NYMEX Light Sweet Crude Oil Future November 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 |
92.67 |
93.50 |
0.83 |
0.9% |
96.96 |
| High |
94.26 |
94.60 |
0.34 |
0.4% |
98.41 |
| Low |
91.95 |
93.37 |
1.42 |
1.5% |
92.18 |
| Close |
93.91 |
94.04 |
0.13 |
0.1% |
92.74 |
| Range |
2.31 |
1.23 |
-1.08 |
-46.8% |
6.23 |
| ATR |
1.84 |
1.80 |
-0.04 |
-2.4% |
0.00 |
| Volume |
23,206 |
34,080 |
10,874 |
46.9% |
120,174 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.69 |
97.10 |
94.72 |
|
| R3 |
96.46 |
95.87 |
94.38 |
|
| R2 |
95.23 |
95.23 |
94.27 |
|
| R1 |
94.64 |
94.64 |
94.15 |
94.94 |
| PP |
94.00 |
94.00 |
94.00 |
94.15 |
| S1 |
93.41 |
93.41 |
93.93 |
93.71 |
| S2 |
92.77 |
92.77 |
93.81 |
|
| S3 |
91.54 |
92.18 |
93.70 |
|
| S4 |
90.31 |
90.95 |
93.36 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.13 |
109.17 |
96.17 |
|
| R3 |
106.90 |
102.94 |
94.45 |
|
| R2 |
100.67 |
100.67 |
93.88 |
|
| R1 |
96.71 |
96.71 |
93.31 |
95.58 |
| PP |
94.44 |
94.44 |
94.44 |
93.88 |
| S1 |
90.48 |
90.48 |
92.17 |
89.35 |
| S2 |
88.21 |
88.21 |
91.60 |
|
| S3 |
81.98 |
84.25 |
91.03 |
|
| S4 |
75.75 |
78.02 |
89.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.41 |
91.95 |
6.46 |
6.9% |
2.10 |
2.2% |
32% |
False |
False |
26,289 |
| 10 |
98.41 |
91.95 |
6.46 |
6.9% |
1.73 |
1.8% |
32% |
False |
False |
22,368 |
| 20 |
98.41 |
91.22 |
7.19 |
7.6% |
1.71 |
1.8% |
39% |
False |
False |
21,191 |
| 40 |
98.41 |
89.26 |
9.15 |
9.7% |
1.72 |
1.8% |
52% |
False |
False |
16,018 |
| 60 |
98.41 |
85.96 |
12.45 |
13.2% |
1.72 |
1.8% |
65% |
False |
False |
13,298 |
| 80 |
98.41 |
85.96 |
12.45 |
13.2% |
1.54 |
1.6% |
65% |
False |
False |
11,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.83 |
|
2.618 |
97.82 |
|
1.618 |
96.59 |
|
1.000 |
95.83 |
|
0.618 |
95.36 |
|
HIGH |
94.60 |
|
0.618 |
94.13 |
|
0.500 |
93.99 |
|
0.382 |
93.84 |
|
LOW |
93.37 |
|
0.618 |
92.61 |
|
1.000 |
92.14 |
|
1.618 |
91.38 |
|
2.618 |
90.15 |
|
4.250 |
88.14 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.02 |
93.83 |
| PP |
94.00 |
93.62 |
| S1 |
93.99 |
93.42 |
|