NYMEX Light Sweet Crude Oil Future September 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 |
98.25 |
94.97 |
-3.28 |
-3.3% |
98.09 |
| High |
98.25 |
95.85 |
-2.40 |
-2.4% |
99.25 |
| Low |
94.66 |
93.06 |
-1.60 |
-1.7% |
93.06 |
| Close |
95.15 |
93.63 |
-1.52 |
-1.6% |
93.63 |
| Range |
3.59 |
2.79 |
-0.80 |
-22.3% |
6.19 |
| ATR |
1.92 |
1.99 |
0.06 |
3.2% |
0.00 |
| Volume |
95,886 |
119,295 |
23,409 |
24.4% |
410,886 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.55 |
100.88 |
95.16 |
|
| R3 |
99.76 |
98.09 |
94.40 |
|
| R2 |
96.97 |
96.97 |
94.14 |
|
| R1 |
95.30 |
95.30 |
93.89 |
94.74 |
| PP |
94.18 |
94.18 |
94.18 |
93.90 |
| S1 |
92.51 |
92.51 |
93.37 |
91.95 |
| S2 |
91.39 |
91.39 |
93.12 |
|
| S3 |
88.60 |
89.72 |
92.86 |
|
| S4 |
85.81 |
86.93 |
92.10 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.88 |
109.95 |
97.03 |
|
| R3 |
107.69 |
103.76 |
95.33 |
|
| R2 |
101.50 |
101.50 |
94.76 |
|
| R1 |
97.57 |
97.57 |
94.20 |
96.44 |
| PP |
95.31 |
95.31 |
95.31 |
94.75 |
| S1 |
91.38 |
91.38 |
93.06 |
90.25 |
| S2 |
89.12 |
89.12 |
92.50 |
|
| S3 |
82.93 |
85.19 |
91.93 |
|
| S4 |
76.74 |
79.00 |
90.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.25 |
93.06 |
6.19 |
6.6% |
2.05 |
2.2% |
9% |
False |
True |
82,177 |
| 10 |
99.25 |
93.06 |
6.19 |
6.6% |
1.87 |
2.0% |
9% |
False |
True |
78,262 |
| 20 |
99.25 |
91.68 |
7.57 |
8.1% |
1.94 |
2.1% |
26% |
False |
False |
70,767 |
| 40 |
99.25 |
90.09 |
9.16 |
9.8% |
1.94 |
2.1% |
39% |
False |
False |
54,695 |
| 60 |
99.25 |
86.26 |
12.99 |
13.9% |
1.94 |
2.1% |
57% |
False |
False |
46,217 |
| 80 |
99.25 |
86.26 |
12.99 |
13.9% |
1.77 |
1.9% |
57% |
False |
False |
38,806 |
| 100 |
99.69 |
86.26 |
13.43 |
14.3% |
1.66 |
1.8% |
55% |
False |
False |
34,661 |
| 120 |
99.69 |
86.26 |
13.43 |
14.3% |
1.54 |
1.6% |
55% |
False |
False |
30,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.71 |
|
2.618 |
103.15 |
|
1.618 |
100.36 |
|
1.000 |
98.64 |
|
0.618 |
97.57 |
|
HIGH |
95.85 |
|
0.618 |
94.78 |
|
0.500 |
94.46 |
|
0.382 |
94.13 |
|
LOW |
93.06 |
|
0.618 |
91.34 |
|
1.000 |
90.27 |
|
1.618 |
88.55 |
|
2.618 |
85.76 |
|
4.250 |
81.20 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.46 |
96.16 |
| PP |
94.18 |
95.31 |
| S1 |
93.91 |
94.47 |
|