |
| ATR |
1.34 |
1.31 |
-0.03 |
-2.5% |
0.00 |
| Volume |
19,650 |
23,654 |
4,004 |
20.4% |
117,420 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.15 |
96.80 |
95.18 |
|
| R3 |
96.27 |
95.92 |
94.94 |
|
| R2 |
95.39 |
95.39 |
94.86 |
|
| R1 |
95.04 |
95.04 |
94.78 |
95.22 |
| PP |
94.51 |
94.51 |
94.51 |
94.59 |
| S1 |
94.16 |
94.16 |
94.62 |
94.34 |
| S2 |
93.63 |
93.63 |
94.54 |
|
| S3 |
92.75 |
93.28 |
94.46 |
|
| S4 |
91.87 |
92.40 |
94.22 |
|
|
| 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 |
94.85 |
92.47 |
2.38 |
2.5% |
1.00 |
1.1% |
94% |
True |
False |
29,109 |
| 10 |
94.85 |
88.85 |
6.00 |
6.3% |
1.09 |
1.1% |
98% |
True |
False |
23,742 |
| 20 |
94.85 |
88.11 |
6.74 |
7.1% |
1.29 |
1.4% |
98% |
True |
False |
20,777 |
| 40 |
94.85 |
88.11 |
6.74 |
7.1% |
1.34 |
1.4% |
98% |
True |
False |
18,419 |
| 60 |
94.85 |
84.84 |
10.01 |
10.6% |
1.40 |
1.5% |
99% |
True |
False |
15,856 |
| 80 |
94.85 |
84.84 |
10.01 |
10.6% |
1.32 |
1.4% |
99% |
True |
False |
14,100 |
| 100 |
95.66 |
84.84 |
10.82 |
11.4% |
1.24 |
1.3% |
91% |
False |
False |
12,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.59 |
|
2.618 |
97.15 |
|
1.618 |
96.27 |
|
1.000 |
95.73 |
|
0.618 |
95.39 |
|
HIGH |
94.85 |
|
0.618 |
94.51 |
|
0.500 |
94.41 |
|
0.382 |
94.31 |
|
LOW |
93.97 |
|
0.618 |
93.43 |
|
1.000 |
93.09 |
|
1.618 |
92.55 |
|
2.618 |
91.67 |
|
4.250 |
90.23 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.60 |
94.51 |
| PP |
94.51 |
94.33 |
| S1 |
94.41 |
94.14 |
|