NYMEX Light Sweet Crude Oil Future June 2014
| 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 |
91.73 |
91.92 |
0.19 |
0.2% |
89.56 |
| High |
92.44 |
93.01 |
0.57 |
0.6% |
92.55 |
| Low |
91.66 |
91.36 |
-0.30 |
-0.3% |
89.48 |
| Close |
92.09 |
92.80 |
0.71 |
0.8% |
92.16 |
| Range |
0.78 |
1.65 |
0.87 |
111.5% |
3.07 |
| ATR |
1.39 |
1.41 |
0.02 |
1.3% |
0.00 |
| Volume |
13,222 |
12,638 |
-584 |
-4.4% |
116,012 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.34 |
96.72 |
93.71 |
|
| R3 |
95.69 |
95.07 |
93.25 |
|
| R2 |
94.04 |
94.04 |
93.10 |
|
| R1 |
93.42 |
93.42 |
92.95 |
93.73 |
| PP |
92.39 |
92.39 |
92.39 |
92.55 |
| S1 |
91.77 |
91.77 |
92.65 |
92.08 |
| S2 |
90.74 |
90.74 |
92.50 |
|
| S3 |
89.09 |
90.12 |
92.35 |
|
| S4 |
87.44 |
88.47 |
91.89 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.61 |
99.45 |
93.85 |
|
| R3 |
97.54 |
96.38 |
93.00 |
|
| R2 |
94.47 |
94.47 |
92.72 |
|
| R1 |
93.31 |
93.31 |
92.44 |
93.89 |
| PP |
91.40 |
91.40 |
91.40 |
91.69 |
| S1 |
90.24 |
90.24 |
91.88 |
90.82 |
| S2 |
88.33 |
88.33 |
91.60 |
|
| S3 |
85.26 |
87.17 |
91.32 |
|
| S4 |
82.19 |
84.10 |
90.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.01 |
90.46 |
2.55 |
2.7% |
1.36 |
1.5% |
92% |
True |
False |
21,190 |
| 10 |
93.01 |
88.99 |
4.02 |
4.3% |
1.21 |
1.3% |
95% |
True |
False |
20,443 |
| 20 |
93.01 |
88.78 |
4.23 |
4.6% |
1.35 |
1.5% |
95% |
True |
False |
16,243 |
| 40 |
93.01 |
84.84 |
8.17 |
8.8% |
1.42 |
1.5% |
97% |
True |
False |
13,584 |
| 60 |
93.96 |
84.84 |
9.12 |
9.8% |
1.32 |
1.4% |
87% |
False |
False |
12,073 |
| 80 |
95.16 |
84.84 |
10.32 |
11.1% |
1.23 |
1.3% |
77% |
False |
False |
10,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.02 |
|
2.618 |
97.33 |
|
1.618 |
95.68 |
|
1.000 |
94.66 |
|
0.618 |
94.03 |
|
HIGH |
93.01 |
|
0.618 |
92.38 |
|
0.500 |
92.19 |
|
0.382 |
91.99 |
|
LOW |
91.36 |
|
0.618 |
90.34 |
|
1.000 |
89.71 |
|
1.618 |
88.69 |
|
2.618 |
87.04 |
|
4.250 |
84.35 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.60 |
92.48 |
| PP |
92.39 |
92.15 |
| S1 |
92.19 |
91.83 |
|