NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
95.26 |
96.20 |
0.94 |
1.0% |
95.73 |
High |
96.38 |
97.63 |
1.25 |
1.3% |
97.63 |
Low |
94.65 |
96.20 |
1.55 |
1.6% |
93.75 |
Close |
96.20 |
97.30 |
1.10 |
1.1% |
97.30 |
Range |
1.73 |
1.43 |
-0.30 |
-17.3% |
3.88 |
ATR |
1.69 |
1.67 |
-0.02 |
-1.1% |
0.00 |
Volume |
13,419 |
17,395 |
3,976 |
29.6% |
98,405 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.33 |
100.75 |
98.09 |
|
R3 |
99.90 |
99.32 |
97.69 |
|
R2 |
98.47 |
98.47 |
97.56 |
|
R1 |
97.89 |
97.89 |
97.43 |
98.18 |
PP |
97.04 |
97.04 |
97.04 |
97.19 |
S1 |
96.46 |
96.46 |
97.17 |
96.75 |
S2 |
95.61 |
95.61 |
97.04 |
|
S3 |
94.18 |
95.03 |
96.91 |
|
S4 |
92.75 |
93.60 |
96.51 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.87 |
106.46 |
99.43 |
|
R3 |
103.99 |
102.58 |
98.37 |
|
R2 |
100.11 |
100.11 |
98.01 |
|
R1 |
98.70 |
98.70 |
97.66 |
99.41 |
PP |
96.23 |
96.23 |
96.23 |
96.58 |
S1 |
94.82 |
94.82 |
96.94 |
95.53 |
S2 |
92.35 |
92.35 |
96.59 |
|
S3 |
88.47 |
90.94 |
96.23 |
|
S4 |
84.59 |
87.06 |
95.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.63 |
93.75 |
3.88 |
4.0% |
1.38 |
1.4% |
91% |
True |
False |
19,681 |
10 |
97.63 |
91.22 |
6.41 |
6.6% |
1.54 |
1.6% |
95% |
True |
False |
19,976 |
20 |
97.63 |
91.22 |
6.41 |
6.6% |
1.65 |
1.7% |
95% |
True |
False |
16,209 |
40 |
97.63 |
87.50 |
10.13 |
10.4% |
1.68 |
1.7% |
97% |
True |
False |
12,931 |
60 |
97.63 |
85.96 |
11.67 |
12.0% |
1.64 |
1.7% |
97% |
True |
False |
10,932 |
80 |
97.63 |
85.96 |
11.67 |
12.0% |
1.46 |
1.5% |
97% |
True |
False |
9,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.71 |
2.618 |
101.37 |
1.618 |
99.94 |
1.000 |
99.06 |
0.618 |
98.51 |
HIGH |
97.63 |
0.618 |
97.08 |
0.500 |
96.92 |
0.382 |
96.75 |
LOW |
96.20 |
0.618 |
95.32 |
1.000 |
94.77 |
1.618 |
93.89 |
2.618 |
92.46 |
4.250 |
90.12 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
97.17 |
96.88 |
PP |
97.04 |
96.46 |
S1 |
96.92 |
96.05 |
|