NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
97.93 |
98.59 |
0.66 |
0.7% |
96.09 |
High |
98.67 |
99.01 |
0.34 |
0.3% |
98.25 |
Low |
97.41 |
97.57 |
0.16 |
0.2% |
94.04 |
Close |
98.44 |
98.24 |
-0.20 |
-0.2% |
97.85 |
Range |
1.26 |
1.44 |
0.18 |
14.3% |
4.21 |
ATR |
1.88 |
1.85 |
-0.03 |
-1.7% |
0.00 |
Volume |
145,618 |
111,300 |
-34,318 |
-23.6% |
1,202,300 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.59 |
101.86 |
99.03 |
|
R3 |
101.15 |
100.42 |
98.64 |
|
R2 |
99.71 |
99.71 |
98.50 |
|
R1 |
98.98 |
98.98 |
98.37 |
98.63 |
PP |
98.27 |
98.27 |
98.27 |
98.10 |
S1 |
97.54 |
97.54 |
98.11 |
97.19 |
S2 |
96.83 |
96.83 |
97.98 |
|
S3 |
95.39 |
96.10 |
97.84 |
|
S4 |
93.95 |
94.66 |
97.45 |
|
|
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 |
99.01 |
95.02 |
3.99 |
4.1% |
1.56 |
1.6% |
81% |
True |
False |
193,013 |
10 |
99.01 |
93.69 |
5.32 |
5.4% |
1.70 |
1.7% |
86% |
True |
False |
230,000 |
20 |
99.01 |
91.26 |
7.75 |
7.9% |
1.90 |
1.9% |
90% |
True |
False |
255,946 |
40 |
99.01 |
89.52 |
9.49 |
9.7% |
2.00 |
2.0% |
92% |
True |
False |
186,432 |
60 |
99.01 |
86.16 |
12.85 |
13.1% |
2.00 |
2.0% |
94% |
True |
False |
141,863 |
80 |
99.01 |
86.16 |
12.85 |
13.1% |
1.84 |
1.9% |
94% |
True |
False |
113,247 |
100 |
99.77 |
86.16 |
13.61 |
13.9% |
1.76 |
1.8% |
89% |
False |
False |
95,673 |
120 |
99.77 |
86.16 |
13.61 |
13.9% |
1.67 |
1.7% |
89% |
False |
False |
82,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.13 |
2.618 |
102.78 |
1.618 |
101.34 |
1.000 |
100.45 |
0.618 |
99.90 |
HIGH |
99.01 |
0.618 |
98.46 |
0.500 |
98.29 |
0.382 |
98.12 |
LOW |
97.57 |
0.618 |
96.68 |
1.000 |
96.13 |
1.618 |
95.24 |
2.618 |
93.80 |
4.250 |
91.45 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
98.29 |
98.23 |
PP |
98.27 |
98.21 |
S1 |
98.26 |
98.20 |
|