NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
97.99 |
96.95 |
-1.04 |
-1.1% |
95.73 |
High |
98.41 |
96.96 |
-1.45 |
-1.5% |
97.63 |
Low |
97.23 |
93.86 |
-3.37 |
-3.5% |
93.75 |
Close |
97.84 |
94.31 |
-3.53 |
-3.6% |
97.30 |
Range |
1.18 |
3.10 |
1.92 |
162.7% |
3.88 |
ATR |
1.57 |
1.74 |
0.17 |
11.0% |
0.00 |
Volume |
17,579 |
25,518 |
7,939 |
45.2% |
98,405 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.34 |
102.43 |
96.02 |
|
R3 |
101.24 |
99.33 |
95.16 |
|
R2 |
98.14 |
98.14 |
94.88 |
|
R1 |
96.23 |
96.23 |
94.59 |
95.64 |
PP |
95.04 |
95.04 |
95.04 |
94.75 |
S1 |
93.13 |
93.13 |
94.03 |
92.54 |
S2 |
91.94 |
91.94 |
93.74 |
|
S3 |
88.84 |
90.03 |
93.46 |
|
S4 |
85.74 |
86.93 |
92.61 |
|
|
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 |
98.41 |
93.86 |
4.55 |
4.8% |
1.59 |
1.7% |
10% |
False |
True |
21,301 |
10 |
98.41 |
93.41 |
5.00 |
5.3% |
1.59 |
1.7% |
18% |
False |
False |
21,069 |
20 |
98.41 |
91.22 |
7.19 |
7.6% |
1.68 |
1.8% |
43% |
False |
False |
18,444 |
40 |
98.41 |
89.26 |
9.15 |
9.7% |
1.70 |
1.8% |
55% |
False |
False |
14,493 |
60 |
98.41 |
85.96 |
12.45 |
13.2% |
1.66 |
1.8% |
67% |
False |
False |
12,107 |
80 |
98.41 |
85.96 |
12.45 |
13.2% |
1.51 |
1.6% |
67% |
False |
False |
10,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.14 |
2.618 |
105.08 |
1.618 |
101.98 |
1.000 |
100.06 |
0.618 |
98.88 |
HIGH |
96.96 |
0.618 |
95.78 |
0.500 |
95.41 |
0.382 |
95.04 |
LOW |
93.86 |
0.618 |
91.94 |
1.000 |
90.76 |
1.618 |
88.84 |
2.618 |
85.74 |
4.250 |
80.69 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
95.41 |
96.14 |
PP |
95.04 |
95.53 |
S1 |
94.68 |
94.92 |
|