NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 25-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
93.36 |
94.30 |
0.94 |
1.0% |
97.66 |
High |
94.92 |
95.36 |
0.44 |
0.5% |
98.93 |
Low |
92.24 |
93.88 |
1.64 |
1.8% |
92.71 |
Close |
94.56 |
94.67 |
0.11 |
0.1% |
93.28 |
Range |
2.68 |
1.48 |
-1.20 |
-44.8% |
6.22 |
ATR |
1.94 |
1.91 |
-0.03 |
-1.7% |
0.00 |
Volume |
32,826 |
56,282 |
23,456 |
71.5% |
195,229 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.08 |
98.35 |
95.48 |
|
R3 |
97.60 |
96.87 |
95.08 |
|
R2 |
96.12 |
96.12 |
94.94 |
|
R1 |
95.39 |
95.39 |
94.81 |
95.76 |
PP |
94.64 |
94.64 |
94.64 |
94.82 |
S1 |
93.91 |
93.91 |
94.53 |
94.28 |
S2 |
93.16 |
93.16 |
94.40 |
|
S3 |
91.68 |
92.43 |
94.26 |
|
S4 |
90.20 |
90.95 |
93.86 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.63 |
109.68 |
96.70 |
|
R3 |
107.41 |
103.46 |
94.99 |
|
R2 |
101.19 |
101.19 |
94.42 |
|
R1 |
97.24 |
97.24 |
93.85 |
96.11 |
PP |
94.97 |
94.97 |
94.97 |
94.41 |
S1 |
91.02 |
91.02 |
92.71 |
89.89 |
S2 |
88.75 |
88.75 |
92.14 |
|
S3 |
82.53 |
84.80 |
91.57 |
|
S4 |
76.31 |
78.58 |
89.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.93 |
92.24 |
6.69 |
7.1% |
2.31 |
2.4% |
36% |
False |
False |
43,067 |
10 |
98.93 |
92.24 |
6.69 |
7.1% |
1.92 |
2.0% |
36% |
False |
False |
35,348 |
20 |
98.93 |
91.54 |
7.39 |
7.8% |
1.83 |
1.9% |
42% |
False |
False |
31,762 |
40 |
98.93 |
89.65 |
9.28 |
9.8% |
1.83 |
1.9% |
54% |
False |
False |
25,081 |
60 |
98.93 |
86.47 |
12.46 |
13.2% |
1.83 |
1.9% |
66% |
False |
False |
20,665 |
80 |
98.93 |
86.47 |
12.46 |
13.2% |
1.65 |
1.7% |
66% |
False |
False |
17,298 |
100 |
99.41 |
86.47 |
12.94 |
13.7% |
1.53 |
1.6% |
63% |
False |
False |
15,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.65 |
2.618 |
99.23 |
1.618 |
97.75 |
1.000 |
96.84 |
0.618 |
96.27 |
HIGH |
95.36 |
0.618 |
94.79 |
0.500 |
94.62 |
0.382 |
94.45 |
LOW |
93.88 |
0.618 |
92.97 |
1.000 |
92.40 |
1.618 |
91.49 |
2.618 |
90.01 |
4.250 |
87.59 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
94.65 |
94.41 |
PP |
94.64 |
94.15 |
S1 |
94.62 |
93.89 |
|