NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
93.53 |
94.30 |
0.77 |
0.8% |
92.19 |
High |
94.13 |
94.46 |
0.33 |
0.4% |
93.88 |
Low |
93.44 |
93.34 |
-0.10 |
-0.1% |
90.65 |
Close |
94.05 |
93.89 |
-0.16 |
-0.2% |
93.53 |
Range |
0.69 |
1.12 |
0.43 |
62.3% |
3.23 |
ATR |
1.31 |
1.29 |
-0.01 |
-1.0% |
0.00 |
Volume |
13,018 |
12,203 |
-815 |
-6.3% |
89,753 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.26 |
96.69 |
94.51 |
|
R3 |
96.14 |
95.57 |
94.20 |
|
R2 |
95.02 |
95.02 |
94.10 |
|
R1 |
94.45 |
94.45 |
93.99 |
94.18 |
PP |
93.90 |
93.90 |
93.90 |
93.76 |
S1 |
93.33 |
93.33 |
93.79 |
93.06 |
S2 |
92.78 |
92.78 |
93.68 |
|
S3 |
91.66 |
92.21 |
93.58 |
|
S4 |
90.54 |
91.09 |
93.27 |
|
|
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 |
94.46 |
91.36 |
3.10 |
3.3% |
1.10 |
1.2% |
82% |
True |
False |
16,156 |
10 |
94.46 |
90.46 |
4.00 |
4.3% |
1.15 |
1.2% |
86% |
True |
False |
19,558 |
20 |
94.46 |
88.78 |
5.68 |
6.0% |
1.28 |
1.4% |
90% |
True |
False |
16,707 |
40 |
94.46 |
86.89 |
7.57 |
8.1% |
1.41 |
1.5% |
92% |
True |
False |
14,333 |
60 |
94.46 |
84.84 |
9.62 |
10.2% |
1.33 |
1.4% |
94% |
True |
False |
12,752 |
80 |
94.46 |
84.84 |
9.62 |
10.2% |
1.22 |
1.3% |
94% |
True |
False |
11,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.22 |
2.618 |
97.39 |
1.618 |
96.27 |
1.000 |
95.58 |
0.618 |
95.15 |
HIGH |
94.46 |
0.618 |
94.03 |
0.500 |
93.90 |
0.382 |
93.77 |
LOW |
93.34 |
0.618 |
92.65 |
1.000 |
92.22 |
1.618 |
91.53 |
2.618 |
90.41 |
4.250 |
88.58 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
93.90 |
93.89 |
PP |
93.90 |
93.89 |
S1 |
93.89 |
93.89 |
|