NYMEX Light Sweet Crude Oil Future December 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 |
92.18 |
92.89 |
0.71 |
0.8% |
96.60 |
High |
93.59 |
93.88 |
0.29 |
0.3% |
97.78 |
Low |
91.05 |
92.48 |
1.43 |
1.6% |
91.51 |
Close |
93.18 |
93.36 |
0.18 |
0.2% |
92.09 |
Range |
2.54 |
1.40 |
-1.14 |
-44.9% |
6.27 |
ATR |
1.95 |
1.91 |
-0.04 |
-2.0% |
0.00 |
Volume |
81,719 |
83,097 |
1,378 |
1.7% |
367,618 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.44 |
96.80 |
94.13 |
|
R3 |
96.04 |
95.40 |
93.75 |
|
R2 |
94.64 |
94.64 |
93.62 |
|
R1 |
94.00 |
94.00 |
93.49 |
94.32 |
PP |
93.24 |
93.24 |
93.24 |
93.40 |
S1 |
92.60 |
92.60 |
93.23 |
92.92 |
S2 |
91.84 |
91.84 |
93.10 |
|
S3 |
90.44 |
91.20 |
92.98 |
|
S4 |
89.04 |
89.80 |
92.59 |
|
|
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% |
2.30 |
2.5% |
34% |
False |
False |
74,642 |
10 |
97.78 |
91.05 |
6.73 |
7.2% |
1.90 |
2.0% |
34% |
False |
False |
68,120 |
20 |
97.78 |
90.69 |
7.09 |
7.6% |
1.85 |
2.0% |
38% |
False |
False |
68,674 |
40 |
97.78 |
88.78 |
9.00 |
9.6% |
1.87 |
2.0% |
51% |
False |
False |
63,000 |
60 |
97.78 |
85.52 |
12.26 |
13.1% |
1.90 |
2.0% |
64% |
False |
False |
60,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.83 |
2.618 |
97.55 |
1.618 |
96.15 |
1.000 |
95.28 |
0.618 |
94.75 |
HIGH |
93.88 |
0.618 |
93.35 |
0.500 |
93.18 |
0.382 |
93.01 |
LOW |
92.48 |
0.618 |
91.61 |
1.000 |
91.08 |
1.618 |
90.21 |
2.618 |
88.81 |
4.250 |
86.53 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
93.30 |
93.13 |
PP |
93.24 |
92.90 |
S1 |
93.18 |
92.68 |
|