NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
95.28 |
96.60 |
1.32 |
1.4% |
96.10 |
High |
96.84 |
98.14 |
1.30 |
1.3% |
98.14 |
Low |
95.09 |
96.39 |
1.30 |
1.4% |
94.17 |
Close |
96.66 |
97.82 |
1.16 |
1.2% |
97.82 |
Range |
1.75 |
1.75 |
0.00 |
0.0% |
3.97 |
ATR |
1.77 |
1.77 |
0.00 |
-0.1% |
0.00 |
Volume |
18,649 |
23,714 |
5,065 |
27.2% |
135,894 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.70 |
102.01 |
98.78 |
|
R3 |
100.95 |
100.26 |
98.30 |
|
R2 |
99.20 |
99.20 |
98.14 |
|
R1 |
98.51 |
98.51 |
97.98 |
98.86 |
PP |
97.45 |
97.45 |
97.45 |
97.62 |
S1 |
96.76 |
96.76 |
97.66 |
97.11 |
S2 |
95.70 |
95.70 |
97.50 |
|
S3 |
93.95 |
95.01 |
97.34 |
|
S4 |
92.20 |
93.26 |
96.86 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.62 |
107.19 |
100.00 |
|
R3 |
104.65 |
103.22 |
98.91 |
|
R2 |
100.68 |
100.68 |
98.55 |
|
R1 |
99.25 |
99.25 |
98.18 |
99.97 |
PP |
96.71 |
96.71 |
96.71 |
97.07 |
S1 |
95.28 |
95.28 |
97.46 |
96.00 |
S2 |
92.74 |
92.74 |
97.09 |
|
S3 |
88.77 |
91.31 |
96.73 |
|
S4 |
84.80 |
87.34 |
95.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.14 |
94.17 |
3.97 |
4.1% |
1.55 |
1.6% |
92% |
True |
False |
27,178 |
10 |
98.14 |
91.54 |
6.60 |
6.7% |
1.66 |
1.7% |
95% |
True |
False |
28,958 |
20 |
98.14 |
91.54 |
6.60 |
6.7% |
1.73 |
1.8% |
95% |
True |
False |
23,512 |
40 |
98.14 |
87.85 |
10.29 |
10.5% |
1.76 |
1.8% |
97% |
True |
False |
20,057 |
60 |
98.14 |
86.47 |
11.67 |
11.9% |
1.74 |
1.8% |
97% |
True |
False |
16,890 |
80 |
98.14 |
86.47 |
11.67 |
11.9% |
1.58 |
1.6% |
97% |
True |
False |
14,212 |
100 |
99.41 |
86.47 |
12.94 |
13.2% |
1.44 |
1.5% |
88% |
False |
False |
13,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.58 |
2.618 |
102.72 |
1.618 |
100.97 |
1.000 |
99.89 |
0.618 |
99.22 |
HIGH |
98.14 |
0.618 |
97.47 |
0.500 |
97.27 |
0.382 |
97.06 |
LOW |
96.39 |
0.618 |
95.31 |
1.000 |
94.64 |
1.618 |
93.56 |
2.618 |
91.81 |
4.250 |
88.95 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
97.64 |
97.33 |
PP |
97.45 |
96.83 |
S1 |
97.27 |
96.34 |
|