NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
91.92 |
92.73 |
0.81 |
0.9% |
92.19 |
High |
93.01 |
93.88 |
0.87 |
0.9% |
93.88 |
Low |
91.36 |
92.69 |
1.33 |
1.5% |
90.65 |
Close |
92.80 |
93.53 |
0.73 |
0.8% |
93.53 |
Range |
1.65 |
1.19 |
-0.46 |
-27.9% |
3.23 |
ATR |
1.41 |
1.39 |
-0.02 |
-1.1% |
0.00 |
Volume |
12,638 |
12,339 |
-299 |
-2.4% |
89,753 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.94 |
96.42 |
94.18 |
|
R3 |
95.75 |
95.23 |
93.86 |
|
R2 |
94.56 |
94.56 |
93.75 |
|
R1 |
94.04 |
94.04 |
93.64 |
94.30 |
PP |
93.37 |
93.37 |
93.37 |
93.50 |
S1 |
92.85 |
92.85 |
93.42 |
93.11 |
S2 |
92.18 |
92.18 |
93.31 |
|
S3 |
90.99 |
91.66 |
93.20 |
|
S4 |
89.80 |
90.47 |
92.88 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.38 |
101.18 |
95.31 |
|
R3 |
99.15 |
97.95 |
94.42 |
|
R2 |
95.92 |
95.92 |
94.12 |
|
R1 |
94.72 |
94.72 |
93.83 |
95.32 |
PP |
92.69 |
92.69 |
92.69 |
92.99 |
S1 |
91.49 |
91.49 |
93.23 |
92.09 |
S2 |
89.46 |
89.46 |
92.94 |
|
S3 |
86.23 |
88.26 |
92.64 |
|
S4 |
83.00 |
85.03 |
91.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.88 |
90.65 |
3.23 |
3.5% |
1.18 |
1.3% |
89% |
True |
False |
17,950 |
10 |
93.88 |
89.48 |
4.40 |
4.7% |
1.23 |
1.3% |
92% |
True |
False |
20,576 |
20 |
93.88 |
88.78 |
5.10 |
5.5% |
1.32 |
1.4% |
93% |
True |
False |
16,128 |
40 |
93.88 |
85.73 |
8.15 |
8.7% |
1.42 |
1.5% |
96% |
True |
False |
13,582 |
60 |
93.96 |
84.84 |
9.12 |
9.8% |
1.33 |
1.4% |
95% |
False |
False |
12,099 |
80 |
93.96 |
84.84 |
9.12 |
9.8% |
1.22 |
1.3% |
95% |
False |
False |
10,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.94 |
2.618 |
97.00 |
1.618 |
95.81 |
1.000 |
95.07 |
0.618 |
94.62 |
HIGH |
93.88 |
0.618 |
93.43 |
0.500 |
93.29 |
0.382 |
93.14 |
LOW |
92.69 |
0.618 |
91.95 |
1.000 |
91.50 |
1.618 |
90.76 |
2.618 |
89.57 |
4.250 |
87.63 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
93.45 |
93.23 |
PP |
93.37 |
92.92 |
S1 |
93.29 |
92.62 |
|