NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
96.83 |
97.30 |
0.47 |
0.5% |
95.20 |
High |
97.43 |
97.78 |
0.35 |
0.4% |
97.07 |
Low |
96.42 |
96.59 |
0.17 |
0.2% |
93.20 |
Close |
97.26 |
97.22 |
-0.04 |
0.0% |
96.67 |
Range |
1.01 |
1.19 |
0.18 |
17.8% |
3.87 |
ATR |
1.70 |
1.66 |
-0.04 |
-2.1% |
0.00 |
Volume |
58,955 |
48,479 |
-10,476 |
-17.8% |
319,298 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.77 |
100.18 |
97.87 |
|
R3 |
99.58 |
98.99 |
97.55 |
|
R2 |
98.39 |
98.39 |
97.44 |
|
R1 |
97.80 |
97.80 |
97.33 |
97.50 |
PP |
97.20 |
97.20 |
97.20 |
97.05 |
S1 |
96.61 |
96.61 |
97.11 |
96.31 |
S2 |
96.01 |
96.01 |
97.00 |
|
S3 |
94.82 |
95.42 |
96.89 |
|
S4 |
93.63 |
94.23 |
96.57 |
|
|
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 |
97.78 |
94.08 |
3.70 |
3.8% |
1.37 |
1.4% |
85% |
True |
False |
60,966 |
10 |
97.78 |
92.88 |
4.90 |
5.0% |
1.53 |
1.6% |
89% |
True |
False |
67,631 |
20 |
97.78 |
90.69 |
7.09 |
7.3% |
1.72 |
1.8% |
92% |
True |
False |
62,189 |
40 |
97.78 |
88.78 |
9.00 |
9.3% |
1.81 |
1.9% |
94% |
True |
False |
60,465 |
60 |
97.78 |
85.52 |
12.26 |
12.6% |
1.81 |
1.9% |
95% |
True |
False |
59,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.84 |
2.618 |
100.90 |
1.618 |
99.71 |
1.000 |
98.97 |
0.618 |
98.52 |
HIGH |
97.78 |
0.618 |
97.33 |
0.500 |
97.19 |
0.382 |
97.04 |
LOW |
96.59 |
0.618 |
95.85 |
1.000 |
95.40 |
1.618 |
94.66 |
2.618 |
93.47 |
4.250 |
91.53 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
97.21 |
97.17 |
PP |
97.20 |
97.12 |
S1 |
97.19 |
97.07 |
|