NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
95.77 |
96.64 |
0.87 |
0.9% |
96.09 |
| High |
96.92 |
98.25 |
1.33 |
1.4% |
98.25 |
| Low |
95.02 |
96.42 |
1.40 |
1.5% |
94.04 |
| Close |
96.69 |
97.85 |
1.16 |
1.2% |
97.85 |
| Range |
1.90 |
1.83 |
-0.07 |
-3.7% |
4.21 |
| ATR |
1.98 |
1.97 |
-0.01 |
-0.6% |
0.00 |
| Volume |
224,449 |
240,906 |
16,457 |
7.3% |
1,202,300 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.00 |
102.25 |
98.86 |
|
| R3 |
101.17 |
100.42 |
98.35 |
|
| R2 |
99.34 |
99.34 |
98.19 |
|
| R1 |
98.59 |
98.59 |
98.02 |
98.97 |
| PP |
97.51 |
97.51 |
97.51 |
97.69 |
| S1 |
96.76 |
96.76 |
97.68 |
97.14 |
| S2 |
95.68 |
95.68 |
97.51 |
|
| S3 |
93.85 |
94.93 |
97.35 |
|
| S4 |
92.02 |
93.10 |
96.84 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.34 |
107.81 |
100.17 |
|
| R3 |
105.13 |
103.60 |
99.01 |
|
| R2 |
100.92 |
100.92 |
98.62 |
|
| R1 |
99.39 |
99.39 |
98.24 |
100.16 |
| PP |
96.71 |
96.71 |
96.71 |
97.10 |
| S1 |
95.18 |
95.18 |
97.46 |
95.95 |
| S2 |
92.50 |
92.50 |
97.08 |
|
| S3 |
88.29 |
90.97 |
96.69 |
|
| S4 |
84.08 |
86.76 |
95.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.25 |
94.04 |
4.21 |
4.3% |
1.73 |
1.8% |
90% |
True |
False |
240,460 |
| 10 |
98.25 |
91.26 |
6.99 |
7.1% |
1.85 |
1.9% |
94% |
True |
False |
265,781 |
| 20 |
98.25 |
91.26 |
6.99 |
7.1% |
1.95 |
2.0% |
94% |
True |
False |
264,952 |
| 40 |
98.25 |
87.94 |
10.31 |
10.5% |
2.02 |
2.1% |
96% |
True |
False |
177,520 |
| 60 |
98.25 |
86.16 |
12.09 |
12.4% |
2.02 |
2.1% |
97% |
True |
False |
135,379 |
| 80 |
98.25 |
86.16 |
12.09 |
12.4% |
1.85 |
1.9% |
97% |
True |
False |
107,628 |
| 100 |
99.77 |
86.16 |
13.61 |
13.9% |
1.76 |
1.8% |
86% |
False |
False |
91,521 |
| 120 |
99.77 |
86.16 |
13.61 |
13.9% |
1.65 |
1.7% |
86% |
False |
False |
78,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.03 |
|
2.618 |
103.04 |
|
1.618 |
101.21 |
|
1.000 |
100.08 |
|
0.618 |
99.38 |
|
HIGH |
98.25 |
|
0.618 |
97.55 |
|
0.500 |
97.34 |
|
0.382 |
97.12 |
|
LOW |
96.42 |
|
0.618 |
95.29 |
|
1.000 |
94.59 |
|
1.618 |
93.46 |
|
2.618 |
91.63 |
|
4.250 |
88.64 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.68 |
97.35 |
| PP |
97.51 |
96.85 |
| S1 |
97.34 |
96.36 |
|