NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
96.94 |
98.09 |
1.15 |
1.2% |
96.44 |
| High |
98.50 |
99.01 |
0.51 |
0.5% |
98.50 |
| Low |
96.68 |
97.70 |
1.02 |
1.1% |
94.38 |
| Close |
98.11 |
98.11 |
0.00 |
0.0% |
98.11 |
| Range |
1.82 |
1.31 |
-0.51 |
-28.0% |
4.12 |
| ATR |
1.89 |
1.85 |
-0.04 |
-2.2% |
0.00 |
| Volume |
63,909 |
79,611 |
15,702 |
24.6% |
371,737 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.20 |
101.47 |
98.83 |
|
| R3 |
100.89 |
100.16 |
98.47 |
|
| R2 |
99.58 |
99.58 |
98.35 |
|
| R1 |
98.85 |
98.85 |
98.23 |
99.22 |
| PP |
98.27 |
98.27 |
98.27 |
98.46 |
| S1 |
97.54 |
97.54 |
97.99 |
97.91 |
| S2 |
96.96 |
96.96 |
97.87 |
|
| S3 |
95.65 |
96.23 |
97.75 |
|
| S4 |
94.34 |
94.92 |
97.39 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.36 |
107.85 |
100.38 |
|
| R3 |
105.24 |
103.73 |
99.24 |
|
| R2 |
101.12 |
101.12 |
98.87 |
|
| R1 |
99.61 |
99.61 |
98.49 |
100.37 |
| PP |
97.00 |
97.00 |
97.00 |
97.37 |
| S1 |
95.49 |
95.49 |
97.73 |
96.25 |
| S2 |
92.88 |
92.88 |
97.35 |
|
| S3 |
88.76 |
91.37 |
96.98 |
|
| S4 |
84.64 |
87.25 |
95.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.01 |
94.38 |
4.63 |
4.7% |
1.74 |
1.8% |
81% |
True |
False |
70,247 |
| 10 |
99.01 |
92.69 |
6.32 |
6.4% |
1.70 |
1.7% |
86% |
True |
False |
71,461 |
| 20 |
99.01 |
91.68 |
7.33 |
7.5% |
1.86 |
1.9% |
88% |
True |
False |
61,701 |
| 40 |
99.01 |
88.06 |
10.95 |
11.2% |
1.91 |
2.0% |
92% |
True |
False |
49,335 |
| 60 |
99.01 |
86.26 |
12.75 |
13.0% |
1.88 |
1.9% |
93% |
True |
False |
41,983 |
| 80 |
99.01 |
86.26 |
12.75 |
13.0% |
1.71 |
1.7% |
93% |
True |
False |
35,253 |
| 100 |
99.69 |
86.26 |
13.43 |
13.7% |
1.62 |
1.6% |
88% |
False |
False |
31,933 |
| 120 |
99.69 |
86.26 |
13.43 |
13.7% |
1.50 |
1.5% |
88% |
False |
False |
28,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.58 |
|
2.618 |
102.44 |
|
1.618 |
101.13 |
|
1.000 |
100.32 |
|
0.618 |
99.82 |
|
HIGH |
99.01 |
|
0.618 |
98.51 |
|
0.500 |
98.36 |
|
0.382 |
98.20 |
|
LOW |
97.70 |
|
0.618 |
96.89 |
|
1.000 |
96.39 |
|
1.618 |
95.58 |
|
2.618 |
94.27 |
|
4.250 |
92.13 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
98.36 |
97.79 |
| PP |
98.27 |
97.47 |
| S1 |
98.19 |
97.16 |
|