NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
97.85 |
97.93 |
0.08 |
0.1% |
96.09 |
High |
98.74 |
98.67 |
-0.07 |
-0.1% |
98.25 |
Low |
97.38 |
97.41 |
0.03 |
0.0% |
94.04 |
Close |
97.77 |
98.44 |
0.67 |
0.7% |
97.85 |
Range |
1.36 |
1.26 |
-0.10 |
-7.4% |
4.21 |
ATR |
1.93 |
1.88 |
-0.05 |
-2.5% |
0.00 |
Volume |
242,794 |
145,618 |
-97,176 |
-40.0% |
1,202,300 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.95 |
101.46 |
99.13 |
|
R3 |
100.69 |
100.20 |
98.79 |
|
R2 |
99.43 |
99.43 |
98.67 |
|
R1 |
98.94 |
98.94 |
98.56 |
99.19 |
PP |
98.17 |
98.17 |
98.17 |
98.30 |
S1 |
97.68 |
97.68 |
98.32 |
97.93 |
S2 |
96.91 |
96.91 |
98.21 |
|
S3 |
95.65 |
96.42 |
98.09 |
|
S4 |
94.39 |
95.16 |
97.75 |
|
|
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 |
94.46 |
4.28 |
4.3% |
1.67 |
1.7% |
93% |
False |
False |
219,727 |
10 |
98.74 |
93.41 |
5.33 |
5.4% |
1.66 |
1.7% |
94% |
False |
False |
245,761 |
20 |
98.74 |
91.26 |
7.48 |
7.6% |
1.91 |
1.9% |
96% |
False |
False |
263,339 |
40 |
98.74 |
88.09 |
10.65 |
10.8% |
2.01 |
2.0% |
97% |
False |
False |
184,647 |
60 |
98.74 |
86.16 |
12.58 |
12.8% |
2.01 |
2.0% |
98% |
False |
False |
140,753 |
80 |
98.74 |
86.16 |
12.58 |
12.8% |
1.85 |
1.9% |
98% |
False |
False |
112,010 |
100 |
99.77 |
86.16 |
13.61 |
13.8% |
1.76 |
1.8% |
90% |
False |
False |
94,861 |
120 |
99.77 |
86.16 |
13.61 |
13.8% |
1.66 |
1.7% |
90% |
False |
False |
81,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.03 |
2.618 |
101.97 |
1.618 |
100.71 |
1.000 |
99.93 |
0.618 |
99.45 |
HIGH |
98.67 |
0.618 |
98.19 |
0.500 |
98.04 |
0.382 |
97.89 |
LOW |
97.41 |
0.618 |
96.63 |
1.000 |
96.15 |
1.618 |
95.37 |
2.618 |
94.11 |
4.250 |
92.06 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
98.31 |
98.15 |
PP |
98.17 |
97.87 |
S1 |
98.04 |
97.58 |
|