NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
95.02 |
95.17 |
0.15 |
0.2% |
98.17 |
| High |
96.17 |
95.70 |
-0.47 |
-0.5% |
99.21 |
| Low |
94.59 |
93.68 |
-0.91 |
-1.0% |
93.12 |
| Close |
95.32 |
95.50 |
0.18 |
0.2% |
93.69 |
| Range |
1.58 |
2.02 |
0.44 |
27.8% |
6.09 |
| ATR |
2.05 |
2.04 |
0.00 |
-0.1% |
0.00 |
| Volume |
267,541 |
291,417 |
23,876 |
8.9% |
1,259,327 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.02 |
100.28 |
96.61 |
|
| R3 |
99.00 |
98.26 |
96.06 |
|
| R2 |
96.98 |
96.98 |
95.87 |
|
| R1 |
96.24 |
96.24 |
95.69 |
96.61 |
| PP |
94.96 |
94.96 |
94.96 |
95.15 |
| S1 |
94.22 |
94.22 |
95.31 |
94.59 |
| S2 |
92.94 |
92.94 |
95.13 |
|
| S3 |
90.92 |
92.20 |
94.94 |
|
| S4 |
88.90 |
90.18 |
94.39 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.61 |
109.74 |
97.04 |
|
| R3 |
107.52 |
103.65 |
95.36 |
|
| R2 |
101.43 |
101.43 |
94.81 |
|
| R1 |
97.56 |
97.56 |
94.25 |
96.45 |
| PP |
95.34 |
95.34 |
95.34 |
94.79 |
| S1 |
91.47 |
91.47 |
93.13 |
90.36 |
| S2 |
89.25 |
89.25 |
92.57 |
|
| S3 |
83.16 |
85.38 |
92.02 |
|
| S4 |
77.07 |
79.29 |
90.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.22 |
92.67 |
5.55 |
5.8% |
2.57 |
2.7% |
51% |
False |
False |
318,382 |
| 10 |
99.21 |
92.67 |
6.54 |
6.8% |
2.06 |
2.2% |
43% |
False |
False |
237,356 |
| 20 |
99.21 |
91.50 |
7.71 |
8.1% |
1.99 |
2.1% |
52% |
False |
False |
164,803 |
| 40 |
99.21 |
90.29 |
8.92 |
9.3% |
2.02 |
2.1% |
58% |
False |
False |
113,275 |
| 60 |
99.21 |
86.29 |
12.92 |
13.5% |
2.04 |
2.1% |
71% |
False |
False |
85,476 |
| 80 |
99.21 |
86.29 |
12.92 |
13.5% |
1.85 |
1.9% |
71% |
False |
False |
68,379 |
| 100 |
99.83 |
86.29 |
13.54 |
14.2% |
1.76 |
1.8% |
68% |
False |
False |
57,858 |
| 120 |
99.98 |
86.29 |
13.69 |
14.3% |
1.63 |
1.7% |
67% |
False |
False |
49,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.29 |
|
2.618 |
100.99 |
|
1.618 |
98.97 |
|
1.000 |
97.72 |
|
0.618 |
96.95 |
|
HIGH |
95.70 |
|
0.618 |
94.93 |
|
0.500 |
94.69 |
|
0.382 |
94.45 |
|
LOW |
93.68 |
|
0.618 |
92.43 |
|
1.000 |
91.66 |
|
1.618 |
90.41 |
|
2.618 |
88.39 |
|
4.250 |
85.10 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.23 |
95.14 |
| PP |
94.96 |
94.78 |
| S1 |
94.69 |
94.42 |
|