NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
95.73 |
95.03 |
-0.70 |
-0.7% |
91.56 |
| High |
95.73 |
95.25 |
-0.48 |
-0.5% |
95.87 |
| Low |
94.80 |
93.75 |
-1.05 |
-1.1% |
91.22 |
| Close |
95.42 |
94.96 |
-0.46 |
-0.5% |
95.58 |
| Range |
0.93 |
1.50 |
0.57 |
61.3% |
4.65 |
| ATR |
1.72 |
1.72 |
0.00 |
-0.2% |
0.00 |
| Volume |
37,077 |
15,106 |
-21,971 |
-59.3% |
101,360 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.15 |
98.56 |
95.79 |
|
| R3 |
97.65 |
97.06 |
95.37 |
|
| R2 |
96.15 |
96.15 |
95.24 |
|
| R1 |
95.56 |
95.56 |
95.10 |
95.11 |
| PP |
94.65 |
94.65 |
94.65 |
94.43 |
| S1 |
94.06 |
94.06 |
94.82 |
93.61 |
| S2 |
93.15 |
93.15 |
94.69 |
|
| S3 |
91.65 |
92.56 |
94.55 |
|
| S4 |
90.15 |
91.06 |
94.14 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.17 |
106.53 |
98.14 |
|
| R3 |
103.52 |
101.88 |
96.86 |
|
| R2 |
98.87 |
98.87 |
96.43 |
|
| R1 |
97.23 |
97.23 |
96.01 |
98.05 |
| PP |
94.22 |
94.22 |
94.22 |
94.64 |
| S1 |
92.58 |
92.58 |
95.15 |
93.40 |
| S2 |
89.57 |
89.57 |
94.73 |
|
| S3 |
84.92 |
87.93 |
94.30 |
|
| S4 |
80.27 |
83.28 |
93.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.87 |
93.29 |
2.58 |
2.7% |
1.38 |
1.5% |
65% |
False |
False |
22,662 |
| 10 |
95.87 |
91.22 |
4.65 |
4.9% |
1.70 |
1.8% |
80% |
False |
False |
20,015 |
| 20 |
96.30 |
91.22 |
5.08 |
5.3% |
1.70 |
1.8% |
74% |
False |
False |
15,270 |
| 40 |
96.30 |
85.96 |
10.34 |
10.9% |
1.74 |
1.8% |
87% |
False |
False |
12,486 |
| 60 |
96.74 |
85.96 |
10.78 |
11.4% |
1.63 |
1.7% |
83% |
False |
False |
10,418 |
| 80 |
98.23 |
85.96 |
12.27 |
12.9% |
1.47 |
1.5% |
73% |
False |
False |
8,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.63 |
|
2.618 |
99.18 |
|
1.618 |
97.68 |
|
1.000 |
96.75 |
|
0.618 |
96.18 |
|
HIGH |
95.25 |
|
0.618 |
94.68 |
|
0.500 |
94.50 |
|
0.382 |
94.32 |
|
LOW |
93.75 |
|
0.618 |
92.82 |
|
1.000 |
92.25 |
|
1.618 |
91.32 |
|
2.618 |
89.82 |
|
4.250 |
87.38 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.81 |
94.85 |
| PP |
94.65 |
94.75 |
| S1 |
94.50 |
94.64 |
|