NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
94.96 |
93.85 |
-1.11 |
-1.2% |
98.17 |
| High |
95.84 |
95.59 |
-0.25 |
-0.3% |
99.21 |
| Low |
93.12 |
92.67 |
-0.45 |
-0.5% |
93.12 |
| Close |
93.69 |
95.18 |
1.49 |
1.6% |
93.69 |
| Range |
2.72 |
2.92 |
0.20 |
7.4% |
6.09 |
| ATR |
2.02 |
2.08 |
0.06 |
3.2% |
0.00 |
| Volume |
340,903 |
315,821 |
-25,082 |
-7.4% |
1,259,327 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.24 |
102.13 |
96.79 |
|
| R3 |
100.32 |
99.21 |
95.98 |
|
| R2 |
97.40 |
97.40 |
95.72 |
|
| R1 |
96.29 |
96.29 |
95.45 |
96.85 |
| PP |
94.48 |
94.48 |
94.48 |
94.76 |
| S1 |
93.37 |
93.37 |
94.91 |
93.93 |
| S2 |
91.56 |
91.56 |
94.64 |
|
| S3 |
88.64 |
90.45 |
94.38 |
|
| S4 |
85.72 |
87.53 |
93.57 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.61 |
109.74 |
97.04 |
|
| R3 |
107.52 |
103.65 |
95.36 |
|
| R2 |
101.43 |
101.43 |
94.81 |
|
| R1 |
97.56 |
97.56 |
94.25 |
96.45 |
| PP |
95.34 |
95.34 |
95.34 |
94.79 |
| S1 |
91.47 |
91.47 |
93.13 |
90.36 |
| S2 |
89.25 |
89.25 |
92.57 |
|
| S3 |
83.16 |
85.38 |
92.02 |
|
| S4 |
77.07 |
79.29 |
90.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.21 |
92.67 |
6.54 |
6.9% |
2.38 |
2.5% |
38% |
False |
True |
285,911 |
| 10 |
99.21 |
92.67 |
6.54 |
6.9% |
2.08 |
2.2% |
38% |
False |
True |
203,140 |
| 20 |
99.21 |
91.50 |
7.71 |
8.1% |
2.05 |
2.2% |
48% |
False |
False |
142,061 |
| 40 |
99.21 |
90.29 |
8.92 |
9.4% |
2.02 |
2.1% |
55% |
False |
False |
100,808 |
| 60 |
99.21 |
86.29 |
12.92 |
13.6% |
2.03 |
2.1% |
69% |
False |
False |
76,774 |
| 80 |
99.21 |
86.29 |
12.92 |
13.6% |
1.84 |
1.9% |
69% |
False |
False |
61,760 |
| 100 |
99.98 |
86.29 |
13.69 |
14.4% |
1.75 |
1.8% |
65% |
False |
False |
52,608 |
| 120 |
99.98 |
86.29 |
13.69 |
14.4% |
1.62 |
1.7% |
65% |
False |
False |
45,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.00 |
|
2.618 |
103.23 |
|
1.618 |
100.31 |
|
1.000 |
98.51 |
|
0.618 |
97.39 |
|
HIGH |
95.59 |
|
0.618 |
94.47 |
|
0.500 |
94.13 |
|
0.382 |
93.79 |
|
LOW |
92.67 |
|
0.618 |
90.87 |
|
1.000 |
89.75 |
|
1.618 |
87.95 |
|
2.618 |
85.03 |
|
4.250 |
80.26 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.83 |
95.45 |
| PP |
94.48 |
95.36 |
| S1 |
94.13 |
95.27 |
|