NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
95.47 |
92.92 |
-2.55 |
-2.7% |
95.82 |
High |
95.47 |
93.57 |
-1.90 |
-2.0% |
97.02 |
Low |
92.65 |
90.93 |
-1.72 |
-1.9% |
90.93 |
Close |
93.02 |
91.44 |
-1.58 |
-1.7% |
91.44 |
Range |
2.82 |
2.64 |
-0.18 |
-6.4% |
6.09 |
ATR |
1.55 |
1.63 |
0.08 |
5.0% |
0.00 |
Volume |
9,038 |
14,596 |
5,558 |
61.5% |
45,439 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.90 |
98.31 |
92.89 |
|
R3 |
97.26 |
95.67 |
92.17 |
|
R2 |
94.62 |
94.62 |
91.92 |
|
R1 |
93.03 |
93.03 |
91.68 |
92.51 |
PP |
91.98 |
91.98 |
91.98 |
91.72 |
S1 |
90.39 |
90.39 |
91.20 |
89.87 |
S2 |
89.34 |
89.34 |
90.96 |
|
S3 |
86.70 |
87.75 |
90.71 |
|
S4 |
84.06 |
85.11 |
89.99 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.40 |
107.51 |
94.79 |
|
R3 |
105.31 |
101.42 |
93.11 |
|
R2 |
99.22 |
99.22 |
92.56 |
|
R1 |
95.33 |
95.33 |
92.00 |
94.23 |
PP |
93.13 |
93.13 |
93.13 |
92.58 |
S1 |
89.24 |
89.24 |
90.88 |
88.14 |
S2 |
87.04 |
87.04 |
90.32 |
|
S3 |
80.95 |
83.15 |
89.77 |
|
S4 |
74.86 |
77.06 |
88.09 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.79 |
2.618 |
100.48 |
1.618 |
97.84 |
1.000 |
96.21 |
0.618 |
95.20 |
HIGH |
93.57 |
0.618 |
92.56 |
0.500 |
92.25 |
0.382 |
91.94 |
LOW |
90.93 |
0.618 |
89.30 |
1.000 |
88.29 |
1.618 |
86.66 |
2.618 |
84.02 |
4.250 |
79.71 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
92.25 |
93.98 |
PP |
91.98 |
93.13 |
S1 |
91.71 |
92.29 |
|