NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
93.54 |
92.18 |
-1.36 |
-1.5% |
96.60 |
High |
94.30 |
93.59 |
-0.71 |
-0.8% |
97.78 |
Low |
91.51 |
91.05 |
-0.46 |
-0.5% |
91.51 |
Close |
92.09 |
93.18 |
1.09 |
1.2% |
92.09 |
Range |
2.79 |
2.54 |
-0.25 |
-9.0% |
6.27 |
ATR |
1.90 |
1.95 |
0.05 |
2.4% |
0.00 |
Volume |
95,941 |
81,719 |
-14,222 |
-14.8% |
367,618 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.23 |
99.24 |
94.58 |
|
R3 |
97.69 |
96.70 |
93.88 |
|
R2 |
95.15 |
95.15 |
93.65 |
|
R1 |
94.16 |
94.16 |
93.41 |
94.66 |
PP |
92.61 |
92.61 |
92.61 |
92.85 |
S1 |
91.62 |
91.62 |
92.95 |
92.12 |
S2 |
90.07 |
90.07 |
92.71 |
|
S3 |
87.53 |
89.08 |
92.48 |
|
S4 |
84.99 |
86.54 |
91.78 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.60 |
108.62 |
95.54 |
|
R3 |
106.33 |
102.35 |
93.81 |
|
R2 |
100.06 |
100.06 |
93.24 |
|
R1 |
96.08 |
96.08 |
92.66 |
94.94 |
PP |
93.79 |
93.79 |
93.79 |
93.22 |
S1 |
89.81 |
89.81 |
91.52 |
88.67 |
S2 |
87.52 |
87.52 |
90.94 |
|
S3 |
81.25 |
83.54 |
90.37 |
|
S4 |
74.98 |
77.27 |
88.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.78 |
91.05 |
6.73 |
7.2% |
2.22 |
2.4% |
32% |
False |
True |
69,814 |
10 |
97.78 |
91.05 |
6.73 |
7.2% |
1.94 |
2.1% |
32% |
False |
True |
65,611 |
20 |
97.78 |
90.69 |
7.09 |
7.6% |
1.91 |
2.0% |
35% |
False |
False |
66,136 |
40 |
97.78 |
88.78 |
9.00 |
9.7% |
1.88 |
2.0% |
49% |
False |
False |
62,221 |
60 |
97.78 |
85.52 |
12.26 |
13.2% |
1.90 |
2.0% |
62% |
False |
False |
59,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.39 |
2.618 |
100.24 |
1.618 |
97.70 |
1.000 |
96.13 |
0.618 |
95.16 |
HIGH |
93.59 |
0.618 |
92.62 |
0.500 |
92.32 |
0.382 |
92.02 |
LOW |
91.05 |
0.618 |
89.48 |
1.000 |
88.51 |
1.618 |
86.94 |
2.618 |
84.40 |
4.250 |
80.26 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
92.89 |
93.91 |
PP |
92.61 |
93.67 |
S1 |
92.32 |
93.42 |
|