NYMEX Light Sweet Crude Oil Future November 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 |
93.50 |
93.79 |
0.29 |
0.3% |
96.96 |
High |
94.60 |
94.39 |
-0.21 |
-0.2% |
98.41 |
Low |
93.37 |
92.64 |
-0.73 |
-0.8% |
92.18 |
Close |
94.04 |
94.22 |
0.18 |
0.2% |
92.74 |
Range |
1.23 |
1.75 |
0.52 |
42.3% |
6.23 |
ATR |
1.80 |
1.80 |
0.00 |
-0.2% |
0.00 |
Volume |
34,080 |
53,952 |
19,872 |
58.3% |
120,174 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.00 |
98.36 |
95.18 |
|
R3 |
97.25 |
96.61 |
94.70 |
|
R2 |
95.50 |
95.50 |
94.54 |
|
R1 |
94.86 |
94.86 |
94.38 |
95.18 |
PP |
93.75 |
93.75 |
93.75 |
93.91 |
S1 |
93.11 |
93.11 |
94.06 |
93.43 |
S2 |
92.00 |
92.00 |
93.90 |
|
S3 |
90.25 |
91.36 |
93.74 |
|
S4 |
88.50 |
89.61 |
93.26 |
|
|
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 |
96.96 |
91.95 |
5.01 |
5.3% |
2.22 |
2.4% |
45% |
False |
False |
33,563 |
10 |
98.41 |
91.95 |
6.46 |
6.9% |
1.77 |
1.9% |
35% |
False |
False |
26,222 |
20 |
98.41 |
91.22 |
7.19 |
7.6% |
1.69 |
1.8% |
42% |
False |
False |
23,252 |
40 |
98.41 |
89.26 |
9.15 |
9.7% |
1.73 |
1.8% |
54% |
False |
False |
17,187 |
60 |
98.41 |
85.96 |
12.45 |
13.2% |
1.73 |
1.8% |
66% |
False |
False |
14,114 |
80 |
98.41 |
85.96 |
12.45 |
13.2% |
1.55 |
1.6% |
66% |
False |
False |
11,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.83 |
2.618 |
98.97 |
1.618 |
97.22 |
1.000 |
96.14 |
0.618 |
95.47 |
HIGH |
94.39 |
0.618 |
93.72 |
0.500 |
93.52 |
0.382 |
93.31 |
LOW |
92.64 |
0.618 |
91.56 |
1.000 |
90.89 |
1.618 |
89.81 |
2.618 |
88.06 |
4.250 |
85.20 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
93.99 |
93.91 |
PP |
93.75 |
93.59 |
S1 |
93.52 |
93.28 |
|