NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
94.76 |
93.36 |
-1.40 |
-1.5% |
97.66 |
| High |
95.53 |
94.92 |
-0.61 |
-0.6% |
98.93 |
| Low |
92.71 |
92.24 |
-0.47 |
-0.5% |
92.71 |
| Close |
93.28 |
94.56 |
1.28 |
1.4% |
93.28 |
| Range |
2.82 |
2.68 |
-0.14 |
-5.0% |
6.22 |
| ATR |
1.88 |
1.94 |
0.06 |
3.0% |
0.00 |
| Volume |
50,134 |
32,826 |
-17,308 |
-34.5% |
195,229 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.95 |
100.93 |
96.03 |
|
| R3 |
99.27 |
98.25 |
95.30 |
|
| R2 |
96.59 |
96.59 |
95.05 |
|
| R1 |
95.57 |
95.57 |
94.81 |
96.08 |
| PP |
93.91 |
93.91 |
93.91 |
94.16 |
| S1 |
92.89 |
92.89 |
94.31 |
93.40 |
| S2 |
91.23 |
91.23 |
94.07 |
|
| S3 |
88.55 |
90.21 |
93.82 |
|
| S4 |
85.87 |
87.53 |
93.09 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.63 |
109.68 |
96.70 |
|
| R3 |
107.41 |
103.46 |
94.99 |
|
| R2 |
101.19 |
101.19 |
94.42 |
|
| R1 |
97.24 |
97.24 |
93.85 |
96.11 |
| PP |
94.97 |
94.97 |
94.97 |
94.41 |
| S1 |
91.02 |
91.02 |
92.71 |
89.89 |
| S2 |
88.75 |
88.75 |
92.14 |
|
| S3 |
82.53 |
84.80 |
91.57 |
|
| S4 |
76.31 |
78.58 |
89.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.93 |
92.24 |
6.69 |
7.1% |
2.22 |
2.3% |
35% |
False |
True |
37,311 |
| 10 |
98.93 |
92.24 |
6.69 |
7.1% |
1.93 |
2.0% |
35% |
False |
True |
32,220 |
| 20 |
98.93 |
91.54 |
7.39 |
7.8% |
1.88 |
2.0% |
41% |
False |
False |
29,537 |
| 40 |
98.93 |
89.65 |
9.28 |
9.8% |
1.83 |
1.9% |
53% |
False |
False |
23,973 |
| 60 |
98.93 |
86.47 |
12.46 |
13.2% |
1.83 |
1.9% |
65% |
False |
False |
19,829 |
| 80 |
98.93 |
86.47 |
12.46 |
13.2% |
1.64 |
1.7% |
65% |
False |
False |
16,652 |
| 100 |
99.41 |
86.47 |
12.94 |
13.7% |
1.52 |
1.6% |
63% |
False |
False |
14,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.31 |
|
2.618 |
101.94 |
|
1.618 |
99.26 |
|
1.000 |
97.60 |
|
0.618 |
96.58 |
|
HIGH |
94.92 |
|
0.618 |
93.90 |
|
0.500 |
93.58 |
|
0.382 |
93.26 |
|
LOW |
92.24 |
|
0.618 |
90.58 |
|
1.000 |
89.56 |
|
1.618 |
87.90 |
|
2.618 |
85.22 |
|
4.250 |
80.85 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.23 |
95.02 |
| PP |
93.91 |
94.87 |
| S1 |
93.58 |
94.71 |
|