NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
94.81 |
96.10 |
1.29 |
1.4% |
92.11 |
High |
96.34 |
96.22 |
-0.12 |
-0.1% |
96.34 |
Low |
93.86 |
95.38 |
1.52 |
1.6% |
91.54 |
Close |
96.05 |
95.84 |
-0.21 |
-0.2% |
96.05 |
Range |
2.48 |
0.84 |
-1.64 |
-66.1% |
4.80 |
ATR |
1.86 |
1.78 |
-0.07 |
-3.9% |
0.00 |
Volume |
27,752 |
41,749 |
13,997 |
50.4% |
153,690 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.33 |
97.93 |
96.30 |
|
R3 |
97.49 |
97.09 |
96.07 |
|
R2 |
96.65 |
96.65 |
95.99 |
|
R1 |
96.25 |
96.25 |
95.92 |
96.03 |
PP |
95.81 |
95.81 |
95.81 |
95.71 |
S1 |
95.41 |
95.41 |
95.76 |
95.19 |
S2 |
94.97 |
94.97 |
95.69 |
|
S3 |
94.13 |
94.57 |
95.61 |
|
S4 |
93.29 |
93.73 |
95.38 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.04 |
107.35 |
98.69 |
|
R3 |
104.24 |
102.55 |
97.37 |
|
R2 |
99.44 |
99.44 |
96.93 |
|
R1 |
97.75 |
97.75 |
96.49 |
98.60 |
PP |
94.64 |
94.64 |
94.64 |
95.07 |
S1 |
92.95 |
92.95 |
95.61 |
93.80 |
S2 |
89.84 |
89.84 |
95.17 |
|
S3 |
85.04 |
88.15 |
94.73 |
|
S4 |
80.24 |
83.35 |
93.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.34 |
92.58 |
3.76 |
3.9% |
1.49 |
1.6% |
87% |
False |
False |
33,515 |
10 |
96.34 |
91.54 |
4.80 |
5.0% |
1.83 |
1.9% |
90% |
False |
False |
26,855 |
20 |
96.83 |
91.54 |
5.29 |
5.5% |
1.74 |
1.8% |
81% |
False |
False |
22,571 |
40 |
96.83 |
86.47 |
10.36 |
10.8% |
1.85 |
1.9% |
90% |
False |
False |
19,411 |
60 |
97.26 |
86.47 |
10.79 |
11.3% |
1.71 |
1.8% |
87% |
False |
False |
15,731 |
80 |
99.07 |
86.47 |
12.60 |
13.1% |
1.56 |
1.6% |
74% |
False |
False |
13,394 |
100 |
99.41 |
86.47 |
12.94 |
13.5% |
1.41 |
1.5% |
72% |
False |
False |
12,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.79 |
2.618 |
98.42 |
1.618 |
97.58 |
1.000 |
97.06 |
0.618 |
96.74 |
HIGH |
96.22 |
0.618 |
95.90 |
0.500 |
95.80 |
0.382 |
95.70 |
LOW |
95.38 |
0.618 |
94.86 |
1.000 |
94.54 |
1.618 |
94.02 |
2.618 |
93.18 |
4.250 |
91.81 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
95.83 |
95.59 |
PP |
95.81 |
95.35 |
S1 |
95.80 |
95.10 |
|