NYMEX Light Sweet Crude Oil Future March 2014
| 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 |
90.72 |
90.54 |
-0.18 |
-0.2% |
94.76 |
| High |
91.65 |
91.60 |
-0.05 |
-0.1% |
95.89 |
| Low |
90.72 |
90.14 |
-0.58 |
-0.6% |
89.80 |
| Close |
91.37 |
91.51 |
0.14 |
0.2% |
90.26 |
| Range |
0.93 |
1.46 |
0.53 |
57.0% |
6.09 |
| ATR |
|
|
|
|
|
| Volume |
15,496 |
19,754 |
4,258 |
27.5% |
38,722 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.46 |
94.95 |
92.31 |
|
| R3 |
94.00 |
93.49 |
91.91 |
|
| R2 |
92.54 |
92.54 |
91.78 |
|
| R1 |
92.03 |
92.03 |
91.64 |
92.29 |
| PP |
91.08 |
91.08 |
91.08 |
91.21 |
| S1 |
90.57 |
90.57 |
91.38 |
90.83 |
| S2 |
89.62 |
89.62 |
91.24 |
|
| S3 |
88.16 |
89.11 |
91.11 |
|
| S4 |
86.70 |
87.65 |
90.71 |
|
|
| 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 |
97.81 |
|
2.618 |
95.42 |
|
1.618 |
93.96 |
|
1.000 |
93.06 |
|
0.618 |
92.50 |
|
HIGH |
91.60 |
|
0.618 |
91.04 |
|
0.500 |
90.87 |
|
0.382 |
90.70 |
|
LOW |
90.14 |
|
0.618 |
89.24 |
|
1.000 |
88.68 |
|
1.618 |
87.78 |
|
2.618 |
86.32 |
|
4.250 |
83.94 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.30 |
91.20 |
| PP |
91.08 |
90.88 |
| S1 |
90.87 |
90.57 |
|