NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
97.66 |
98.01 |
0.35 |
0.4% |
96.10 |
High |
98.73 |
98.58 |
-0.15 |
-0.2% |
98.14 |
Low |
97.43 |
97.56 |
0.13 |
0.1% |
94.17 |
Close |
97.87 |
98.43 |
0.56 |
0.6% |
97.82 |
Range |
1.30 |
1.02 |
-0.28 |
-21.5% |
3.97 |
ATR |
1.74 |
1.69 |
-0.05 |
-3.0% |
0.00 |
Volume |
41,498 |
27,501 |
-13,997 |
-33.7% |
135,894 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.25 |
100.86 |
98.99 |
|
R3 |
100.23 |
99.84 |
98.71 |
|
R2 |
99.21 |
99.21 |
98.62 |
|
R1 |
98.82 |
98.82 |
98.52 |
99.02 |
PP |
98.19 |
98.19 |
98.19 |
98.29 |
S1 |
97.80 |
97.80 |
98.34 |
98.00 |
S2 |
97.17 |
97.17 |
98.24 |
|
S3 |
96.15 |
96.78 |
98.15 |
|
S4 |
95.13 |
95.76 |
97.87 |
|
|
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 |
98.73 |
94.54 |
4.19 |
4.3% |
1.52 |
1.5% |
93% |
False |
False |
27,629 |
10 |
98.73 |
93.71 |
5.02 |
5.1% |
1.48 |
1.5% |
94% |
False |
False |
29,850 |
20 |
98.73 |
91.54 |
7.19 |
7.3% |
1.69 |
1.7% |
96% |
False |
False |
25,186 |
40 |
98.73 |
88.13 |
10.60 |
10.8% |
1.77 |
1.8% |
97% |
False |
False |
21,359 |
60 |
98.73 |
86.47 |
12.26 |
12.5% |
1.74 |
1.8% |
98% |
False |
False |
17,872 |
80 |
98.73 |
86.47 |
12.26 |
12.5% |
1.57 |
1.6% |
98% |
False |
False |
14,920 |
100 |
99.41 |
86.47 |
12.94 |
13.1% |
1.45 |
1.5% |
92% |
False |
False |
13,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.92 |
2.618 |
101.25 |
1.618 |
100.23 |
1.000 |
99.60 |
0.618 |
99.21 |
HIGH |
98.58 |
0.618 |
98.19 |
0.500 |
98.07 |
0.382 |
97.95 |
LOW |
97.56 |
0.618 |
96.93 |
1.000 |
96.54 |
1.618 |
95.91 |
2.618 |
94.89 |
4.250 |
93.23 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
98.31 |
98.14 |
PP |
98.19 |
97.85 |
S1 |
98.07 |
97.56 |
|