NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
98.83 |
98.25 |
-0.58 |
-0.6% |
96.44 |
| High |
99.25 |
98.25 |
-1.00 |
-1.0% |
98.50 |
| Low |
97.86 |
94.66 |
-3.20 |
-3.3% |
94.38 |
| Close |
98.55 |
95.15 |
-3.40 |
-3.5% |
98.11 |
| Range |
1.39 |
3.59 |
2.20 |
158.3% |
4.12 |
| ATR |
1.77 |
1.92 |
0.15 |
8.5% |
0.00 |
| Volume |
59,857 |
95,886 |
36,029 |
60.2% |
371,737 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.79 |
104.56 |
97.12 |
|
| R3 |
103.20 |
100.97 |
96.14 |
|
| R2 |
99.61 |
99.61 |
95.81 |
|
| R1 |
97.38 |
97.38 |
95.48 |
96.70 |
| PP |
96.02 |
96.02 |
96.02 |
95.68 |
| S1 |
93.79 |
93.79 |
94.82 |
93.11 |
| S2 |
92.43 |
92.43 |
94.49 |
|
| S3 |
88.84 |
90.20 |
94.16 |
|
| S4 |
85.25 |
86.61 |
93.18 |
|
|
| 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 |
94.66 |
4.59 |
4.8% |
1.86 |
2.0% |
11% |
False |
True |
71,100 |
| 10 |
99.25 |
94.03 |
5.22 |
5.5% |
1.85 |
1.9% |
21% |
False |
False |
73,026 |
| 20 |
99.25 |
91.68 |
7.57 |
8.0% |
1.91 |
2.0% |
46% |
False |
False |
67,388 |
| 40 |
99.25 |
90.09 |
9.16 |
9.6% |
1.93 |
2.0% |
55% |
False |
False |
52,494 |
| 60 |
99.25 |
86.26 |
12.99 |
13.7% |
1.91 |
2.0% |
68% |
False |
False |
44,627 |
| 80 |
99.25 |
86.26 |
12.99 |
13.7% |
1.75 |
1.8% |
68% |
False |
False |
37,442 |
| 100 |
99.69 |
86.26 |
13.43 |
14.1% |
1.65 |
1.7% |
66% |
False |
False |
33,571 |
| 120 |
99.69 |
86.26 |
13.43 |
14.1% |
1.52 |
1.6% |
66% |
False |
False |
29,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.51 |
|
2.618 |
107.65 |
|
1.618 |
104.06 |
|
1.000 |
101.84 |
|
0.618 |
100.47 |
|
HIGH |
98.25 |
|
0.618 |
96.88 |
|
0.500 |
96.46 |
|
0.382 |
96.03 |
|
LOW |
94.66 |
|
0.618 |
92.44 |
|
1.000 |
91.07 |
|
1.618 |
88.85 |
|
2.618 |
85.26 |
|
4.250 |
79.40 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.46 |
96.96 |
| PP |
96.02 |
96.35 |
| S1 |
95.59 |
95.75 |
|