NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
95.03 |
94.46 |
-0.57 |
-0.6% |
91.56 |
High |
95.25 |
95.78 |
0.53 |
0.6% |
95.87 |
Low |
93.75 |
94.46 |
0.71 |
0.8% |
91.22 |
Close |
94.96 |
95.40 |
0.44 |
0.5% |
95.58 |
Range |
1.50 |
1.32 |
-0.18 |
-12.0% |
4.65 |
ATR |
1.72 |
1.69 |
-0.03 |
-1.7% |
0.00 |
Volume |
15,106 |
15,408 |
302 |
2.0% |
101,360 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.17 |
98.61 |
96.13 |
|
R3 |
97.85 |
97.29 |
95.76 |
|
R2 |
96.53 |
96.53 |
95.64 |
|
R1 |
95.97 |
95.97 |
95.52 |
96.25 |
PP |
95.21 |
95.21 |
95.21 |
95.36 |
S1 |
94.65 |
94.65 |
95.28 |
94.93 |
S2 |
93.89 |
93.89 |
95.16 |
|
S3 |
92.57 |
93.33 |
95.04 |
|
S4 |
91.25 |
92.01 |
94.67 |
|
|
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 |
93.41 |
2.46 |
2.6% |
1.45 |
1.5% |
81% |
False |
False |
21,603 |
10 |
95.87 |
91.22 |
4.65 |
4.9% |
1.61 |
1.7% |
90% |
False |
False |
20,281 |
20 |
96.30 |
91.22 |
5.08 |
5.3% |
1.69 |
1.8% |
82% |
False |
False |
15,609 |
40 |
96.30 |
85.96 |
10.34 |
10.8% |
1.73 |
1.8% |
91% |
False |
False |
12,589 |
60 |
96.74 |
85.96 |
10.78 |
11.3% |
1.63 |
1.7% |
88% |
False |
False |
10,615 |
80 |
98.02 |
85.96 |
12.06 |
12.6% |
1.47 |
1.5% |
78% |
False |
False |
9,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.39 |
2.618 |
99.24 |
1.618 |
97.92 |
1.000 |
97.10 |
0.618 |
96.60 |
HIGH |
95.78 |
0.618 |
95.28 |
0.500 |
95.12 |
0.382 |
94.96 |
LOW |
94.46 |
0.618 |
93.64 |
1.000 |
93.14 |
1.618 |
92.32 |
2.618 |
91.00 |
4.250 |
88.85 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
95.31 |
95.19 |
PP |
95.21 |
94.98 |
S1 |
95.12 |
94.77 |
|