NYMEX Light Sweet Crude Oil Future December 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
94.60 |
95.58 |
0.98 |
1.0% |
95.20 |
| High |
95.83 |
97.07 |
1.24 |
1.3% |
97.07 |
| Low |
94.08 |
95.36 |
1.28 |
1.4% |
93.20 |
| Close |
95.63 |
96.67 |
1.04 |
1.1% |
96.67 |
| Range |
1.75 |
1.71 |
-0.04 |
-2.3% |
3.87 |
| ATR |
1.80 |
1.80 |
-0.01 |
-0.4% |
0.00 |
| Volume |
46,256 |
50,876 |
4,620 |
10.0% |
319,298 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.50 |
100.79 |
97.61 |
|
| R3 |
99.79 |
99.08 |
97.14 |
|
| R2 |
98.08 |
98.08 |
96.98 |
|
| R1 |
97.37 |
97.37 |
96.83 |
97.73 |
| PP |
96.37 |
96.37 |
96.37 |
96.54 |
| S1 |
95.66 |
95.66 |
96.51 |
96.02 |
| S2 |
94.66 |
94.66 |
96.36 |
|
| S3 |
92.95 |
93.95 |
96.20 |
|
| S4 |
91.24 |
92.24 |
95.73 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.26 |
105.83 |
98.80 |
|
| R3 |
103.39 |
101.96 |
97.73 |
|
| R2 |
99.52 |
99.52 |
97.38 |
|
| R1 |
98.09 |
98.09 |
97.02 |
98.81 |
| PP |
95.65 |
95.65 |
95.65 |
96.00 |
| S1 |
94.22 |
94.22 |
96.32 |
94.94 |
| S2 |
91.78 |
91.78 |
95.96 |
|
| S3 |
87.91 |
90.35 |
95.61 |
|
| S4 |
84.04 |
86.48 |
94.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.07 |
93.20 |
3.87 |
4.0% |
1.60 |
1.7% |
90% |
True |
False |
63,859 |
| 10 |
97.07 |
90.69 |
6.38 |
6.6% |
1.71 |
1.8% |
94% |
True |
False |
68,078 |
| 20 |
97.07 |
90.69 |
6.38 |
6.6% |
1.77 |
1.8% |
94% |
True |
False |
60,307 |
| 40 |
97.07 |
87.12 |
9.95 |
10.3% |
1.84 |
1.9% |
96% |
True |
False |
58,997 |
| 60 |
97.07 |
85.52 |
11.55 |
11.9% |
1.82 |
1.9% |
97% |
True |
False |
57,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.34 |
|
2.618 |
101.55 |
|
1.618 |
99.84 |
|
1.000 |
98.78 |
|
0.618 |
98.13 |
|
HIGH |
97.07 |
|
0.618 |
96.42 |
|
0.500 |
96.22 |
|
0.382 |
96.01 |
|
LOW |
95.36 |
|
0.618 |
94.30 |
|
1.000 |
93.65 |
|
1.618 |
92.59 |
|
2.618 |
90.88 |
|
4.250 |
88.09 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.52 |
96.21 |
| PP |
96.37 |
95.75 |
| S1 |
96.22 |
95.29 |
|