NYMEX Light Sweet Crude Oil Future September 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 |
95.11 |
95.39 |
0.28 |
0.3% |
98.09 |
| High |
95.59 |
97.25 |
1.66 |
1.7% |
99.25 |
| Low |
93.64 |
95.26 |
1.62 |
1.7% |
93.06 |
| Close |
95.41 |
96.89 |
1.48 |
1.6% |
93.63 |
| Range |
1.95 |
1.99 |
0.04 |
2.1% |
6.19 |
| ATR |
2.01 |
2.00 |
0.00 |
-0.1% |
0.00 |
| Volume |
150,603 |
105,715 |
-44,888 |
-29.8% |
410,886 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.44 |
101.65 |
97.98 |
|
| R3 |
100.45 |
99.66 |
97.44 |
|
| R2 |
98.46 |
98.46 |
97.25 |
|
| R1 |
97.67 |
97.67 |
97.07 |
98.07 |
| PP |
96.47 |
96.47 |
96.47 |
96.66 |
| S1 |
95.68 |
95.68 |
96.71 |
96.08 |
| S2 |
94.48 |
94.48 |
96.53 |
|
| S3 |
92.49 |
93.69 |
96.34 |
|
| S4 |
90.50 |
91.70 |
95.80 |
|
|
| 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 |
97.25 |
92.60 |
4.65 |
4.8% |
2.22 |
2.3% |
92% |
True |
False |
119,103 |
| 10 |
99.25 |
92.60 |
6.65 |
6.9% |
2.04 |
2.1% |
65% |
False |
False |
95,101 |
| 20 |
99.25 |
91.68 |
7.57 |
7.8% |
1.93 |
2.0% |
69% |
False |
False |
83,670 |
| 40 |
99.25 |
90.59 |
8.66 |
8.9% |
1.94 |
2.0% |
73% |
False |
False |
63,362 |
| 60 |
99.25 |
86.26 |
12.99 |
13.4% |
1.98 |
2.0% |
82% |
False |
False |
52,790 |
| 80 |
99.25 |
86.26 |
12.99 |
13.4% |
1.82 |
1.9% |
82% |
False |
False |
44,205 |
| 100 |
99.69 |
86.26 |
13.43 |
13.9% |
1.71 |
1.8% |
79% |
False |
False |
38,607 |
| 120 |
99.69 |
86.26 |
13.43 |
13.9% |
1.57 |
1.6% |
79% |
False |
False |
34,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.71 |
|
2.618 |
102.46 |
|
1.618 |
100.47 |
|
1.000 |
99.24 |
|
0.618 |
98.48 |
|
HIGH |
97.25 |
|
0.618 |
96.49 |
|
0.500 |
96.26 |
|
0.382 |
96.02 |
|
LOW |
95.26 |
|
0.618 |
94.03 |
|
1.000 |
93.27 |
|
1.618 |
92.04 |
|
2.618 |
90.05 |
|
4.250 |
86.80 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.68 |
96.41 |
| PP |
96.47 |
95.93 |
| S1 |
96.26 |
95.45 |
|