NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
96.09 |
95.76 |
-0.33 |
-0.3% |
91.73 |
| High |
96.25 |
95.91 |
-0.34 |
-0.4% |
96.39 |
| Low |
95.19 |
94.04 |
-1.15 |
-1.2% |
91.26 |
| Close |
95.77 |
95.38 |
-0.39 |
-0.4% |
96.03 |
| Range |
1.06 |
1.87 |
0.81 |
76.4% |
5.13 |
| ATR |
2.00 |
1.99 |
-0.01 |
-0.5% |
0.00 |
| Volume |
234,601 |
257,474 |
22,873 |
9.7% |
1,455,516 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.72 |
99.92 |
96.41 |
|
| R3 |
98.85 |
98.05 |
95.89 |
|
| R2 |
96.98 |
96.98 |
95.72 |
|
| R1 |
96.18 |
96.18 |
95.55 |
95.65 |
| PP |
95.11 |
95.11 |
95.11 |
94.84 |
| S1 |
94.31 |
94.31 |
95.21 |
93.78 |
| S2 |
93.24 |
93.24 |
95.04 |
|
| S3 |
91.37 |
92.44 |
94.87 |
|
| S4 |
89.50 |
90.57 |
94.35 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.95 |
108.12 |
98.85 |
|
| R3 |
104.82 |
102.99 |
97.44 |
|
| R2 |
99.69 |
99.69 |
96.97 |
|
| R1 |
97.86 |
97.86 |
96.50 |
98.78 |
| PP |
94.56 |
94.56 |
94.56 |
95.02 |
| S1 |
92.73 |
92.73 |
95.56 |
93.65 |
| S2 |
89.43 |
89.43 |
95.09 |
|
| S3 |
84.30 |
87.60 |
94.62 |
|
| S4 |
79.17 |
82.47 |
93.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.39 |
93.41 |
2.98 |
3.1% |
1.66 |
1.7% |
66% |
False |
False |
271,796 |
| 10 |
96.39 |
91.26 |
5.13 |
5.4% |
1.98 |
2.1% |
80% |
False |
False |
280,388 |
| 20 |
97.35 |
91.26 |
6.09 |
6.4% |
1.99 |
2.1% |
68% |
False |
False |
250,864 |
| 40 |
97.38 |
86.16 |
11.22 |
11.8% |
2.09 |
2.2% |
82% |
False |
False |
164,593 |
| 60 |
98.22 |
86.16 |
12.06 |
12.6% |
2.01 |
2.1% |
76% |
False |
False |
125,053 |
| 80 |
99.18 |
86.16 |
13.02 |
13.7% |
1.86 |
2.0% |
71% |
False |
False |
99,499 |
| 100 |
99.77 |
86.16 |
13.61 |
14.3% |
1.74 |
1.8% |
68% |
False |
False |
84,959 |
| 120 |
99.77 |
86.16 |
13.61 |
14.3% |
1.63 |
1.7% |
68% |
False |
False |
72,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.86 |
|
2.618 |
100.81 |
|
1.618 |
98.94 |
|
1.000 |
97.78 |
|
0.618 |
97.07 |
|
HIGH |
95.91 |
|
0.618 |
95.20 |
|
0.500 |
94.98 |
|
0.382 |
94.75 |
|
LOW |
94.04 |
|
0.618 |
92.88 |
|
1.000 |
92.17 |
|
1.618 |
91.01 |
|
2.618 |
89.14 |
|
4.250 |
86.09 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.25 |
95.27 |
| PP |
95.11 |
95.16 |
| S1 |
94.98 |
95.06 |
|