NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
95.03 |
95.98 |
0.95 |
1.0% |
92.12 |
| High |
96.67 |
97.16 |
0.49 |
0.5% |
96.61 |
| Low |
94.72 |
95.30 |
0.58 |
0.6% |
91.68 |
| Close |
96.13 |
96.95 |
0.82 |
0.9% |
96.32 |
| Range |
1.95 |
1.86 |
-0.09 |
-4.6% |
4.93 |
| ATR |
1.90 |
1.90 |
0.00 |
-0.1% |
0.00 |
| Volume |
63,942 |
73,903 |
9,961 |
15.6% |
351,977 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.05 |
101.36 |
97.97 |
|
| R3 |
100.19 |
99.50 |
97.46 |
|
| R2 |
98.33 |
98.33 |
97.29 |
|
| R1 |
97.64 |
97.64 |
97.12 |
97.99 |
| PP |
96.47 |
96.47 |
96.47 |
96.64 |
| S1 |
95.78 |
95.78 |
96.78 |
96.13 |
| S2 |
94.61 |
94.61 |
96.61 |
|
| S3 |
92.75 |
93.92 |
96.44 |
|
| S4 |
90.89 |
92.06 |
95.93 |
|
|
| 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 |
97.16 |
94.03 |
3.13 |
3.2% |
1.84 |
1.9% |
93% |
True |
False |
74,953 |
| 10 |
97.16 |
91.68 |
5.48 |
5.7% |
1.83 |
1.9% |
96% |
True |
False |
72,239 |
| 20 |
97.28 |
91.68 |
5.60 |
5.8% |
1.90 |
2.0% |
94% |
False |
False |
58,280 |
| 40 |
97.28 |
86.26 |
11.02 |
11.4% |
1.93 |
2.0% |
97% |
False |
False |
47,424 |
| 60 |
97.66 |
86.26 |
11.40 |
11.8% |
1.87 |
1.9% |
94% |
False |
False |
40,142 |
| 80 |
98.45 |
86.26 |
12.19 |
12.6% |
1.73 |
1.8% |
88% |
False |
False |
33,771 |
| 100 |
99.69 |
86.26 |
13.43 |
13.9% |
1.60 |
1.7% |
80% |
False |
False |
30,704 |
| 120 |
99.69 |
86.26 |
13.43 |
13.9% |
1.49 |
1.5% |
80% |
False |
False |
26,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.07 |
|
2.618 |
102.03 |
|
1.618 |
100.17 |
|
1.000 |
99.02 |
|
0.618 |
98.31 |
|
HIGH |
97.16 |
|
0.618 |
96.45 |
|
0.500 |
96.23 |
|
0.382 |
96.01 |
|
LOW |
95.30 |
|
0.618 |
94.15 |
|
1.000 |
93.44 |
|
1.618 |
92.29 |
|
2.618 |
90.43 |
|
4.250 |
87.40 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.71 |
96.56 |
| PP |
96.47 |
96.16 |
| S1 |
96.23 |
95.77 |
|