NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
94.72 |
96.09 |
1.37 |
1.4% |
91.73 |
| High |
96.39 |
96.25 |
-0.14 |
-0.1% |
96.39 |
| Low |
93.72 |
95.19 |
1.47 |
1.6% |
91.26 |
| Close |
96.03 |
95.77 |
-0.26 |
-0.3% |
96.03 |
| Range |
2.67 |
1.06 |
-1.61 |
-60.3% |
5.13 |
| ATR |
2.07 |
2.00 |
-0.07 |
-3.5% |
0.00 |
| Volume |
330,833 |
234,601 |
-96,232 |
-29.1% |
1,455,516 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.92 |
98.40 |
96.35 |
|
| R3 |
97.86 |
97.34 |
96.06 |
|
| R2 |
96.80 |
96.80 |
95.96 |
|
| R1 |
96.28 |
96.28 |
95.87 |
96.01 |
| PP |
95.74 |
95.74 |
95.74 |
95.60 |
| S1 |
95.22 |
95.22 |
95.67 |
94.95 |
| S2 |
94.68 |
94.68 |
95.58 |
|
| S3 |
93.62 |
94.16 |
95.48 |
|
| S4 |
92.56 |
93.10 |
95.19 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.95 |
108.12 |
98.85 |
|
| R3 |
104.82 |
102.99 |
97.44 |
|
| R2 |
99.69 |
99.69 |
96.97 |
|
| R1 |
97.86 |
97.86 |
96.50 |
98.78 |
| PP |
94.56 |
94.56 |
94.56 |
95.02 |
| S1 |
92.73 |
92.73 |
95.56 |
93.65 |
| S2 |
89.43 |
89.43 |
95.09 |
|
| S3 |
84.30 |
87.60 |
94.62 |
|
| S4 |
79.17 |
82.47 |
93.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.39 |
92.38 |
4.01 |
4.2% |
1.69 |
1.8% |
85% |
False |
False |
280,528 |
| 10 |
96.39 |
91.26 |
5.13 |
5.4% |
2.06 |
2.2% |
88% |
False |
False |
278,740 |
| 20 |
97.35 |
91.26 |
6.09 |
6.4% |
1.96 |
2.0% |
74% |
False |
False |
244,735 |
| 40 |
97.38 |
86.16 |
11.22 |
11.7% |
2.13 |
2.2% |
86% |
False |
False |
160,180 |
| 60 |
98.22 |
86.16 |
12.06 |
12.6% |
1.99 |
2.1% |
80% |
False |
False |
121,046 |
| 80 |
99.44 |
86.16 |
13.28 |
13.9% |
1.85 |
1.9% |
72% |
False |
False |
96,618 |
| 100 |
99.77 |
86.16 |
13.61 |
14.2% |
1.73 |
1.8% |
71% |
False |
False |
82,516 |
| 120 |
99.77 |
86.16 |
13.61 |
14.2% |
1.62 |
1.7% |
71% |
False |
False |
70,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.76 |
|
2.618 |
99.03 |
|
1.618 |
97.97 |
|
1.000 |
97.31 |
|
0.618 |
96.91 |
|
HIGH |
96.25 |
|
0.618 |
95.85 |
|
0.500 |
95.72 |
|
0.382 |
95.59 |
|
LOW |
95.19 |
|
0.618 |
94.53 |
|
1.000 |
94.13 |
|
1.618 |
93.47 |
|
2.618 |
92.41 |
|
4.250 |
90.69 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.75 |
95.53 |
| PP |
95.74 |
95.28 |
| S1 |
95.72 |
95.04 |
|