NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
95.09 |
95.99 |
0.90 |
0.9% |
91.98 |
| High |
96.66 |
97.14 |
0.48 |
0.5% |
96.60 |
| Low |
94.67 |
95.24 |
0.57 |
0.6% |
91.50 |
| Close |
96.10 |
96.92 |
0.82 |
0.9% |
96.27 |
| Range |
1.99 |
1.90 |
-0.09 |
-4.5% |
5.10 |
| ATR |
1.95 |
1.95 |
0.00 |
-0.2% |
0.00 |
| Volume |
111,910 |
113,128 |
1,218 |
1.1% |
432,926 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.13 |
101.43 |
97.97 |
|
| R3 |
100.23 |
99.53 |
97.44 |
|
| R2 |
98.33 |
98.33 |
97.27 |
|
| R1 |
97.63 |
97.63 |
97.09 |
97.98 |
| PP |
96.43 |
96.43 |
96.43 |
96.61 |
| S1 |
95.73 |
95.73 |
96.75 |
96.08 |
| S2 |
94.53 |
94.53 |
96.57 |
|
| S3 |
92.63 |
93.83 |
96.40 |
|
| S4 |
90.73 |
91.93 |
95.88 |
|
|
| 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 |
97.14 |
93.97 |
3.17 |
3.3% |
1.88 |
1.9% |
93% |
True |
False |
108,481 |
| 10 |
97.14 |
91.50 |
5.64 |
5.8% |
1.87 |
1.9% |
96% |
True |
False |
95,982 |
| 20 |
97.46 |
91.50 |
5.96 |
6.1% |
1.94 |
2.0% |
91% |
False |
False |
78,120 |
| 40 |
97.46 |
86.29 |
11.17 |
11.5% |
1.99 |
2.1% |
95% |
False |
False |
63,847 |
| 60 |
97.94 |
86.29 |
11.65 |
12.0% |
1.93 |
2.0% |
91% |
False |
False |
50,533 |
| 80 |
98.65 |
86.29 |
12.36 |
12.8% |
1.79 |
1.8% |
86% |
False |
False |
41,599 |
| 100 |
99.98 |
86.29 |
13.69 |
14.1% |
1.67 |
1.7% |
78% |
False |
False |
36,527 |
| 120 |
99.98 |
86.29 |
13.69 |
14.1% |
1.53 |
1.6% |
78% |
False |
False |
31,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.22 |
|
2.618 |
102.11 |
|
1.618 |
100.21 |
|
1.000 |
99.04 |
|
0.618 |
98.31 |
|
HIGH |
97.14 |
|
0.618 |
96.41 |
|
0.500 |
96.19 |
|
0.382 |
95.97 |
|
LOW |
95.24 |
|
0.618 |
94.07 |
|
1.000 |
93.34 |
|
1.618 |
92.17 |
|
2.618 |
90.27 |
|
4.250 |
87.17 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.68 |
96.52 |
| PP |
96.43 |
96.12 |
| S1 |
96.19 |
95.72 |
|