NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
96.20 |
96.96 |
0.76 |
0.8% |
95.73 |
High |
97.63 |
98.20 |
0.57 |
0.6% |
97.63 |
Low |
96.20 |
96.94 |
0.74 |
0.8% |
93.75 |
Close |
97.30 |
97.39 |
0.09 |
0.1% |
97.30 |
Range |
1.43 |
1.26 |
-0.17 |
-11.9% |
3.88 |
ATR |
1.67 |
1.64 |
-0.03 |
-1.8% |
0.00 |
Volume |
17,395 |
25,126 |
7,731 |
44.4% |
98,405 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.29 |
100.60 |
98.08 |
|
R3 |
100.03 |
99.34 |
97.74 |
|
R2 |
98.77 |
98.77 |
97.62 |
|
R1 |
98.08 |
98.08 |
97.51 |
98.43 |
PP |
97.51 |
97.51 |
97.51 |
97.68 |
S1 |
96.82 |
96.82 |
97.27 |
97.17 |
S2 |
96.25 |
96.25 |
97.16 |
|
S3 |
94.99 |
95.56 |
97.04 |
|
S4 |
93.73 |
94.30 |
96.70 |
|
|
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 |
98.20 |
93.75 |
4.45 |
4.6% |
1.45 |
1.5% |
82% |
True |
False |
17,290 |
10 |
98.20 |
92.23 |
5.97 |
6.1% |
1.45 |
1.5% |
86% |
True |
False |
20,506 |
20 |
98.20 |
91.22 |
6.98 |
7.2% |
1.64 |
1.7% |
88% |
True |
False |
16,964 |
40 |
98.20 |
87.54 |
10.66 |
10.9% |
1.70 |
1.7% |
92% |
True |
False |
13,380 |
60 |
98.20 |
85.96 |
12.24 |
12.6% |
1.64 |
1.7% |
93% |
True |
False |
11,282 |
80 |
98.20 |
85.96 |
12.24 |
12.6% |
1.47 |
1.5% |
93% |
True |
False |
9,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.56 |
2.618 |
101.50 |
1.618 |
100.24 |
1.000 |
99.46 |
0.618 |
98.98 |
HIGH |
98.20 |
0.618 |
97.72 |
0.500 |
97.57 |
0.382 |
97.42 |
LOW |
96.94 |
0.618 |
96.16 |
1.000 |
95.68 |
1.618 |
94.90 |
2.618 |
93.64 |
4.250 |
91.59 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
97.57 |
97.07 |
PP |
97.51 |
96.75 |
S1 |
97.45 |
96.43 |
|