NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 28-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
93.38 |
94.53 |
1.15 |
1.2% |
92.18 |
High |
95.19 |
95.45 |
0.26 |
0.3% |
95.45 |
Low |
93.38 |
94.20 |
0.82 |
0.9% |
91.05 |
Close |
94.88 |
94.38 |
-0.50 |
-0.5% |
94.38 |
Range |
1.81 |
1.25 |
-0.56 |
-30.9% |
4.40 |
ATR |
1.88 |
1.84 |
-0.05 |
-2.4% |
0.00 |
Volume |
55,111 |
60,493 |
5,382 |
9.8% |
380,028 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.43 |
97.65 |
95.07 |
|
R3 |
97.18 |
96.40 |
94.72 |
|
R2 |
95.93 |
95.93 |
94.61 |
|
R1 |
95.15 |
95.15 |
94.49 |
94.92 |
PP |
94.68 |
94.68 |
94.68 |
94.56 |
S1 |
93.90 |
93.90 |
94.27 |
93.67 |
S2 |
93.43 |
93.43 |
94.15 |
|
S3 |
92.18 |
92.65 |
94.04 |
|
S4 |
90.93 |
91.40 |
93.69 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.83 |
105.00 |
96.80 |
|
R3 |
102.43 |
100.60 |
95.59 |
|
R2 |
98.03 |
98.03 |
95.19 |
|
R1 |
96.20 |
96.20 |
94.78 |
97.12 |
PP |
93.63 |
93.63 |
93.63 |
94.08 |
S1 |
91.80 |
91.80 |
93.98 |
92.72 |
S2 |
89.23 |
89.23 |
93.57 |
|
S3 |
84.83 |
87.40 |
93.17 |
|
S4 |
80.43 |
83.00 |
91.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.45 |
91.05 |
4.40 |
4.7% |
1.74 |
1.8% |
76% |
True |
False |
76,005 |
10 |
97.78 |
91.05 |
6.73 |
7.1% |
1.84 |
2.0% |
49% |
False |
False |
74,764 |
20 |
97.78 |
90.69 |
7.09 |
7.5% |
1.77 |
1.9% |
52% |
False |
False |
71,421 |
40 |
97.78 |
90.69 |
7.09 |
7.5% |
1.79 |
1.9% |
52% |
False |
False |
63,686 |
60 |
97.78 |
85.52 |
12.26 |
13.0% |
1.88 |
2.0% |
72% |
False |
False |
61,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.76 |
2.618 |
98.72 |
1.618 |
97.47 |
1.000 |
96.70 |
0.618 |
96.22 |
HIGH |
95.45 |
0.618 |
94.97 |
0.500 |
94.83 |
0.382 |
94.68 |
LOW |
94.20 |
0.618 |
93.43 |
1.000 |
92.95 |
1.618 |
92.18 |
2.618 |
90.93 |
4.250 |
88.89 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
94.83 |
94.16 |
PP |
94.68 |
93.94 |
S1 |
94.53 |
93.73 |
|