NYMEX Light Sweet Crude Oil Future August 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 |
95.97 |
95.09 |
-0.88 |
-0.9% |
91.98 |
| High |
96.13 |
96.66 |
0.53 |
0.6% |
96.60 |
| Low |
94.29 |
94.67 |
0.38 |
0.4% |
91.50 |
| Close |
95.60 |
96.10 |
0.50 |
0.5% |
96.27 |
| Range |
1.84 |
1.99 |
0.15 |
8.2% |
5.10 |
| ATR |
1.95 |
1.95 |
0.00 |
0.2% |
0.00 |
| Volume |
104,888 |
111,910 |
7,022 |
6.7% |
432,926 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.78 |
100.93 |
97.19 |
|
| R3 |
99.79 |
98.94 |
96.65 |
|
| R2 |
97.80 |
97.80 |
96.46 |
|
| R1 |
96.95 |
96.95 |
96.28 |
97.38 |
| PP |
95.81 |
95.81 |
95.81 |
96.02 |
| S1 |
94.96 |
94.96 |
95.92 |
95.39 |
| S2 |
93.82 |
93.82 |
95.74 |
|
| S3 |
91.83 |
92.97 |
95.55 |
|
| S4 |
89.84 |
90.98 |
95.01 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.09 |
108.28 |
99.08 |
|
| R3 |
104.99 |
103.18 |
97.67 |
|
| R2 |
99.89 |
99.89 |
97.21 |
|
| R1 |
98.08 |
98.08 |
96.74 |
98.99 |
| PP |
94.79 |
94.79 |
94.79 |
95.24 |
| S1 |
92.98 |
92.98 |
95.80 |
93.89 |
| S2 |
89.69 |
89.69 |
95.34 |
|
| S3 |
84.59 |
87.88 |
94.87 |
|
| S4 |
79.49 |
82.78 |
93.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.66 |
93.88 |
2.78 |
2.9% |
1.83 |
1.9% |
80% |
True |
False |
97,779 |
| 10 |
96.66 |
91.50 |
5.16 |
5.4% |
1.91 |
2.0% |
89% |
True |
False |
92,250 |
| 20 |
97.46 |
91.50 |
5.96 |
6.2% |
1.96 |
2.0% |
77% |
False |
False |
75,324 |
| 40 |
97.46 |
86.29 |
11.17 |
11.6% |
2.02 |
2.1% |
88% |
False |
False |
61,784 |
| 60 |
97.94 |
86.29 |
11.65 |
12.1% |
1.93 |
2.0% |
84% |
False |
False |
48,825 |
| 80 |
98.65 |
86.29 |
12.36 |
12.9% |
1.78 |
1.9% |
79% |
False |
False |
40,338 |
| 100 |
99.98 |
86.29 |
13.69 |
14.2% |
1.66 |
1.7% |
72% |
False |
False |
35,507 |
| 120 |
99.98 |
86.29 |
13.69 |
14.2% |
1.53 |
1.6% |
72% |
False |
False |
30,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.12 |
|
2.618 |
101.87 |
|
1.618 |
99.88 |
|
1.000 |
98.65 |
|
0.618 |
97.89 |
|
HIGH |
96.66 |
|
0.618 |
95.90 |
|
0.500 |
95.67 |
|
0.382 |
95.43 |
|
LOW |
94.67 |
|
0.618 |
93.44 |
|
1.000 |
92.68 |
|
1.618 |
91.45 |
|
2.618 |
89.46 |
|
4.250 |
86.21 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.96 |
95.89 |
| PP |
95.81 |
95.68 |
| S1 |
95.67 |
95.48 |
|