NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
95.76 |
94.89 |
-0.87 |
-0.9% |
91.73 |
| High |
95.91 |
96.45 |
0.54 |
0.6% |
96.39 |
| Low |
94.04 |
94.46 |
0.42 |
0.4% |
91.26 |
| Close |
95.38 |
95.88 |
0.50 |
0.5% |
96.03 |
| Range |
1.87 |
1.99 |
0.12 |
6.4% |
5.13 |
| ATR |
1.99 |
1.99 |
0.00 |
0.0% |
0.00 |
| Volume |
257,474 |
244,870 |
-12,604 |
-4.9% |
1,455,516 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.57 |
100.71 |
96.97 |
|
| R3 |
99.58 |
98.72 |
96.43 |
|
| R2 |
97.59 |
97.59 |
96.24 |
|
| R1 |
96.73 |
96.73 |
96.06 |
97.16 |
| PP |
95.60 |
95.60 |
95.60 |
95.81 |
| S1 |
94.74 |
94.74 |
95.70 |
95.17 |
| S2 |
93.61 |
93.61 |
95.52 |
|
| S3 |
91.62 |
92.75 |
95.33 |
|
| S4 |
89.63 |
90.76 |
94.79 |
|
|
| 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 |
96.45 |
93.69 |
2.76 |
2.9% |
1.84 |
1.9% |
79% |
True |
False |
266,988 |
| 10 |
96.45 |
91.26 |
5.19 |
5.4% |
1.94 |
2.0% |
89% |
True |
False |
275,529 |
| 20 |
97.35 |
91.26 |
6.09 |
6.4% |
2.00 |
2.1% |
76% |
False |
False |
257,741 |
| 40 |
97.38 |
86.16 |
11.22 |
11.7% |
2.07 |
2.2% |
87% |
False |
False |
168,910 |
| 60 |
98.22 |
86.16 |
12.06 |
12.6% |
2.01 |
2.1% |
81% |
False |
False |
128,701 |
| 80 |
98.57 |
86.16 |
12.41 |
12.9% |
1.86 |
1.9% |
78% |
False |
False |
102,261 |
| 100 |
99.77 |
86.16 |
13.61 |
14.2% |
1.74 |
1.8% |
71% |
False |
False |
87,235 |
| 120 |
99.77 |
86.16 |
13.61 |
14.2% |
1.65 |
1.7% |
71% |
False |
False |
74,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.91 |
|
2.618 |
101.66 |
|
1.618 |
99.67 |
|
1.000 |
98.44 |
|
0.618 |
97.68 |
|
HIGH |
96.45 |
|
0.618 |
95.69 |
|
0.500 |
95.46 |
|
0.382 |
95.22 |
|
LOW |
94.46 |
|
0.618 |
93.23 |
|
1.000 |
92.47 |
|
1.618 |
91.24 |
|
2.618 |
89.25 |
|
4.250 |
86.00 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.74 |
95.67 |
| PP |
95.60 |
95.46 |
| S1 |
95.46 |
95.25 |
|