NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
96.64 |
97.85 |
1.21 |
1.3% |
96.09 |
High |
98.25 |
98.74 |
0.49 |
0.5% |
98.25 |
Low |
96.42 |
97.38 |
0.96 |
1.0% |
94.04 |
Close |
97.85 |
97.77 |
-0.08 |
-0.1% |
97.85 |
Range |
1.83 |
1.36 |
-0.47 |
-25.7% |
4.21 |
ATR |
1.97 |
1.93 |
-0.04 |
-2.2% |
0.00 |
Volume |
240,906 |
242,794 |
1,888 |
0.8% |
1,202,300 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.04 |
101.27 |
98.52 |
|
R3 |
100.68 |
99.91 |
98.14 |
|
R2 |
99.32 |
99.32 |
98.02 |
|
R1 |
98.55 |
98.55 |
97.89 |
98.26 |
PP |
97.96 |
97.96 |
97.96 |
97.82 |
S1 |
97.19 |
97.19 |
97.65 |
96.90 |
S2 |
96.60 |
96.60 |
97.52 |
|
S3 |
95.24 |
95.83 |
97.40 |
|
S4 |
93.88 |
94.47 |
97.02 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.34 |
107.81 |
100.17 |
|
R3 |
105.13 |
103.60 |
99.01 |
|
R2 |
100.92 |
100.92 |
98.62 |
|
R1 |
99.39 |
99.39 |
98.24 |
100.16 |
PP |
96.71 |
96.71 |
96.71 |
97.10 |
S1 |
95.18 |
95.18 |
97.46 |
95.95 |
S2 |
92.50 |
92.50 |
97.08 |
|
S3 |
88.29 |
90.97 |
96.69 |
|
S4 |
84.08 |
86.76 |
95.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.74 |
94.04 |
4.70 |
4.8% |
1.79 |
1.8% |
79% |
True |
False |
242,098 |
10 |
98.74 |
92.38 |
6.36 |
6.5% |
1.74 |
1.8% |
85% |
True |
False |
261,313 |
20 |
98.74 |
91.26 |
7.48 |
7.7% |
1.94 |
2.0% |
87% |
True |
False |
269,248 |
40 |
98.74 |
87.94 |
10.80 |
11.0% |
2.02 |
2.1% |
91% |
True |
False |
182,114 |
60 |
98.74 |
86.16 |
12.58 |
12.9% |
2.01 |
2.1% |
92% |
True |
False |
138,934 |
80 |
98.74 |
86.16 |
12.58 |
12.9% |
1.84 |
1.9% |
92% |
True |
False |
110,415 |
100 |
99.77 |
86.16 |
13.61 |
13.9% |
1.76 |
1.8% |
85% |
False |
False |
93,738 |
120 |
99.77 |
86.16 |
13.61 |
13.9% |
1.66 |
1.7% |
85% |
False |
False |
80,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.52 |
2.618 |
102.30 |
1.618 |
100.94 |
1.000 |
100.10 |
0.618 |
99.58 |
HIGH |
98.74 |
0.618 |
98.22 |
0.500 |
98.06 |
0.382 |
97.90 |
LOW |
97.38 |
0.618 |
96.54 |
1.000 |
96.02 |
1.618 |
95.18 |
2.618 |
93.82 |
4.250 |
91.60 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
98.06 |
97.47 |
PP |
97.96 |
97.18 |
S1 |
97.87 |
96.88 |
|