NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
97.17 |
97.99 |
0.82 |
0.8% |
95.73 |
| High |
98.05 |
98.41 |
0.36 |
0.4% |
97.63 |
| Low |
97.06 |
97.23 |
0.17 |
0.2% |
93.75 |
| Close |
97.90 |
97.84 |
-0.06 |
-0.1% |
97.30 |
| Range |
0.99 |
1.18 |
0.19 |
19.2% |
3.88 |
| ATR |
1.60 |
1.57 |
-0.03 |
-1.9% |
0.00 |
| Volume |
20,889 |
17,579 |
-3,310 |
-15.8% |
98,405 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.37 |
100.78 |
98.49 |
|
| R3 |
100.19 |
99.60 |
98.16 |
|
| R2 |
99.01 |
99.01 |
98.06 |
|
| R1 |
98.42 |
98.42 |
97.95 |
98.13 |
| PP |
97.83 |
97.83 |
97.83 |
97.68 |
| S1 |
97.24 |
97.24 |
97.73 |
96.95 |
| S2 |
96.65 |
96.65 |
97.62 |
|
| S3 |
95.47 |
96.06 |
97.52 |
|
| S4 |
94.29 |
94.88 |
97.19 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.87 |
106.46 |
99.43 |
|
| R3 |
103.99 |
102.58 |
98.37 |
|
| R2 |
100.11 |
100.11 |
98.01 |
|
| R1 |
98.70 |
98.70 |
97.66 |
99.41 |
| PP |
96.23 |
96.23 |
96.23 |
96.58 |
| S1 |
94.82 |
94.82 |
96.94 |
95.53 |
| S2 |
92.35 |
92.35 |
96.59 |
|
| S3 |
88.47 |
90.94 |
96.23 |
|
| S4 |
84.59 |
87.06 |
95.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.41 |
94.65 |
3.76 |
3.8% |
1.32 |
1.3% |
85% |
True |
False |
18,881 |
| 10 |
98.41 |
93.41 |
5.00 |
5.1% |
1.39 |
1.4% |
89% |
True |
False |
20,242 |
| 20 |
98.41 |
91.22 |
7.19 |
7.3% |
1.62 |
1.7% |
92% |
True |
False |
17,654 |
| 40 |
98.41 |
89.15 |
9.26 |
9.5% |
1.67 |
1.7% |
94% |
True |
False |
14,125 |
| 60 |
98.41 |
85.96 |
12.45 |
12.7% |
1.63 |
1.7% |
95% |
True |
False |
11,809 |
| 80 |
98.41 |
85.96 |
12.45 |
12.7% |
1.48 |
1.5% |
95% |
True |
False |
10,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.43 |
|
2.618 |
101.50 |
|
1.618 |
100.32 |
|
1.000 |
99.59 |
|
0.618 |
99.14 |
|
HIGH |
98.41 |
|
0.618 |
97.96 |
|
0.500 |
97.82 |
|
0.382 |
97.68 |
|
LOW |
97.23 |
|
0.618 |
96.50 |
|
1.000 |
96.05 |
|
1.618 |
95.32 |
|
2.618 |
94.14 |
|
4.250 |
92.22 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.83 |
97.79 |
| PP |
97.83 |
97.73 |
| S1 |
97.82 |
97.68 |
|