NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
93.86 |
95.20 |
1.34 |
1.4% |
91.28 |
| High |
95.30 |
95.20 |
-0.10 |
-0.1% |
95.30 |
| Low |
92.90 |
94.26 |
1.36 |
1.5% |
90.69 |
| Close |
95.01 |
94.89 |
-0.12 |
-0.1% |
95.01 |
| Range |
2.40 |
0.94 |
-1.46 |
-60.8% |
4.61 |
| ATR |
1.87 |
1.81 |
-0.07 |
-3.6% |
0.00 |
| Volume |
87,854 |
112,525 |
24,671 |
28.1% |
361,488 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.60 |
97.19 |
95.41 |
|
| R3 |
96.66 |
96.25 |
95.15 |
|
| R2 |
95.72 |
95.72 |
95.06 |
|
| R1 |
95.31 |
95.31 |
94.98 |
95.05 |
| PP |
94.78 |
94.78 |
94.78 |
94.65 |
| S1 |
94.37 |
94.37 |
94.80 |
94.11 |
| S2 |
93.84 |
93.84 |
94.72 |
|
| S3 |
92.90 |
93.43 |
94.63 |
|
| S4 |
91.96 |
92.49 |
94.37 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.50 |
105.86 |
97.55 |
|
| R3 |
102.89 |
101.25 |
96.28 |
|
| R2 |
98.28 |
98.28 |
95.86 |
|
| R1 |
96.64 |
96.64 |
95.43 |
97.46 |
| PP |
93.67 |
93.67 |
93.67 |
94.08 |
| S1 |
92.03 |
92.03 |
94.59 |
92.85 |
| S2 |
89.06 |
89.06 |
94.16 |
|
| S3 |
84.45 |
87.42 |
93.74 |
|
| S4 |
79.84 |
82.81 |
92.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.30 |
91.80 |
3.50 |
3.7% |
1.54 |
1.6% |
88% |
False |
False |
83,129 |
| 10 |
95.30 |
90.69 |
4.61 |
4.9% |
1.88 |
2.0% |
91% |
False |
False |
66,662 |
| 20 |
95.75 |
90.69 |
5.06 |
5.3% |
1.78 |
1.9% |
83% |
False |
False |
61,235 |
| 40 |
95.75 |
85.52 |
10.23 |
10.8% |
1.94 |
2.0% |
92% |
False |
False |
61,309 |
| 60 |
96.43 |
85.52 |
10.91 |
11.5% |
1.80 |
1.9% |
86% |
False |
False |
56,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.20 |
|
2.618 |
97.66 |
|
1.618 |
96.72 |
|
1.000 |
96.14 |
|
0.618 |
95.78 |
|
HIGH |
95.20 |
|
0.618 |
94.84 |
|
0.500 |
94.73 |
|
0.382 |
94.62 |
|
LOW |
94.26 |
|
0.618 |
93.68 |
|
1.000 |
93.32 |
|
1.618 |
92.74 |
|
2.618 |
91.80 |
|
4.250 |
90.27 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.84 |
94.62 |
| PP |
94.78 |
94.36 |
| S1 |
94.73 |
94.09 |
|