NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
93.94 |
94.60 |
0.66 |
0.7% |
91.28 |
| High |
95.37 |
95.83 |
0.46 |
0.5% |
95.30 |
| Low |
93.51 |
94.08 |
0.57 |
0.6% |
90.69 |
| Close |
94.85 |
95.63 |
0.78 |
0.8% |
95.01 |
| Range |
1.86 |
1.75 |
-0.11 |
-5.9% |
4.61 |
| ATR |
1.81 |
1.80 |
0.00 |
-0.2% |
0.00 |
| Volume |
51,635 |
46,256 |
-5,379 |
-10.4% |
361,488 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.43 |
99.78 |
96.59 |
|
| R3 |
98.68 |
98.03 |
96.11 |
|
| R2 |
96.93 |
96.93 |
95.95 |
|
| R1 |
96.28 |
96.28 |
95.79 |
96.61 |
| PP |
95.18 |
95.18 |
95.18 |
95.34 |
| S1 |
94.53 |
94.53 |
95.47 |
94.86 |
| S2 |
93.43 |
93.43 |
95.31 |
|
| S3 |
91.68 |
92.78 |
95.15 |
|
| S4 |
89.93 |
91.03 |
94.67 |
|
|
| 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 |
95.83 |
92.90 |
2.93 |
3.1% |
1.74 |
1.8% |
93% |
True |
False |
71,255 |
| 10 |
95.83 |
90.69 |
5.14 |
5.4% |
1.73 |
1.8% |
96% |
True |
False |
67,995 |
| 20 |
95.83 |
90.69 |
5.14 |
5.4% |
1.79 |
1.9% |
96% |
True |
False |
60,784 |
| 40 |
95.83 |
85.52 |
10.31 |
10.8% |
1.85 |
1.9% |
98% |
True |
False |
59,471 |
| 60 |
96.43 |
85.52 |
10.91 |
11.4% |
1.81 |
1.9% |
93% |
False |
False |
57,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.27 |
|
2.618 |
100.41 |
|
1.618 |
98.66 |
|
1.000 |
97.58 |
|
0.618 |
96.91 |
|
HIGH |
95.83 |
|
0.618 |
95.16 |
|
0.500 |
94.96 |
|
0.382 |
94.75 |
|
LOW |
94.08 |
|
0.618 |
93.00 |
|
1.000 |
92.33 |
|
1.618 |
91.25 |
|
2.618 |
89.50 |
|
4.250 |
86.64 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.41 |
95.26 |
| PP |
95.18 |
94.89 |
| S1 |
94.96 |
94.52 |
|