NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
96.11 |
95.03 |
-1.08 |
-1.1% |
92.12 |
| High |
96.16 |
96.67 |
0.51 |
0.5% |
96.61 |
| Low |
94.38 |
94.72 |
0.34 |
0.4% |
91.68 |
| Close |
95.66 |
96.13 |
0.47 |
0.5% |
96.32 |
| Range |
1.78 |
1.95 |
0.17 |
9.6% |
4.93 |
| ATR |
1.90 |
1.90 |
0.00 |
0.2% |
0.00 |
| Volume |
69,874 |
63,942 |
-5,932 |
-8.5% |
351,977 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.69 |
100.86 |
97.20 |
|
| R3 |
99.74 |
98.91 |
96.67 |
|
| R2 |
97.79 |
97.79 |
96.49 |
|
| R1 |
96.96 |
96.96 |
96.31 |
97.38 |
| PP |
95.84 |
95.84 |
95.84 |
96.05 |
| S1 |
95.01 |
95.01 |
95.95 |
95.43 |
| S2 |
93.89 |
93.89 |
95.77 |
|
| S3 |
91.94 |
93.06 |
95.59 |
|
| S4 |
89.99 |
91.11 |
95.06 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.66 |
107.92 |
99.03 |
|
| R3 |
104.73 |
102.99 |
97.68 |
|
| R2 |
99.80 |
99.80 |
97.22 |
|
| R1 |
98.06 |
98.06 |
96.77 |
98.93 |
| PP |
94.87 |
94.87 |
94.87 |
95.31 |
| S1 |
93.13 |
93.13 |
95.87 |
94.00 |
| S2 |
89.94 |
89.94 |
95.42 |
|
| S3 |
85.01 |
88.20 |
94.96 |
|
| S4 |
80.08 |
83.27 |
93.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.67 |
93.95 |
2.72 |
2.8% |
1.79 |
1.9% |
80% |
True |
False |
74,247 |
| 10 |
96.67 |
91.68 |
4.99 |
5.2% |
1.87 |
1.9% |
89% |
True |
False |
71,440 |
| 20 |
97.28 |
91.68 |
5.60 |
5.8% |
1.91 |
2.0% |
79% |
False |
False |
56,432 |
| 40 |
97.28 |
86.26 |
11.02 |
11.5% |
1.96 |
2.0% |
90% |
False |
False |
46,479 |
| 60 |
97.66 |
86.26 |
11.40 |
11.9% |
1.87 |
1.9% |
87% |
False |
False |
39,144 |
| 80 |
98.45 |
86.26 |
12.19 |
12.7% |
1.72 |
1.8% |
81% |
False |
False |
33,032 |
| 100 |
99.69 |
86.26 |
13.43 |
14.0% |
1.59 |
1.7% |
73% |
False |
False |
30,105 |
| 120 |
99.69 |
86.26 |
13.43 |
14.0% |
1.49 |
1.5% |
73% |
False |
False |
26,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.96 |
|
2.618 |
101.78 |
|
1.618 |
99.83 |
|
1.000 |
98.62 |
|
0.618 |
97.88 |
|
HIGH |
96.67 |
|
0.618 |
95.93 |
|
0.500 |
95.70 |
|
0.382 |
95.46 |
|
LOW |
94.72 |
|
0.618 |
93.51 |
|
1.000 |
92.77 |
|
1.618 |
91.56 |
|
2.618 |
89.61 |
|
4.250 |
86.43 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.99 |
95.93 |
| PP |
95.84 |
95.73 |
| S1 |
95.70 |
95.53 |
|