NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
98.59 |
95.80 |
-2.79 |
-2.8% |
96.09 |
| High |
99.01 |
95.80 |
-3.21 |
-3.2% |
98.25 |
| Low |
97.57 |
95.25 |
-2.32 |
-2.4% |
94.04 |
| Close |
98.24 |
95.40 |
-2.84 |
-2.9% |
97.85 |
| Range |
1.44 |
0.55 |
-0.89 |
-61.8% |
4.21 |
| ATR |
1.85 |
1.93 |
0.08 |
4.4% |
0.00 |
| Volume |
111,300 |
21,012 |
-90,288 |
-81.1% |
1,202,300 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.13 |
96.82 |
95.70 |
|
| R3 |
96.58 |
96.27 |
95.55 |
|
| R2 |
96.03 |
96.03 |
95.50 |
|
| R1 |
95.72 |
95.72 |
95.45 |
95.60 |
| PP |
95.48 |
95.48 |
95.48 |
95.43 |
| S1 |
95.17 |
95.17 |
95.35 |
95.05 |
| S2 |
94.93 |
94.93 |
95.30 |
|
| S3 |
94.38 |
94.62 |
95.25 |
|
| S4 |
93.83 |
94.07 |
95.10 |
|
|
| 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 |
99.01 |
95.25 |
3.76 |
3.9% |
1.29 |
1.4% |
4% |
False |
True |
152,326 |
| 10 |
99.01 |
93.72 |
5.29 |
5.5% |
1.59 |
1.7% |
32% |
False |
False |
205,385 |
| 20 |
99.01 |
91.26 |
7.75 |
8.1% |
1.82 |
1.9% |
53% |
False |
False |
240,172 |
| 40 |
99.01 |
90.32 |
8.69 |
9.1% |
1.95 |
2.0% |
58% |
False |
False |
184,845 |
| 60 |
99.01 |
86.16 |
12.85 |
13.5% |
1.98 |
2.1% |
72% |
False |
False |
141,379 |
| 80 |
99.01 |
86.16 |
12.85 |
13.5% |
1.83 |
1.9% |
72% |
False |
False |
113,180 |
| 100 |
99.77 |
86.16 |
13.61 |
14.3% |
1.76 |
1.8% |
68% |
False |
False |
95,738 |
| 120 |
99.77 |
86.16 |
13.61 |
14.3% |
1.66 |
1.7% |
68% |
False |
False |
82,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.14 |
|
2.618 |
97.24 |
|
1.618 |
96.69 |
|
1.000 |
96.35 |
|
0.618 |
96.14 |
|
HIGH |
95.80 |
|
0.618 |
95.59 |
|
0.500 |
95.53 |
|
0.382 |
95.46 |
|
LOW |
95.25 |
|
0.618 |
94.91 |
|
1.000 |
94.70 |
|
1.618 |
94.36 |
|
2.618 |
93.81 |
|
4.250 |
92.91 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.53 |
97.13 |
| PP |
95.48 |
96.55 |
| S1 |
95.44 |
95.98 |
|