NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
95.20 |
94.96 |
-0.24 |
-0.3% |
91.28 |
| High |
95.20 |
94.96 |
-0.24 |
-0.3% |
95.30 |
| Low |
94.26 |
93.20 |
-1.06 |
-1.1% |
90.69 |
| Close |
94.89 |
94.42 |
-0.47 |
-0.5% |
95.01 |
| Range |
0.94 |
1.76 |
0.82 |
87.2% |
4.61 |
| ATR |
1.81 |
1.80 |
0.00 |
-0.2% |
0.00 |
| Volume |
112,525 |
58,006 |
-54,519 |
-48.5% |
361,488 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.47 |
98.71 |
95.39 |
|
| R3 |
97.71 |
96.95 |
94.90 |
|
| R2 |
95.95 |
95.95 |
94.74 |
|
| R1 |
95.19 |
95.19 |
94.58 |
94.69 |
| PP |
94.19 |
94.19 |
94.19 |
93.95 |
| S1 |
93.43 |
93.43 |
94.26 |
92.93 |
| S2 |
92.43 |
92.43 |
94.10 |
|
| S3 |
90.67 |
91.67 |
93.94 |
|
| S4 |
88.91 |
89.91 |
93.45 |
|
|
| 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 |
92.83 |
2.47 |
2.6% |
1.51 |
1.6% |
64% |
False |
False |
80,455 |
| 10 |
95.30 |
90.69 |
4.61 |
4.9% |
1.80 |
1.9% |
81% |
False |
False |
69,229 |
| 20 |
95.75 |
90.69 |
5.06 |
5.4% |
1.80 |
1.9% |
74% |
False |
False |
60,650 |
| 40 |
95.75 |
85.52 |
10.23 |
10.8% |
1.90 |
2.0% |
87% |
False |
False |
60,710 |
| 60 |
96.43 |
85.52 |
10.91 |
11.6% |
1.81 |
1.9% |
82% |
False |
False |
56,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.44 |
|
2.618 |
99.57 |
|
1.618 |
97.81 |
|
1.000 |
96.72 |
|
0.618 |
96.05 |
|
HIGH |
94.96 |
|
0.618 |
94.29 |
|
0.500 |
94.08 |
|
0.382 |
93.87 |
|
LOW |
93.20 |
|
0.618 |
92.11 |
|
1.000 |
91.44 |
|
1.618 |
90.35 |
|
2.618 |
88.59 |
|
4.250 |
85.72 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.31 |
94.31 |
| PP |
94.19 |
94.21 |
| S1 |
94.08 |
94.10 |
|