NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
92.73 |
93.51 |
0.78 |
0.8% |
92.19 |
| High |
93.88 |
94.17 |
0.29 |
0.3% |
93.88 |
| Low |
92.69 |
93.31 |
0.62 |
0.7% |
90.65 |
| Close |
93.53 |
93.74 |
0.21 |
0.2% |
93.53 |
| Range |
1.19 |
0.86 |
-0.33 |
-27.7% |
3.23 |
| ATR |
1.39 |
1.35 |
-0.04 |
-2.7% |
0.00 |
| Volume |
12,339 |
30,583 |
18,244 |
147.9% |
89,753 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.32 |
95.89 |
94.21 |
|
| R3 |
95.46 |
95.03 |
93.98 |
|
| R2 |
94.60 |
94.60 |
93.90 |
|
| R1 |
94.17 |
94.17 |
93.82 |
94.39 |
| PP |
93.74 |
93.74 |
93.74 |
93.85 |
| S1 |
93.31 |
93.31 |
93.66 |
93.53 |
| S2 |
92.88 |
92.88 |
93.58 |
|
| S3 |
92.02 |
92.45 |
93.50 |
|
| S4 |
91.16 |
91.59 |
93.27 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.38 |
101.18 |
95.31 |
|
| R3 |
99.15 |
97.95 |
94.42 |
|
| R2 |
95.92 |
95.92 |
94.12 |
|
| R1 |
94.72 |
94.72 |
93.83 |
95.32 |
| PP |
92.69 |
92.69 |
92.69 |
92.99 |
| S1 |
91.49 |
91.49 |
93.23 |
92.09 |
| S2 |
89.46 |
89.46 |
92.94 |
|
| S3 |
86.23 |
88.26 |
92.64 |
|
| S4 |
83.00 |
85.03 |
91.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.17 |
90.65 |
3.52 |
3.8% |
1.20 |
1.3% |
88% |
True |
False |
18,125 |
| 10 |
94.17 |
89.65 |
4.52 |
4.8% |
1.20 |
1.3% |
90% |
True |
False |
21,970 |
| 20 |
94.17 |
88.78 |
5.39 |
5.7% |
1.30 |
1.4% |
92% |
True |
False |
17,154 |
| 40 |
94.17 |
86.10 |
8.07 |
8.6% |
1.42 |
1.5% |
95% |
True |
False |
14,052 |
| 60 |
94.17 |
84.84 |
9.33 |
10.0% |
1.33 |
1.4% |
95% |
True |
False |
12,475 |
| 80 |
94.17 |
84.84 |
9.33 |
10.0% |
1.22 |
1.3% |
95% |
True |
False |
11,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.83 |
|
2.618 |
96.42 |
|
1.618 |
95.56 |
|
1.000 |
95.03 |
|
0.618 |
94.70 |
|
HIGH |
94.17 |
|
0.618 |
93.84 |
|
0.500 |
93.74 |
|
0.382 |
93.64 |
|
LOW |
93.31 |
|
0.618 |
92.78 |
|
1.000 |
92.45 |
|
1.618 |
91.92 |
|
2.618 |
91.06 |
|
4.250 |
89.66 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.74 |
93.42 |
| PP |
93.74 |
93.09 |
| S1 |
93.74 |
92.77 |
|