NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
94.55 |
95.28 |
0.73 |
0.8% |
92.11 |
High |
96.33 |
96.84 |
0.51 |
0.5% |
96.34 |
Low |
94.54 |
95.09 |
0.55 |
0.6% |
91.54 |
Close |
95.85 |
96.66 |
0.81 |
0.8% |
96.05 |
Range |
1.79 |
1.75 |
-0.04 |
-2.2% |
4.80 |
ATR |
1.78 |
1.77 |
0.00 |
-0.1% |
0.00 |
Volume |
26,784 |
18,649 |
-8,135 |
-30.4% |
153,690 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.45 |
100.80 |
97.62 |
|
R3 |
99.70 |
99.05 |
97.14 |
|
R2 |
97.95 |
97.95 |
96.98 |
|
R1 |
97.30 |
97.30 |
96.82 |
97.63 |
PP |
96.20 |
96.20 |
96.20 |
96.36 |
S1 |
95.55 |
95.55 |
96.50 |
95.88 |
S2 |
94.45 |
94.45 |
96.34 |
|
S3 |
92.70 |
93.80 |
96.18 |
|
S4 |
90.95 |
92.05 |
95.70 |
|
|
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 |
96.84 |
93.86 |
2.98 |
3.1% |
1.69 |
1.8% |
94% |
True |
False |
27,986 |
10 |
96.84 |
91.54 |
5.30 |
5.5% |
1.65 |
1.7% |
97% |
True |
False |
28,719 |
20 |
96.84 |
91.54 |
5.30 |
5.5% |
1.75 |
1.8% |
97% |
True |
False |
23,342 |
40 |
96.84 |
86.64 |
10.20 |
10.6% |
1.77 |
1.8% |
98% |
True |
False |
19,827 |
60 |
97.26 |
86.47 |
10.79 |
11.2% |
1.72 |
1.8% |
94% |
False |
False |
16,612 |
80 |
98.31 |
86.47 |
11.84 |
12.2% |
1.59 |
1.6% |
86% |
False |
False |
14,002 |
100 |
99.41 |
86.47 |
12.94 |
13.4% |
1.43 |
1.5% |
79% |
False |
False |
12,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.28 |
2.618 |
101.42 |
1.618 |
99.67 |
1.000 |
98.59 |
0.618 |
97.92 |
HIGH |
96.84 |
0.618 |
96.17 |
0.500 |
95.97 |
0.382 |
95.76 |
LOW |
95.09 |
0.618 |
94.01 |
1.000 |
93.34 |
1.618 |
92.26 |
2.618 |
90.51 |
4.250 |
87.65 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
96.43 |
96.28 |
PP |
96.20 |
95.89 |
S1 |
95.97 |
95.51 |
|