NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
95.17 |
95.52 |
0.35 |
0.4% |
98.17 |
| High |
95.70 |
97.41 |
1.71 |
1.8% |
99.21 |
| Low |
93.68 |
95.35 |
1.67 |
1.8% |
93.12 |
| Close |
95.50 |
97.05 |
1.55 |
1.6% |
93.69 |
| Range |
2.02 |
2.06 |
0.04 |
2.0% |
6.09 |
| ATR |
2.04 |
2.05 |
0.00 |
0.1% |
0.00 |
| Volume |
291,417 |
269,312 |
-22,105 |
-7.6% |
1,259,327 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.78 |
101.98 |
98.18 |
|
| R3 |
100.72 |
99.92 |
97.62 |
|
| R2 |
98.66 |
98.66 |
97.43 |
|
| R1 |
97.86 |
97.86 |
97.24 |
98.26 |
| PP |
96.60 |
96.60 |
96.60 |
96.81 |
| S1 |
95.80 |
95.80 |
96.86 |
96.20 |
| S2 |
94.54 |
94.54 |
96.67 |
|
| S3 |
92.48 |
93.74 |
96.48 |
|
| S4 |
90.42 |
91.68 |
95.92 |
|
|
| 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 |
97.41 |
92.67 |
4.74 |
4.9% |
2.26 |
2.3% |
92% |
True |
False |
296,998 |
| 10 |
99.21 |
92.67 |
6.54 |
6.7% |
2.07 |
2.1% |
67% |
False |
False |
252,974 |
| 20 |
99.21 |
91.50 |
7.71 |
7.9% |
1.97 |
2.0% |
72% |
False |
False |
174,478 |
| 40 |
99.21 |
90.92 |
8.29 |
8.5% |
1.99 |
2.1% |
74% |
False |
False |
118,814 |
| 60 |
99.21 |
86.29 |
12.92 |
13.3% |
2.04 |
2.1% |
83% |
False |
False |
89,548 |
| 80 |
99.21 |
86.29 |
12.92 |
13.3% |
1.86 |
1.9% |
83% |
False |
False |
71,615 |
| 100 |
99.83 |
86.29 |
13.54 |
14.0% |
1.77 |
1.8% |
79% |
False |
False |
60,263 |
| 120 |
99.98 |
86.29 |
13.69 |
14.1% |
1.64 |
1.7% |
79% |
False |
False |
52,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.17 |
|
2.618 |
102.80 |
|
1.618 |
100.74 |
|
1.000 |
99.47 |
|
0.618 |
98.68 |
|
HIGH |
97.41 |
|
0.618 |
96.62 |
|
0.500 |
96.38 |
|
0.382 |
96.14 |
|
LOW |
95.35 |
|
0.618 |
94.08 |
|
1.000 |
93.29 |
|
1.618 |
92.02 |
|
2.618 |
89.96 |
|
4.250 |
86.60 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.83 |
96.55 |
| PP |
96.60 |
96.05 |
| S1 |
96.38 |
95.55 |
|