NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
93.97 |
94.55 |
0.58 |
0.6% |
90.96 |
| High |
94.85 |
94.96 |
0.11 |
0.1% |
93.99 |
| Low |
93.97 |
94.41 |
0.44 |
0.5% |
90.96 |
| Close |
94.70 |
94.91 |
0.21 |
0.2% |
93.93 |
| Range |
0.88 |
0.55 |
-0.33 |
-37.5% |
3.03 |
| ATR |
1.31 |
1.26 |
-0.05 |
-4.1% |
0.00 |
| Volume |
23,654 |
46,137 |
22,483 |
95.0% |
117,420 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.41 |
96.21 |
95.21 |
|
| R3 |
95.86 |
95.66 |
95.06 |
|
| R2 |
95.31 |
95.31 |
95.01 |
|
| R1 |
95.11 |
95.11 |
94.96 |
95.21 |
| PP |
94.76 |
94.76 |
94.76 |
94.81 |
| S1 |
94.56 |
94.56 |
94.86 |
94.66 |
| S2 |
94.21 |
94.21 |
94.81 |
|
| S3 |
93.66 |
94.01 |
94.76 |
|
| S4 |
93.11 |
93.46 |
94.61 |
|
|
| 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 |
94.96 |
92.50 |
2.46 |
2.6% |
0.88 |
0.9% |
98% |
True |
False |
30,488 |
| 10 |
94.96 |
90.08 |
4.88 |
5.1% |
1.00 |
1.1% |
99% |
True |
False |
26,158 |
| 20 |
94.96 |
88.11 |
6.85 |
7.2% |
1.28 |
1.3% |
99% |
True |
False |
22,423 |
| 40 |
94.96 |
88.11 |
6.85 |
7.2% |
1.33 |
1.4% |
99% |
True |
False |
19,369 |
| 60 |
94.96 |
84.84 |
10.12 |
10.7% |
1.39 |
1.5% |
100% |
True |
False |
16,476 |
| 80 |
94.96 |
84.84 |
10.12 |
10.7% |
1.31 |
1.4% |
100% |
True |
False |
14,591 |
| 100 |
95.16 |
84.84 |
10.32 |
10.9% |
1.24 |
1.3% |
98% |
False |
False |
13,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.30 |
|
2.618 |
96.40 |
|
1.618 |
95.85 |
|
1.000 |
95.51 |
|
0.618 |
95.30 |
|
HIGH |
94.96 |
|
0.618 |
94.75 |
|
0.500 |
94.69 |
|
0.382 |
94.62 |
|
LOW |
94.41 |
|
0.618 |
94.07 |
|
1.000 |
93.86 |
|
1.618 |
93.52 |
|
2.618 |
92.97 |
|
4.250 |
92.07 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.84 |
94.74 |
| PP |
94.76 |
94.56 |
| S1 |
94.69 |
94.39 |
|