NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
96.44 |
96.11 |
-0.33 |
-0.3% |
92.12 |
| High |
96.55 |
96.16 |
-0.39 |
-0.4% |
96.61 |
| Low |
95.51 |
94.38 |
-1.13 |
-1.2% |
91.68 |
| Close |
96.07 |
95.66 |
-0.41 |
-0.4% |
96.32 |
| Range |
1.04 |
1.78 |
0.74 |
71.2% |
4.93 |
| ATR |
1.90 |
1.90 |
-0.01 |
-0.5% |
0.00 |
| Volume |
100,109 |
69,874 |
-30,235 |
-30.2% |
351,977 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.74 |
99.98 |
96.64 |
|
| R3 |
98.96 |
98.20 |
96.15 |
|
| R2 |
97.18 |
97.18 |
95.99 |
|
| R1 |
96.42 |
96.42 |
95.82 |
95.91 |
| PP |
95.40 |
95.40 |
95.40 |
95.15 |
| S1 |
94.64 |
94.64 |
95.50 |
94.13 |
| S2 |
93.62 |
93.62 |
95.33 |
|
| S3 |
91.84 |
92.86 |
95.17 |
|
| S4 |
90.06 |
91.08 |
94.68 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.66 |
107.92 |
99.03 |
|
| R3 |
104.73 |
102.99 |
97.68 |
|
| R2 |
99.80 |
99.80 |
97.22 |
|
| R1 |
98.06 |
98.06 |
96.77 |
98.93 |
| PP |
94.87 |
94.87 |
94.87 |
95.31 |
| S1 |
93.13 |
93.13 |
95.87 |
94.00 |
| S2 |
89.94 |
89.94 |
95.42 |
|
| S3 |
85.01 |
88.20 |
94.96 |
|
| S4 |
80.08 |
83.27 |
93.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.61 |
93.73 |
2.88 |
3.0% |
1.61 |
1.7% |
67% |
False |
False |
73,709 |
| 10 |
96.61 |
91.68 |
4.93 |
5.2% |
1.90 |
2.0% |
81% |
False |
False |
70,374 |
| 20 |
97.28 |
91.68 |
5.60 |
5.9% |
1.90 |
2.0% |
71% |
False |
False |
54,630 |
| 40 |
97.28 |
86.26 |
11.02 |
11.5% |
1.97 |
2.1% |
85% |
False |
False |
45,796 |
| 60 |
97.66 |
86.26 |
11.40 |
11.9% |
1.86 |
1.9% |
82% |
False |
False |
38,380 |
| 80 |
99.21 |
86.26 |
12.95 |
13.5% |
1.72 |
1.8% |
73% |
False |
False |
32,417 |
| 100 |
99.69 |
86.26 |
13.43 |
14.0% |
1.58 |
1.7% |
70% |
False |
False |
29,617 |
| 120 |
99.69 |
86.26 |
13.43 |
14.0% |
1.48 |
1.5% |
70% |
False |
False |
25,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.73 |
|
2.618 |
100.82 |
|
1.618 |
99.04 |
|
1.000 |
97.94 |
|
0.618 |
97.26 |
|
HIGH |
96.16 |
|
0.618 |
95.48 |
|
0.500 |
95.27 |
|
0.382 |
95.06 |
|
LOW |
94.38 |
|
0.618 |
93.28 |
|
1.000 |
92.60 |
|
1.618 |
91.50 |
|
2.618 |
89.72 |
|
4.250 |
86.82 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.53 |
95.55 |
| PP |
95.40 |
95.43 |
| S1 |
95.27 |
95.32 |
|