NYMEX Light Sweet Crude Oil Future December 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 |
95.58 |
96.60 |
1.02 |
1.1% |
95.20 |
| High |
97.07 |
97.55 |
0.48 |
0.5% |
97.07 |
| Low |
95.36 |
96.36 |
1.00 |
1.0% |
93.20 |
| Close |
96.67 |
96.79 |
0.12 |
0.1% |
96.67 |
| Range |
1.71 |
1.19 |
-0.52 |
-30.4% |
3.87 |
| ATR |
1.80 |
1.75 |
-0.04 |
-2.4% |
0.00 |
| Volume |
50,876 |
100,267 |
49,391 |
97.1% |
319,298 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.47 |
99.82 |
97.44 |
|
| R3 |
99.28 |
98.63 |
97.12 |
|
| R2 |
98.09 |
98.09 |
97.01 |
|
| R1 |
97.44 |
97.44 |
96.90 |
97.77 |
| PP |
96.90 |
96.90 |
96.90 |
97.06 |
| S1 |
96.25 |
96.25 |
96.68 |
96.58 |
| S2 |
95.71 |
95.71 |
96.57 |
|
| S3 |
94.52 |
95.06 |
96.46 |
|
| S4 |
93.33 |
93.87 |
96.14 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.26 |
105.83 |
98.80 |
|
| R3 |
103.39 |
101.96 |
97.73 |
|
| R2 |
99.52 |
99.52 |
97.38 |
|
| R1 |
98.09 |
98.09 |
97.02 |
98.81 |
| PP |
95.65 |
95.65 |
95.65 |
96.00 |
| S1 |
94.22 |
94.22 |
96.32 |
94.94 |
| S2 |
91.78 |
91.78 |
95.96 |
|
| S3 |
87.91 |
90.35 |
95.61 |
|
| S4 |
84.04 |
86.48 |
94.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.55 |
93.20 |
4.35 |
4.5% |
1.65 |
1.7% |
83% |
True |
False |
61,408 |
| 10 |
97.55 |
91.80 |
5.75 |
5.9% |
1.60 |
1.6% |
87% |
True |
False |
72,268 |
| 20 |
97.55 |
90.69 |
6.86 |
7.1% |
1.75 |
1.8% |
89% |
True |
False |
62,703 |
| 40 |
97.55 |
87.15 |
10.40 |
10.7% |
1.84 |
1.9% |
93% |
True |
False |
59,513 |
| 60 |
97.55 |
85.52 |
12.03 |
12.4% |
1.82 |
1.9% |
94% |
True |
False |
58,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.61 |
|
2.618 |
100.67 |
|
1.618 |
99.48 |
|
1.000 |
98.74 |
|
0.618 |
98.29 |
|
HIGH |
97.55 |
|
0.618 |
97.10 |
|
0.500 |
96.96 |
|
0.382 |
96.81 |
|
LOW |
96.36 |
|
0.618 |
95.62 |
|
1.000 |
95.17 |
|
1.618 |
94.43 |
|
2.618 |
93.24 |
|
4.250 |
91.30 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.96 |
96.47 |
| PP |
96.90 |
96.14 |
| S1 |
96.85 |
95.82 |
|