NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
98.20 |
94.96 |
-3.24 |
-3.3% |
98.17 |
| High |
98.22 |
95.84 |
-2.38 |
-2.4% |
99.21 |
| Low |
94.63 |
93.12 |
-1.51 |
-1.6% |
93.12 |
| Close |
95.14 |
93.69 |
-1.45 |
-1.5% |
93.69 |
| Range |
3.59 |
2.72 |
-0.87 |
-24.2% |
6.09 |
| ATR |
1.96 |
2.02 |
0.05 |
2.7% |
0.00 |
| Volume |
376,229 |
340,903 |
-35,326 |
-9.4% |
1,259,327 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.38 |
100.75 |
95.19 |
|
| R3 |
99.66 |
98.03 |
94.44 |
|
| R2 |
96.94 |
96.94 |
94.19 |
|
| R1 |
95.31 |
95.31 |
93.94 |
94.77 |
| PP |
94.22 |
94.22 |
94.22 |
93.94 |
| S1 |
92.59 |
92.59 |
93.44 |
92.05 |
| S2 |
91.50 |
91.50 |
93.19 |
|
| S3 |
88.78 |
89.87 |
92.94 |
|
| S4 |
86.06 |
87.15 |
92.19 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.61 |
109.74 |
97.04 |
|
| R3 |
107.52 |
103.65 |
95.36 |
|
| R2 |
101.43 |
101.43 |
94.81 |
|
| R1 |
97.56 |
97.56 |
94.25 |
96.45 |
| PP |
95.34 |
95.34 |
95.34 |
94.79 |
| S1 |
91.47 |
91.47 |
93.13 |
90.36 |
| S2 |
89.25 |
89.25 |
92.57 |
|
| S3 |
83.16 |
85.38 |
92.02 |
|
| S4 |
77.07 |
79.29 |
90.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.21 |
93.12 |
6.09 |
6.5% |
2.06 |
2.2% |
9% |
False |
True |
251,865 |
| 10 |
99.21 |
93.12 |
6.09 |
6.5% |
1.89 |
2.0% |
9% |
False |
True |
183,042 |
| 20 |
99.21 |
91.50 |
7.71 |
8.2% |
1.97 |
2.1% |
28% |
False |
False |
129,819 |
| 40 |
99.21 |
90.29 |
8.92 |
9.5% |
1.99 |
2.1% |
38% |
False |
False |
93,880 |
| 60 |
99.21 |
86.29 |
12.92 |
13.8% |
2.00 |
2.1% |
57% |
False |
False |
71,796 |
| 80 |
99.21 |
86.29 |
12.92 |
13.8% |
1.82 |
1.9% |
57% |
False |
False |
58,012 |
| 100 |
99.98 |
86.29 |
13.69 |
14.6% |
1.73 |
1.8% |
54% |
False |
False |
49,589 |
| 120 |
99.98 |
86.29 |
13.69 |
14.6% |
1.60 |
1.7% |
54% |
False |
False |
42,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.40 |
|
2.618 |
102.96 |
|
1.618 |
100.24 |
|
1.000 |
98.56 |
|
0.618 |
97.52 |
|
HIGH |
95.84 |
|
0.618 |
94.80 |
|
0.500 |
94.48 |
|
0.382 |
94.16 |
|
LOW |
93.12 |
|
0.618 |
91.44 |
|
1.000 |
90.40 |
|
1.618 |
88.72 |
|
2.618 |
86.00 |
|
4.250 |
81.56 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.48 |
96.17 |
| PP |
94.22 |
95.34 |
| S1 |
93.95 |
94.52 |
|