NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
98.09 |
98.25 |
0.16 |
0.2% |
96.44 |
High |
99.01 |
98.90 |
-0.11 |
-0.1% |
98.50 |
Low |
97.70 |
97.73 |
0.03 |
0.0% |
94.38 |
Close |
98.11 |
98.72 |
0.61 |
0.6% |
98.11 |
Range |
1.31 |
1.17 |
-0.14 |
-10.7% |
4.12 |
ATR |
1.85 |
1.80 |
-0.05 |
-2.6% |
0.00 |
Volume |
79,611 |
56,237 |
-23,374 |
-29.4% |
371,737 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.96 |
101.51 |
99.36 |
|
R3 |
100.79 |
100.34 |
99.04 |
|
R2 |
99.62 |
99.62 |
98.93 |
|
R1 |
99.17 |
99.17 |
98.83 |
99.40 |
PP |
98.45 |
98.45 |
98.45 |
98.56 |
S1 |
98.00 |
98.00 |
98.61 |
98.23 |
S2 |
97.28 |
97.28 |
98.51 |
|
S3 |
96.11 |
96.83 |
98.40 |
|
S4 |
94.94 |
95.66 |
98.08 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.36 |
107.85 |
100.38 |
|
R3 |
105.24 |
103.73 |
99.24 |
|
R2 |
101.12 |
101.12 |
98.87 |
|
R1 |
99.61 |
99.61 |
98.49 |
100.37 |
PP |
97.00 |
97.00 |
97.00 |
97.37 |
S1 |
95.49 |
95.49 |
97.73 |
96.25 |
S2 |
92.88 |
92.88 |
97.35 |
|
S3 |
88.76 |
91.37 |
96.98 |
|
S4 |
84.64 |
87.25 |
95.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.01 |
94.72 |
4.29 |
4.3% |
1.62 |
1.6% |
93% |
False |
False |
67,520 |
10 |
99.01 |
93.73 |
5.28 |
5.3% |
1.61 |
1.6% |
95% |
False |
False |
70,614 |
20 |
99.01 |
91.68 |
7.33 |
7.4% |
1.83 |
1.9% |
96% |
False |
False |
62,686 |
40 |
99.01 |
88.28 |
10.73 |
10.9% |
1.90 |
1.9% |
97% |
False |
False |
50,292 |
60 |
99.01 |
86.26 |
12.75 |
12.9% |
1.88 |
1.9% |
98% |
False |
False |
42,680 |
80 |
99.01 |
86.26 |
12.75 |
12.9% |
1.72 |
1.7% |
98% |
False |
False |
35,769 |
100 |
99.69 |
86.26 |
13.43 |
13.6% |
1.61 |
1.6% |
93% |
False |
False |
32,261 |
120 |
99.69 |
86.26 |
13.43 |
13.6% |
1.50 |
1.5% |
93% |
False |
False |
28,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.87 |
2.618 |
101.96 |
1.618 |
100.79 |
1.000 |
100.07 |
0.618 |
99.62 |
HIGH |
98.90 |
0.618 |
98.45 |
0.500 |
98.32 |
0.382 |
98.18 |
LOW |
97.73 |
0.618 |
97.01 |
1.000 |
96.56 |
1.618 |
95.84 |
2.618 |
94.67 |
4.250 |
92.76 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
98.59 |
98.43 |
PP |
98.45 |
98.14 |
S1 |
98.32 |
97.85 |
|