NYMEX Light Sweet Crude Oil Future August 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 |
94.99 |
96.36 |
1.37 |
1.4% |
91.98 |
| High |
96.60 |
96.49 |
-0.11 |
-0.1% |
96.60 |
| Low |
93.97 |
95.44 |
1.47 |
1.6% |
91.50 |
| Close |
96.27 |
96.00 |
-0.27 |
-0.3% |
96.27 |
| Range |
2.63 |
1.05 |
-1.58 |
-60.1% |
5.10 |
| ATR |
2.03 |
1.96 |
-0.07 |
-3.4% |
0.00 |
| Volume |
97,635 |
114,844 |
17,209 |
17.6% |
432,926 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.13 |
98.61 |
96.58 |
|
| R3 |
98.08 |
97.56 |
96.29 |
|
| R2 |
97.03 |
97.03 |
96.19 |
|
| R1 |
96.51 |
96.51 |
96.10 |
96.25 |
| PP |
95.98 |
95.98 |
95.98 |
95.84 |
| S1 |
95.46 |
95.46 |
95.90 |
95.20 |
| S2 |
94.93 |
94.93 |
95.81 |
|
| S3 |
93.88 |
94.41 |
95.71 |
|
| S4 |
92.83 |
93.36 |
95.42 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.09 |
108.28 |
99.08 |
|
| R3 |
104.99 |
103.18 |
97.67 |
|
| R2 |
99.89 |
99.89 |
97.21 |
|
| R1 |
98.08 |
98.08 |
96.74 |
98.99 |
| PP |
94.79 |
94.79 |
94.79 |
95.24 |
| S1 |
92.98 |
92.98 |
95.80 |
93.89 |
| S2 |
89.69 |
89.69 |
95.34 |
|
| S3 |
84.59 |
87.88 |
94.87 |
|
| S4 |
79.49 |
82.78 |
93.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.60 |
92.60 |
4.00 |
4.2% |
1.68 |
1.7% |
85% |
False |
False |
87,861 |
| 10 |
96.60 |
91.50 |
5.10 |
5.3% |
2.03 |
2.1% |
88% |
False |
False |
80,982 |
| 20 |
97.46 |
91.50 |
5.96 |
6.2% |
1.92 |
2.0% |
76% |
False |
False |
71,617 |
| 40 |
97.46 |
86.29 |
11.17 |
11.6% |
2.08 |
2.2% |
87% |
False |
False |
58,432 |
| 60 |
97.94 |
86.29 |
11.65 |
12.1% |
1.90 |
2.0% |
83% |
False |
False |
45,680 |
| 80 |
99.49 |
86.29 |
13.20 |
13.8% |
1.77 |
1.8% |
74% |
False |
False |
38,032 |
| 100 |
99.98 |
86.29 |
13.69 |
14.3% |
1.64 |
1.7% |
71% |
False |
False |
33,518 |
| 120 |
99.98 |
86.29 |
13.69 |
14.3% |
1.50 |
1.6% |
71% |
False |
False |
28,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.95 |
|
2.618 |
99.24 |
|
1.618 |
98.19 |
|
1.000 |
97.54 |
|
0.618 |
97.14 |
|
HIGH |
96.49 |
|
0.618 |
96.09 |
|
0.500 |
95.97 |
|
0.382 |
95.84 |
|
LOW |
95.44 |
|
0.618 |
94.79 |
|
1.000 |
94.39 |
|
1.618 |
93.74 |
|
2.618 |
92.69 |
|
4.250 |
90.98 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.99 |
95.75 |
| PP |
95.98 |
95.49 |
| S1 |
95.97 |
95.24 |
|