NYMEX Light Sweet Crude Oil Future December 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 |
92.89 |
93.11 |
0.22 |
0.2% |
96.60 |
High |
93.88 |
93.68 |
-0.20 |
-0.2% |
97.78 |
Low |
92.48 |
92.00 |
-0.48 |
-0.5% |
91.51 |
Close |
93.36 |
93.52 |
0.16 |
0.2% |
92.09 |
Range |
1.40 |
1.68 |
0.28 |
20.0% |
6.27 |
ATR |
1.91 |
1.89 |
-0.02 |
-0.8% |
0.00 |
Volume |
83,097 |
99,608 |
16,511 |
19.9% |
367,618 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.11 |
97.49 |
94.44 |
|
R3 |
96.43 |
95.81 |
93.98 |
|
R2 |
94.75 |
94.75 |
93.83 |
|
R1 |
94.13 |
94.13 |
93.67 |
94.44 |
PP |
93.07 |
93.07 |
93.07 |
93.22 |
S1 |
92.45 |
92.45 |
93.37 |
92.76 |
S2 |
91.39 |
91.39 |
93.21 |
|
S3 |
89.71 |
90.77 |
93.06 |
|
S4 |
88.03 |
89.09 |
92.60 |
|
|
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 |
96.77 |
91.05 |
5.72 |
6.1% |
2.40 |
2.6% |
43% |
False |
False |
84,868 |
10 |
97.78 |
91.05 |
6.73 |
7.2% |
1.88 |
2.0% |
37% |
False |
False |
72,917 |
20 |
97.78 |
90.69 |
7.09 |
7.6% |
1.83 |
2.0% |
40% |
False |
False |
71,012 |
40 |
97.78 |
88.78 |
9.00 |
9.6% |
1.87 |
2.0% |
53% |
False |
False |
64,153 |
60 |
97.78 |
85.52 |
12.26 |
13.1% |
1.91 |
2.0% |
65% |
False |
False |
61,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.82 |
2.618 |
98.08 |
1.618 |
96.40 |
1.000 |
95.36 |
0.618 |
94.72 |
HIGH |
93.68 |
0.618 |
93.04 |
0.500 |
92.84 |
0.382 |
92.64 |
LOW |
92.00 |
0.618 |
90.96 |
1.000 |
90.32 |
1.618 |
89.28 |
2.618 |
87.60 |
4.250 |
84.86 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
93.29 |
93.17 |
PP |
93.07 |
92.82 |
S1 |
92.84 |
92.47 |
|