NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
98.01 |
98.50 |
0.49 |
0.5% |
96.10 |
High |
98.58 |
98.93 |
0.35 |
0.4% |
98.14 |
Low |
97.56 |
97.70 |
0.14 |
0.1% |
94.17 |
Close |
98.43 |
98.31 |
-0.12 |
-0.1% |
97.82 |
Range |
1.02 |
1.23 |
0.21 |
20.6% |
3.97 |
ATR |
1.69 |
1.65 |
-0.03 |
-1.9% |
0.00 |
Volume |
27,501 |
25,852 |
-1,649 |
-6.0% |
135,894 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.00 |
101.39 |
98.99 |
|
R3 |
100.77 |
100.16 |
98.65 |
|
R2 |
99.54 |
99.54 |
98.54 |
|
R1 |
98.93 |
98.93 |
98.42 |
98.62 |
PP |
98.31 |
98.31 |
98.31 |
98.16 |
S1 |
97.70 |
97.70 |
98.20 |
97.39 |
S2 |
97.08 |
97.08 |
98.08 |
|
S3 |
95.85 |
96.47 |
97.97 |
|
S4 |
94.62 |
95.24 |
97.63 |
|
|
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 |
98.93 |
95.09 |
3.84 |
3.9% |
1.41 |
1.4% |
84% |
True |
False |
27,442 |
10 |
98.93 |
93.86 |
5.07 |
5.2% |
1.51 |
1.5% |
88% |
True |
False |
29,215 |
20 |
98.93 |
91.54 |
7.39 |
7.5% |
1.70 |
1.7% |
92% |
True |
False |
25,655 |
40 |
98.93 |
89.40 |
9.53 |
9.7% |
1.76 |
1.8% |
93% |
True |
False |
21,818 |
60 |
98.93 |
86.47 |
12.46 |
12.7% |
1.74 |
1.8% |
95% |
True |
False |
18,186 |
80 |
98.93 |
86.47 |
12.46 |
12.7% |
1.57 |
1.6% |
95% |
True |
False |
15,198 |
100 |
99.41 |
86.47 |
12.94 |
13.2% |
1.45 |
1.5% |
91% |
False |
False |
13,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.16 |
2.618 |
102.15 |
1.618 |
100.92 |
1.000 |
100.16 |
0.618 |
99.69 |
HIGH |
98.93 |
0.618 |
98.46 |
0.500 |
98.32 |
0.382 |
98.17 |
LOW |
97.70 |
0.618 |
96.94 |
1.000 |
96.47 |
1.618 |
95.71 |
2.618 |
94.48 |
4.250 |
92.47 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
98.32 |
98.27 |
PP |
98.31 |
98.22 |
S1 |
98.31 |
98.18 |
|