NYMEX Light Sweet Crude Oil Future December 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 |
96.60 |
96.83 |
0.23 |
0.2% |
95.20 |
High |
97.55 |
97.43 |
-0.12 |
-0.1% |
97.07 |
Low |
96.36 |
96.42 |
0.06 |
0.1% |
93.20 |
Close |
96.79 |
97.26 |
0.47 |
0.5% |
96.67 |
Range |
1.19 |
1.01 |
-0.18 |
-15.1% |
3.87 |
ATR |
1.75 |
1.70 |
-0.05 |
-3.0% |
0.00 |
Volume |
100,267 |
58,955 |
-41,312 |
-41.2% |
319,298 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.07 |
99.67 |
97.82 |
|
R3 |
99.06 |
98.66 |
97.54 |
|
R2 |
98.05 |
98.05 |
97.45 |
|
R1 |
97.65 |
97.65 |
97.35 |
97.85 |
PP |
97.04 |
97.04 |
97.04 |
97.14 |
S1 |
96.64 |
96.64 |
97.17 |
96.84 |
S2 |
96.03 |
96.03 |
97.07 |
|
S3 |
95.02 |
95.63 |
96.98 |
|
S4 |
94.01 |
94.62 |
96.70 |
|
|
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 |
93.51 |
4.04 |
4.2% |
1.50 |
1.5% |
93% |
False |
False |
61,597 |
10 |
97.55 |
92.83 |
4.72 |
4.9% |
1.51 |
1.5% |
94% |
False |
False |
71,026 |
20 |
97.55 |
90.69 |
6.86 |
7.1% |
1.72 |
1.8% |
96% |
False |
False |
62,852 |
40 |
97.55 |
87.49 |
10.06 |
10.3% |
1.82 |
1.9% |
97% |
False |
False |
60,051 |
60 |
97.55 |
85.52 |
12.03 |
12.4% |
1.82 |
1.9% |
98% |
False |
False |
58,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.72 |
2.618 |
100.07 |
1.618 |
99.06 |
1.000 |
98.44 |
0.618 |
98.05 |
HIGH |
97.43 |
0.618 |
97.04 |
0.500 |
96.93 |
0.382 |
96.81 |
LOW |
96.42 |
0.618 |
95.80 |
1.000 |
95.41 |
1.618 |
94.79 |
2.618 |
93.78 |
4.250 |
92.13 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
97.15 |
96.99 |
PP |
97.04 |
96.72 |
S1 |
96.93 |
96.46 |
|