NYMEX Light Sweet Crude Oil Future September 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 |
94.97 |
93.84 |
-1.13 |
-1.2% |
98.09 |
| High |
95.85 |
95.44 |
-0.41 |
-0.4% |
99.25 |
| Low |
93.06 |
92.60 |
-0.46 |
-0.5% |
93.06 |
| Close |
93.63 |
95.04 |
1.41 |
1.5% |
93.63 |
| Range |
2.79 |
2.84 |
0.05 |
1.8% |
6.19 |
| ATR |
1.99 |
2.05 |
0.06 |
3.1% |
0.00 |
| Volume |
119,295 |
97,696 |
-21,599 |
-18.1% |
410,886 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.88 |
101.80 |
96.60 |
|
| R3 |
100.04 |
98.96 |
95.82 |
|
| R2 |
97.20 |
97.20 |
95.56 |
|
| R1 |
96.12 |
96.12 |
95.30 |
96.66 |
| PP |
94.36 |
94.36 |
94.36 |
94.63 |
| S1 |
93.28 |
93.28 |
94.78 |
93.82 |
| S2 |
91.52 |
91.52 |
94.52 |
|
| S3 |
88.68 |
90.44 |
94.26 |
|
| S4 |
85.84 |
87.60 |
93.48 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.88 |
109.95 |
97.03 |
|
| R3 |
107.69 |
103.76 |
95.33 |
|
| R2 |
101.50 |
101.50 |
94.76 |
|
| R1 |
97.57 |
97.57 |
94.20 |
96.44 |
| PP |
95.31 |
95.31 |
95.31 |
94.75 |
| S1 |
91.38 |
91.38 |
93.06 |
90.25 |
| S2 |
89.12 |
89.12 |
92.50 |
|
| S3 |
82.93 |
85.19 |
91.93 |
|
| S4 |
76.74 |
79.00 |
90.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.25 |
92.60 |
6.65 |
7.0% |
2.36 |
2.5% |
37% |
False |
True |
85,794 |
| 10 |
99.25 |
92.60 |
6.65 |
7.0% |
2.05 |
2.2% |
37% |
False |
True |
78,021 |
| 20 |
99.25 |
91.68 |
7.57 |
8.0% |
2.02 |
2.1% |
44% |
False |
False |
72,505 |
| 40 |
99.25 |
90.09 |
9.16 |
9.6% |
1.97 |
2.1% |
54% |
False |
False |
56,273 |
| 60 |
99.25 |
86.26 |
12.99 |
13.7% |
1.97 |
2.1% |
68% |
False |
False |
47,565 |
| 80 |
99.25 |
86.26 |
12.99 |
13.7% |
1.79 |
1.9% |
68% |
False |
False |
39,873 |
| 100 |
99.69 |
86.26 |
13.43 |
14.1% |
1.69 |
1.8% |
65% |
False |
False |
35,445 |
| 120 |
99.69 |
86.26 |
13.43 |
14.1% |
1.55 |
1.6% |
65% |
False |
False |
31,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.51 |
|
2.618 |
102.88 |
|
1.618 |
100.04 |
|
1.000 |
98.28 |
|
0.618 |
97.20 |
|
HIGH |
95.44 |
|
0.618 |
94.36 |
|
0.500 |
94.02 |
|
0.382 |
93.68 |
|
LOW |
92.60 |
|
0.618 |
90.84 |
|
1.000 |
89.76 |
|
1.618 |
88.00 |
|
2.618 |
85.16 |
|
4.250 |
80.53 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.70 |
95.43 |
| PP |
94.36 |
95.30 |
| S1 |
94.02 |
95.17 |
|