NYMEX Light Sweet Crude Oil Future December 2013
Trading Metrics calculated at close of trading on 01-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
94.53 |
94.48 |
-0.05 |
-0.1% |
92.18 |
High |
95.45 |
95.80 |
0.35 |
0.4% |
95.45 |
Low |
94.20 |
93.94 |
-0.26 |
-0.3% |
91.05 |
Close |
94.38 |
95.46 |
1.08 |
1.1% |
94.38 |
Range |
1.25 |
1.86 |
0.61 |
48.8% |
4.40 |
ATR |
1.84 |
1.84 |
0.00 |
0.1% |
0.00 |
Volume |
60,493 |
69,114 |
8,621 |
14.3% |
380,028 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.65 |
99.91 |
96.48 |
|
R3 |
98.79 |
98.05 |
95.97 |
|
R2 |
96.93 |
96.93 |
95.80 |
|
R1 |
96.19 |
96.19 |
95.63 |
96.56 |
PP |
95.07 |
95.07 |
95.07 |
95.25 |
S1 |
94.33 |
94.33 |
95.29 |
94.70 |
S2 |
93.21 |
93.21 |
95.12 |
|
S3 |
91.35 |
92.47 |
94.95 |
|
S4 |
89.49 |
90.61 |
94.44 |
|
|
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 |
95.80 |
92.00 |
3.80 |
4.0% |
1.60 |
1.7% |
91% |
True |
False |
73,484 |
10 |
97.78 |
91.05 |
6.73 |
7.1% |
1.91 |
2.0% |
66% |
False |
False |
71,649 |
20 |
97.78 |
91.05 |
6.73 |
7.1% |
1.75 |
1.8% |
66% |
False |
False |
71,959 |
40 |
97.78 |
90.69 |
7.09 |
7.4% |
1.78 |
1.9% |
67% |
False |
False |
63,859 |
60 |
97.78 |
85.52 |
12.26 |
12.8% |
1.88 |
2.0% |
81% |
False |
False |
61,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.71 |
2.618 |
100.67 |
1.618 |
98.81 |
1.000 |
97.66 |
0.618 |
96.95 |
HIGH |
95.80 |
0.618 |
95.09 |
0.500 |
94.87 |
0.382 |
94.65 |
LOW |
93.94 |
0.618 |
92.79 |
1.000 |
92.08 |
1.618 |
90.93 |
2.618 |
89.07 |
4.250 |
86.04 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
95.26 |
95.17 |
PP |
95.07 |
94.88 |
S1 |
94.87 |
94.59 |
|