NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
92.29 |
90.20 |
-2.09 |
-2.3% |
94.76 |
| High |
92.40 |
91.52 |
-0.88 |
-1.0% |
95.89 |
| Low |
89.80 |
89.48 |
-0.32 |
-0.4% |
89.80 |
| Close |
90.26 |
91.16 |
0.90 |
1.0% |
90.26 |
| Range |
2.60 |
2.04 |
-0.56 |
-21.5% |
6.09 |
| ATR |
|
|
|
|
|
| Volume |
9,641 |
6,474 |
-3,167 |
-32.8% |
38,722 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.84 |
96.04 |
92.28 |
|
| R3 |
94.80 |
94.00 |
91.72 |
|
| R2 |
92.76 |
92.76 |
91.53 |
|
| R1 |
91.96 |
91.96 |
91.35 |
92.36 |
| PP |
90.72 |
90.72 |
90.72 |
90.92 |
| S1 |
89.92 |
89.92 |
90.97 |
90.32 |
| S2 |
88.68 |
88.68 |
90.79 |
|
| S3 |
86.64 |
87.88 |
90.60 |
|
| S4 |
84.60 |
85.84 |
90.04 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.25 |
106.35 |
93.61 |
|
| R3 |
104.16 |
100.26 |
91.93 |
|
| R2 |
98.07 |
98.07 |
91.38 |
|
| R1 |
94.17 |
94.17 |
90.82 |
93.08 |
| PP |
91.98 |
91.98 |
91.98 |
91.44 |
| S1 |
88.08 |
88.08 |
89.70 |
86.99 |
| S2 |
85.89 |
85.89 |
89.14 |
|
| S3 |
79.80 |
81.99 |
88.59 |
|
| S4 |
73.71 |
75.90 |
86.91 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.19 |
|
2.618 |
96.86 |
|
1.618 |
94.82 |
|
1.000 |
93.56 |
|
0.618 |
92.78 |
|
HIGH |
91.52 |
|
0.618 |
90.74 |
|
0.500 |
90.50 |
|
0.382 |
90.26 |
|
LOW |
89.48 |
|
0.618 |
88.22 |
|
1.000 |
87.44 |
|
1.618 |
86.18 |
|
2.618 |
84.14 |
|
4.250 |
80.81 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
90.94 |
92.04 |
| PP |
90.72 |
91.74 |
| S1 |
90.50 |
91.45 |
|