NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
98.50 |
97.80 |
-0.70 |
-0.7% |
96.10 |
| High |
98.93 |
97.80 |
-1.13 |
-1.1% |
98.14 |
| Low |
97.70 |
94.45 |
-3.25 |
-3.3% |
94.17 |
| Close |
98.31 |
94.84 |
-3.47 |
-3.5% |
97.82 |
| Range |
1.23 |
3.35 |
2.12 |
172.4% |
3.97 |
| ATR |
1.65 |
1.81 |
0.16 |
9.5% |
0.00 |
| Volume |
25,852 |
50,244 |
24,392 |
94.4% |
135,894 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.75 |
103.64 |
96.68 |
|
| R3 |
102.40 |
100.29 |
95.76 |
|
| R2 |
99.05 |
99.05 |
95.45 |
|
| R1 |
96.94 |
96.94 |
95.15 |
96.32 |
| PP |
95.70 |
95.70 |
95.70 |
95.39 |
| S1 |
93.59 |
93.59 |
94.53 |
92.97 |
| S2 |
92.35 |
92.35 |
94.23 |
|
| S3 |
89.00 |
90.24 |
93.92 |
|
| S4 |
85.65 |
86.89 |
93.00 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.62 |
107.19 |
100.00 |
|
| R3 |
104.65 |
103.22 |
98.91 |
|
| R2 |
100.68 |
100.68 |
98.55 |
|
| R1 |
99.25 |
99.25 |
98.18 |
99.97 |
| PP |
96.71 |
96.71 |
96.71 |
97.07 |
| S1 |
95.28 |
95.28 |
97.46 |
96.00 |
| S2 |
92.74 |
92.74 |
97.09 |
|
| S3 |
88.77 |
91.31 |
96.73 |
|
| S4 |
84.80 |
87.34 |
95.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.93 |
94.45 |
4.48 |
4.7% |
1.73 |
1.8% |
9% |
False |
True |
33,761 |
| 10 |
98.93 |
93.86 |
5.07 |
5.3% |
1.71 |
1.8% |
19% |
False |
False |
30,874 |
| 20 |
98.93 |
91.54 |
7.39 |
7.8% |
1.77 |
1.9% |
45% |
False |
False |
27,370 |
| 40 |
98.93 |
89.65 |
9.28 |
9.8% |
1.79 |
1.9% |
56% |
False |
False |
22,659 |
| 60 |
98.93 |
86.47 |
12.46 |
13.1% |
1.77 |
1.9% |
67% |
False |
False |
18,836 |
| 80 |
98.93 |
86.47 |
12.46 |
13.1% |
1.60 |
1.7% |
67% |
False |
False |
15,778 |
| 100 |
99.41 |
86.47 |
12.94 |
13.6% |
1.48 |
1.6% |
65% |
False |
False |
14,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.04 |
|
2.618 |
106.57 |
|
1.618 |
103.22 |
|
1.000 |
101.15 |
|
0.618 |
99.87 |
|
HIGH |
97.80 |
|
0.618 |
96.52 |
|
0.500 |
96.13 |
|
0.382 |
95.73 |
|
LOW |
94.45 |
|
0.618 |
92.38 |
|
1.000 |
91.10 |
|
1.618 |
89.03 |
|
2.618 |
85.68 |
|
4.250 |
80.21 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.13 |
96.69 |
| PP |
95.70 |
96.07 |
| S1 |
95.27 |
95.46 |
|