NYMEX Light Sweet Crude Oil Future October 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 |
94.30 |
94.40 |
0.10 |
0.1% |
97.66 |
High |
95.36 |
95.03 |
-0.33 |
-0.3% |
98.93 |
Low |
93.88 |
93.21 |
-0.67 |
-0.7% |
92.71 |
Close |
94.67 |
94.88 |
0.21 |
0.2% |
93.28 |
Range |
1.48 |
1.82 |
0.34 |
23.0% |
6.22 |
ATR |
1.91 |
1.90 |
-0.01 |
-0.3% |
0.00 |
Volume |
56,282 |
85,457 |
29,175 |
51.8% |
195,229 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.83 |
99.18 |
95.88 |
|
R3 |
98.01 |
97.36 |
95.38 |
|
R2 |
96.19 |
96.19 |
95.21 |
|
R1 |
95.54 |
95.54 |
95.05 |
95.87 |
PP |
94.37 |
94.37 |
94.37 |
94.54 |
S1 |
93.72 |
93.72 |
94.71 |
94.05 |
S2 |
92.55 |
92.55 |
94.55 |
|
S3 |
90.73 |
91.90 |
94.38 |
|
S4 |
88.91 |
90.08 |
93.88 |
|
|
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 |
97.80 |
92.24 |
5.56 |
5.9% |
2.43 |
2.6% |
47% |
False |
False |
54,988 |
10 |
98.93 |
92.24 |
6.69 |
7.1% |
1.92 |
2.0% |
39% |
False |
False |
41,215 |
20 |
98.93 |
91.54 |
7.39 |
7.8% |
1.81 |
1.9% |
45% |
False |
False |
35,258 |
40 |
98.93 |
89.65 |
9.28 |
9.8% |
1.84 |
1.9% |
56% |
False |
False |
26,888 |
60 |
98.93 |
86.47 |
12.46 |
13.1% |
1.84 |
1.9% |
67% |
False |
False |
21,924 |
80 |
98.93 |
86.47 |
12.46 |
13.1% |
1.66 |
1.7% |
67% |
False |
False |
18,291 |
100 |
99.41 |
86.47 |
12.94 |
13.6% |
1.55 |
1.6% |
65% |
False |
False |
16,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.77 |
2.618 |
99.79 |
1.618 |
97.97 |
1.000 |
96.85 |
0.618 |
96.15 |
HIGH |
95.03 |
0.618 |
94.33 |
0.500 |
94.12 |
0.382 |
93.91 |
LOW |
93.21 |
0.618 |
92.09 |
1.000 |
91.39 |
1.618 |
90.27 |
2.618 |
88.45 |
4.250 |
85.48 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
94.63 |
94.52 |
PP |
94.37 |
94.16 |
S1 |
94.12 |
93.80 |
|