NYMEX Light Sweet Crude Oil Future September 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 |
94.93 |
95.11 |
0.18 |
0.2% |
98.09 |
| High |
95.95 |
95.59 |
-0.36 |
-0.4% |
99.25 |
| Low |
94.42 |
93.64 |
-0.78 |
-0.8% |
93.06 |
| Close |
95.21 |
95.41 |
0.20 |
0.2% |
93.63 |
| Range |
1.53 |
1.95 |
0.42 |
27.5% |
6.19 |
| ATR |
2.01 |
2.01 |
0.00 |
-0.2% |
0.00 |
| Volume |
122,210 |
150,603 |
28,393 |
23.2% |
410,886 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.73 |
100.02 |
96.48 |
|
| R3 |
98.78 |
98.07 |
95.95 |
|
| R2 |
96.83 |
96.83 |
95.77 |
|
| R1 |
96.12 |
96.12 |
95.59 |
96.48 |
| PP |
94.88 |
94.88 |
94.88 |
95.06 |
| S1 |
94.17 |
94.17 |
95.23 |
94.53 |
| S2 |
92.93 |
92.93 |
95.05 |
|
| S3 |
90.98 |
92.22 |
94.87 |
|
| S4 |
89.03 |
90.27 |
94.34 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.88 |
109.95 |
97.03 |
|
| R3 |
107.69 |
103.76 |
95.33 |
|
| R2 |
101.50 |
101.50 |
94.76 |
|
| R1 |
97.57 |
97.57 |
94.20 |
96.44 |
| PP |
95.31 |
95.31 |
95.31 |
94.75 |
| S1 |
91.38 |
91.38 |
93.06 |
90.25 |
| S2 |
89.12 |
89.12 |
92.50 |
|
| S3 |
82.93 |
85.19 |
91.93 |
|
| S4 |
76.74 |
79.00 |
90.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.25 |
92.60 |
5.65 |
5.9% |
2.54 |
2.7% |
50% |
False |
False |
117,138 |
| 10 |
99.25 |
92.60 |
6.65 |
7.0% |
2.03 |
2.1% |
42% |
False |
False |
91,920 |
| 20 |
99.25 |
91.68 |
7.57 |
7.9% |
1.95 |
2.0% |
49% |
False |
False |
81,680 |
| 40 |
99.25 |
90.09 |
9.16 |
9.6% |
1.96 |
2.1% |
58% |
False |
False |
61,658 |
| 60 |
99.25 |
86.26 |
12.99 |
13.6% |
1.99 |
2.1% |
70% |
False |
False |
51,426 |
| 80 |
99.25 |
86.26 |
12.99 |
13.6% |
1.80 |
1.9% |
70% |
False |
False |
42,994 |
| 100 |
99.69 |
86.26 |
13.43 |
14.1% |
1.70 |
1.8% |
68% |
False |
False |
37,837 |
| 120 |
99.69 |
86.26 |
13.43 |
14.1% |
1.57 |
1.6% |
68% |
False |
False |
33,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.88 |
|
2.618 |
100.70 |
|
1.618 |
98.75 |
|
1.000 |
97.54 |
|
0.618 |
96.80 |
|
HIGH |
95.59 |
|
0.618 |
94.85 |
|
0.500 |
94.62 |
|
0.382 |
94.38 |
|
LOW |
93.64 |
|
0.618 |
92.43 |
|
1.000 |
91.69 |
|
1.618 |
90.48 |
|
2.618 |
88.53 |
|
4.250 |
85.35 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.15 |
95.03 |
| PP |
94.88 |
94.65 |
| S1 |
94.62 |
94.28 |
|