NYMEX Light Sweet Crude Oil Future October 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 |
95.68 |
94.55 |
-1.13 |
-1.2% |
92.11 |
| High |
95.78 |
96.33 |
0.55 |
0.6% |
96.34 |
| Low |
94.17 |
94.54 |
0.37 |
0.4% |
91.54 |
| Close |
95.40 |
95.85 |
0.45 |
0.5% |
96.05 |
| Range |
1.61 |
1.79 |
0.18 |
11.2% |
4.80 |
| ATR |
1.77 |
1.78 |
0.00 |
0.1% |
0.00 |
| Volume |
24,998 |
26,784 |
1,786 |
7.1% |
153,690 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.94 |
100.19 |
96.83 |
|
| R3 |
99.15 |
98.40 |
96.34 |
|
| R2 |
97.36 |
97.36 |
96.18 |
|
| R1 |
96.61 |
96.61 |
96.01 |
96.99 |
| PP |
95.57 |
95.57 |
95.57 |
95.76 |
| S1 |
94.82 |
94.82 |
95.69 |
95.20 |
| S2 |
93.78 |
93.78 |
95.52 |
|
| S3 |
91.99 |
93.03 |
95.36 |
|
| S4 |
90.20 |
91.24 |
94.87 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.04 |
107.35 |
98.69 |
|
| R3 |
104.24 |
102.55 |
97.37 |
|
| R2 |
99.44 |
99.44 |
96.93 |
|
| R1 |
97.75 |
97.75 |
96.49 |
98.60 |
| PP |
94.64 |
94.64 |
94.64 |
95.07 |
| S1 |
92.95 |
92.95 |
95.61 |
93.80 |
| S2 |
89.84 |
89.84 |
95.17 |
|
| S3 |
85.04 |
88.15 |
94.73 |
|
| S4 |
80.24 |
83.35 |
93.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.34 |
93.86 |
2.48 |
2.6% |
1.61 |
1.7% |
80% |
False |
False |
30,988 |
| 10 |
96.34 |
91.54 |
4.80 |
5.0% |
1.69 |
1.8% |
90% |
False |
False |
29,301 |
| 20 |
96.83 |
91.54 |
5.29 |
5.5% |
1.78 |
1.9% |
81% |
False |
False |
23,215 |
| 40 |
96.83 |
86.47 |
10.36 |
10.8% |
1.80 |
1.9% |
91% |
False |
False |
19,675 |
| 60 |
97.26 |
86.47 |
10.79 |
11.3% |
1.72 |
1.8% |
87% |
False |
False |
16,422 |
| 80 |
98.31 |
86.47 |
11.84 |
12.4% |
1.58 |
1.6% |
79% |
False |
False |
13,845 |
| 100 |
99.41 |
86.47 |
12.94 |
13.5% |
1.42 |
1.5% |
72% |
False |
False |
12,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.94 |
|
2.618 |
101.02 |
|
1.618 |
99.23 |
|
1.000 |
98.12 |
|
0.618 |
97.44 |
|
HIGH |
96.33 |
|
0.618 |
95.65 |
|
0.500 |
95.44 |
|
0.382 |
95.22 |
|
LOW |
94.54 |
|
0.618 |
93.43 |
|
1.000 |
92.75 |
|
1.618 |
91.64 |
|
2.618 |
89.85 |
|
4.250 |
86.93 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.71 |
95.65 |
| PP |
95.57 |
95.45 |
| S1 |
95.44 |
95.25 |
|