NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
94.46 |
95.26 |
0.80 |
0.8% |
91.56 |
High |
95.78 |
96.38 |
0.60 |
0.6% |
95.87 |
Low |
94.46 |
94.65 |
0.19 |
0.2% |
91.22 |
Close |
95.40 |
96.20 |
0.80 |
0.8% |
95.58 |
Range |
1.32 |
1.73 |
0.41 |
31.1% |
4.65 |
ATR |
1.69 |
1.69 |
0.00 |
0.2% |
0.00 |
Volume |
15,408 |
13,419 |
-1,989 |
-12.9% |
101,360 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.93 |
100.30 |
97.15 |
|
R3 |
99.20 |
98.57 |
96.68 |
|
R2 |
97.47 |
97.47 |
96.52 |
|
R1 |
96.84 |
96.84 |
96.36 |
97.16 |
PP |
95.74 |
95.74 |
95.74 |
95.90 |
S1 |
95.11 |
95.11 |
96.04 |
95.43 |
S2 |
94.01 |
94.01 |
95.88 |
|
S3 |
92.28 |
93.38 |
95.72 |
|
S4 |
90.55 |
91.65 |
95.25 |
|
|
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 |
96.38 |
93.41 |
2.97 |
3.1% |
1.59 |
1.7% |
94% |
True |
False |
20,836 |
10 |
96.38 |
91.22 |
5.16 |
5.4% |
1.58 |
1.6% |
97% |
True |
False |
19,787 |
20 |
96.38 |
91.22 |
5.16 |
5.4% |
1.67 |
1.7% |
97% |
True |
False |
15,843 |
40 |
96.38 |
85.96 |
10.42 |
10.8% |
1.70 |
1.8% |
98% |
True |
False |
12,688 |
60 |
96.74 |
85.96 |
10.78 |
11.2% |
1.63 |
1.7% |
95% |
False |
False |
10,742 |
80 |
98.02 |
85.96 |
12.06 |
12.5% |
1.48 |
1.5% |
85% |
False |
False |
9,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.73 |
2.618 |
100.91 |
1.618 |
99.18 |
1.000 |
98.11 |
0.618 |
97.45 |
HIGH |
96.38 |
0.618 |
95.72 |
0.500 |
95.52 |
0.382 |
95.31 |
LOW |
94.65 |
0.618 |
93.58 |
1.000 |
92.92 |
1.618 |
91.85 |
2.618 |
90.12 |
4.250 |
87.30 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
95.97 |
95.82 |
PP |
95.74 |
95.44 |
S1 |
95.52 |
95.07 |
|