NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
96.96 |
97.17 |
0.21 |
0.2% |
95.73 |
High |
98.20 |
98.05 |
-0.15 |
-0.2% |
97.63 |
Low |
96.94 |
97.06 |
0.12 |
0.1% |
93.75 |
Close |
97.39 |
97.90 |
0.51 |
0.5% |
97.30 |
Range |
1.26 |
0.99 |
-0.27 |
-21.4% |
3.88 |
ATR |
1.64 |
1.60 |
-0.05 |
-2.8% |
0.00 |
Volume |
25,126 |
20,889 |
-4,237 |
-16.9% |
98,405 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.64 |
100.26 |
98.44 |
|
R3 |
99.65 |
99.27 |
98.17 |
|
R2 |
98.66 |
98.66 |
98.08 |
|
R1 |
98.28 |
98.28 |
97.99 |
98.47 |
PP |
97.67 |
97.67 |
97.67 |
97.77 |
S1 |
97.29 |
97.29 |
97.81 |
97.48 |
S2 |
96.68 |
96.68 |
97.72 |
|
S3 |
95.69 |
96.30 |
97.63 |
|
S4 |
94.70 |
95.31 |
97.36 |
|
|
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 |
94.46 |
3.74 |
3.8% |
1.35 |
1.4% |
92% |
False |
False |
18,447 |
10 |
98.20 |
93.29 |
4.91 |
5.0% |
1.37 |
1.4% |
94% |
False |
False |
20,555 |
20 |
98.20 |
91.22 |
6.98 |
7.1% |
1.61 |
1.6% |
96% |
False |
False |
17,374 |
40 |
98.20 |
87.81 |
10.39 |
10.6% |
1.68 |
1.7% |
97% |
False |
False |
13,828 |
60 |
98.20 |
85.96 |
12.24 |
12.5% |
1.64 |
1.7% |
98% |
False |
False |
11,586 |
80 |
98.20 |
85.96 |
12.24 |
12.5% |
1.48 |
1.5% |
98% |
False |
False |
9,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.26 |
2.618 |
100.64 |
1.618 |
99.65 |
1.000 |
99.04 |
0.618 |
98.66 |
HIGH |
98.05 |
0.618 |
97.67 |
0.500 |
97.56 |
0.382 |
97.44 |
LOW |
97.06 |
0.618 |
96.45 |
1.000 |
96.07 |
1.618 |
95.46 |
2.618 |
94.47 |
4.250 |
92.85 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
97.79 |
97.67 |
PP |
97.67 |
97.43 |
S1 |
97.56 |
97.20 |
|