NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
95.99 |
96.90 |
0.91 |
0.9% |
96.36 |
High |
97.14 |
98.48 |
1.34 |
1.4% |
98.48 |
Low |
95.24 |
96.64 |
1.40 |
1.5% |
94.29 |
Close |
96.92 |
98.07 |
1.15 |
1.2% |
98.07 |
Range |
1.90 |
1.84 |
-0.06 |
-3.2% |
4.19 |
ATR |
1.95 |
1.94 |
-0.01 |
-0.4% |
0.00 |
Volume |
113,128 |
126,328 |
13,200 |
11.7% |
571,098 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.25 |
102.50 |
99.08 |
|
R3 |
101.41 |
100.66 |
98.58 |
|
R2 |
99.57 |
99.57 |
98.41 |
|
R1 |
98.82 |
98.82 |
98.24 |
99.20 |
PP |
97.73 |
97.73 |
97.73 |
97.92 |
S1 |
96.98 |
96.98 |
97.90 |
97.36 |
S2 |
95.89 |
95.89 |
97.73 |
|
S3 |
94.05 |
95.14 |
97.56 |
|
S4 |
92.21 |
93.30 |
97.06 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.52 |
107.98 |
100.37 |
|
R3 |
105.33 |
103.79 |
99.22 |
|
R2 |
101.14 |
101.14 |
98.84 |
|
R1 |
99.60 |
99.60 |
98.45 |
100.37 |
PP |
96.95 |
96.95 |
96.95 |
97.33 |
S1 |
95.41 |
95.41 |
97.69 |
96.18 |
S2 |
92.76 |
92.76 |
97.30 |
|
S3 |
88.57 |
91.22 |
96.92 |
|
S4 |
84.38 |
87.03 |
95.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.48 |
94.29 |
4.19 |
4.3% |
1.72 |
1.8% |
90% |
True |
False |
114,219 |
10 |
98.48 |
91.50 |
6.98 |
7.1% |
1.84 |
1.9% |
94% |
True |
False |
100,402 |
20 |
98.48 |
91.50 |
6.98 |
7.1% |
1.92 |
2.0% |
94% |
True |
False |
81,694 |
40 |
98.48 |
88.11 |
10.37 |
10.6% |
1.97 |
2.0% |
96% |
True |
False |
66,384 |
60 |
98.48 |
86.29 |
12.19 |
12.4% |
1.94 |
2.0% |
97% |
True |
False |
52,342 |
80 |
98.48 |
86.29 |
12.19 |
12.4% |
1.78 |
1.8% |
97% |
True |
False |
43,037 |
100 |
99.98 |
86.29 |
13.69 |
14.0% |
1.68 |
1.7% |
86% |
False |
False |
37,703 |
120 |
99.98 |
86.29 |
13.69 |
14.0% |
1.54 |
1.6% |
86% |
False |
False |
32,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.30 |
2.618 |
103.30 |
1.618 |
101.46 |
1.000 |
100.32 |
0.618 |
99.62 |
HIGH |
98.48 |
0.618 |
97.78 |
0.500 |
97.56 |
0.382 |
97.34 |
LOW |
96.64 |
0.618 |
95.50 |
1.000 |
94.80 |
1.618 |
93.66 |
2.618 |
91.82 |
4.250 |
88.82 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
97.90 |
97.57 |
PP |
97.73 |
97.07 |
S1 |
97.56 |
96.58 |
|