NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
93.51 |
93.53 |
0.02 |
0.0% |
92.19 |
High |
94.17 |
94.13 |
-0.04 |
0.0% |
93.88 |
Low |
93.31 |
93.44 |
0.13 |
0.1% |
90.65 |
Close |
93.74 |
94.05 |
0.31 |
0.3% |
93.53 |
Range |
0.86 |
0.69 |
-0.17 |
-19.8% |
3.23 |
ATR |
1.35 |
1.31 |
-0.05 |
-3.5% |
0.00 |
Volume |
30,583 |
13,018 |
-17,565 |
-57.4% |
89,753 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.94 |
95.69 |
94.43 |
|
R3 |
95.25 |
95.00 |
94.24 |
|
R2 |
94.56 |
94.56 |
94.18 |
|
R1 |
94.31 |
94.31 |
94.11 |
94.44 |
PP |
93.87 |
93.87 |
93.87 |
93.94 |
S1 |
93.62 |
93.62 |
93.99 |
93.75 |
S2 |
93.18 |
93.18 |
93.92 |
|
S3 |
92.49 |
92.93 |
93.86 |
|
S4 |
91.80 |
92.24 |
93.67 |
|
|
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 |
94.17 |
91.36 |
2.81 |
3.0% |
1.03 |
1.1% |
96% |
False |
False |
16,360 |
10 |
94.17 |
90.44 |
3.73 |
4.0% |
1.11 |
1.2% |
97% |
False |
False |
21,524 |
20 |
94.17 |
88.78 |
5.39 |
5.7% |
1.28 |
1.4% |
98% |
False |
False |
16,951 |
40 |
94.17 |
86.32 |
7.85 |
8.3% |
1.41 |
1.5% |
98% |
False |
False |
14,144 |
60 |
94.17 |
84.84 |
9.33 |
9.9% |
1.33 |
1.4% |
99% |
False |
False |
12,627 |
80 |
94.17 |
84.84 |
9.33 |
9.9% |
1.22 |
1.3% |
99% |
False |
False |
11,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.06 |
2.618 |
95.94 |
1.618 |
95.25 |
1.000 |
94.82 |
0.618 |
94.56 |
HIGH |
94.13 |
0.618 |
93.87 |
0.500 |
93.79 |
0.382 |
93.70 |
LOW |
93.44 |
0.618 |
93.01 |
1.000 |
92.75 |
1.618 |
92.32 |
2.618 |
91.63 |
4.250 |
90.51 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
93.96 |
93.84 |
PP |
93.87 |
93.64 |
S1 |
93.79 |
93.43 |
|