NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
94.96 |
93.94 |
-1.02 |
-1.1% |
91.28 |
High |
94.96 |
95.37 |
0.41 |
0.4% |
95.30 |
Low |
93.20 |
93.51 |
0.31 |
0.3% |
90.69 |
Close |
94.42 |
94.85 |
0.43 |
0.5% |
95.01 |
Range |
1.76 |
1.86 |
0.10 |
5.7% |
4.61 |
ATR |
1.80 |
1.81 |
0.00 |
0.2% |
0.00 |
Volume |
58,006 |
51,635 |
-6,371 |
-11.0% |
361,488 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.16 |
99.36 |
95.87 |
|
R3 |
98.30 |
97.50 |
95.36 |
|
R2 |
96.44 |
96.44 |
95.19 |
|
R1 |
95.64 |
95.64 |
95.02 |
96.04 |
PP |
94.58 |
94.58 |
94.58 |
94.78 |
S1 |
93.78 |
93.78 |
94.68 |
94.18 |
S2 |
92.72 |
92.72 |
94.51 |
|
S3 |
90.86 |
91.92 |
94.34 |
|
S4 |
89.00 |
90.06 |
93.83 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.50 |
105.86 |
97.55 |
|
R3 |
102.89 |
101.25 |
96.28 |
|
R2 |
98.28 |
98.28 |
95.86 |
|
R1 |
96.64 |
96.64 |
95.43 |
97.46 |
PP |
93.67 |
93.67 |
93.67 |
94.08 |
S1 |
92.03 |
92.03 |
94.59 |
92.85 |
S2 |
89.06 |
89.06 |
94.16 |
|
S3 |
84.45 |
87.42 |
93.74 |
|
S4 |
79.84 |
82.81 |
92.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.37 |
92.88 |
2.49 |
2.6% |
1.68 |
1.8% |
79% |
True |
False |
74,296 |
10 |
95.37 |
90.69 |
4.68 |
4.9% |
1.77 |
1.9% |
89% |
True |
False |
69,108 |
20 |
95.75 |
90.69 |
5.06 |
5.3% |
1.81 |
1.9% |
82% |
False |
False |
61,001 |
40 |
95.75 |
85.52 |
10.23 |
10.8% |
1.88 |
2.0% |
91% |
False |
False |
60,110 |
60 |
96.43 |
85.52 |
10.91 |
11.5% |
1.81 |
1.9% |
86% |
False |
False |
57,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.28 |
2.618 |
100.24 |
1.618 |
98.38 |
1.000 |
97.23 |
0.618 |
96.52 |
HIGH |
95.37 |
0.618 |
94.66 |
0.500 |
94.44 |
0.382 |
94.22 |
LOW |
93.51 |
0.618 |
92.36 |
1.000 |
91.65 |
1.618 |
90.50 |
2.618 |
88.64 |
4.250 |
85.61 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
94.71 |
94.66 |
PP |
94.58 |
94.47 |
S1 |
94.44 |
94.29 |
|