NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
98.25 |
98.83 |
0.58 |
0.6% |
96.44 |
High |
98.90 |
99.25 |
0.35 |
0.4% |
98.50 |
Low |
97.73 |
97.86 |
0.13 |
0.1% |
94.38 |
Close |
98.72 |
98.55 |
-0.17 |
-0.2% |
98.11 |
Range |
1.17 |
1.39 |
0.22 |
18.8% |
4.12 |
ATR |
1.80 |
1.77 |
-0.03 |
-1.6% |
0.00 |
Volume |
56,237 |
59,857 |
3,620 |
6.4% |
371,737 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.72 |
102.03 |
99.31 |
|
R3 |
101.33 |
100.64 |
98.93 |
|
R2 |
99.94 |
99.94 |
98.80 |
|
R1 |
99.25 |
99.25 |
98.68 |
98.90 |
PP |
98.55 |
98.55 |
98.55 |
98.38 |
S1 |
97.86 |
97.86 |
98.42 |
97.51 |
S2 |
97.16 |
97.16 |
98.30 |
|
S3 |
95.77 |
96.47 |
98.17 |
|
S4 |
94.38 |
95.08 |
97.79 |
|
|
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 |
99.25 |
95.30 |
3.95 |
4.0% |
1.51 |
1.5% |
82% |
True |
False |
66,703 |
10 |
99.25 |
93.95 |
5.30 |
5.4% |
1.65 |
1.7% |
87% |
True |
False |
70,475 |
20 |
99.25 |
91.68 |
7.57 |
7.7% |
1.83 |
1.9% |
91% |
True |
False |
64,023 |
40 |
99.25 |
89.64 |
9.61 |
9.8% |
1.90 |
1.9% |
93% |
True |
False |
51,107 |
60 |
99.25 |
86.26 |
12.99 |
13.2% |
1.88 |
1.9% |
95% |
True |
False |
43,426 |
80 |
99.25 |
86.26 |
12.99 |
13.2% |
1.72 |
1.7% |
95% |
True |
False |
36,401 |
100 |
99.69 |
86.26 |
13.43 |
13.6% |
1.62 |
1.6% |
92% |
False |
False |
32,709 |
120 |
99.69 |
86.26 |
13.43 |
13.6% |
1.50 |
1.5% |
92% |
False |
False |
28,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.16 |
2.618 |
102.89 |
1.618 |
101.50 |
1.000 |
100.64 |
0.618 |
100.11 |
HIGH |
99.25 |
0.618 |
98.72 |
0.500 |
98.56 |
0.382 |
98.39 |
LOW |
97.86 |
0.618 |
97.00 |
1.000 |
96.47 |
1.618 |
95.61 |
2.618 |
94.22 |
4.250 |
91.95 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
98.56 |
98.53 |
PP |
98.55 |
98.50 |
S1 |
98.55 |
98.48 |
|