NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
94.30 |
93.04 |
-1.26 |
-1.3% |
92.19 |
High |
94.46 |
93.04 |
-1.42 |
-1.5% |
93.88 |
Low |
93.34 |
89.97 |
-3.37 |
-3.6% |
90.65 |
Close |
93.89 |
90.42 |
-3.47 |
-3.7% |
93.53 |
Range |
1.12 |
3.07 |
1.95 |
174.1% |
3.23 |
ATR |
1.29 |
1.48 |
0.19 |
14.5% |
0.00 |
Volume |
12,203 |
15,084 |
2,881 |
23.6% |
89,753 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.35 |
98.46 |
92.11 |
|
R3 |
97.28 |
95.39 |
91.26 |
|
R2 |
94.21 |
94.21 |
90.98 |
|
R1 |
92.32 |
92.32 |
90.70 |
91.73 |
PP |
91.14 |
91.14 |
91.14 |
90.85 |
S1 |
89.25 |
89.25 |
90.14 |
88.66 |
S2 |
88.07 |
88.07 |
89.86 |
|
S3 |
85.00 |
86.18 |
89.58 |
|
S4 |
81.93 |
83.11 |
88.73 |
|
|
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 |
89.97 |
4.49 |
5.0% |
1.39 |
1.5% |
10% |
False |
True |
16,645 |
10 |
94.46 |
89.97 |
4.49 |
5.0% |
1.37 |
1.5% |
10% |
False |
True |
18,917 |
20 |
94.46 |
88.78 |
5.68 |
6.3% |
1.36 |
1.5% |
29% |
False |
False |
17,032 |
40 |
94.46 |
86.89 |
7.57 |
8.4% |
1.44 |
1.6% |
47% |
False |
False |
14,423 |
60 |
94.46 |
84.84 |
9.62 |
10.6% |
1.36 |
1.5% |
58% |
False |
False |
12,792 |
80 |
94.46 |
84.84 |
9.62 |
10.6% |
1.24 |
1.4% |
58% |
False |
False |
11,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.09 |
2.618 |
101.08 |
1.618 |
98.01 |
1.000 |
96.11 |
0.618 |
94.94 |
HIGH |
93.04 |
0.618 |
91.87 |
0.500 |
91.51 |
0.382 |
91.14 |
LOW |
89.97 |
0.618 |
88.07 |
1.000 |
86.90 |
1.618 |
85.00 |
2.618 |
81.93 |
4.250 |
76.92 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
91.51 |
92.22 |
PP |
91.14 |
91.62 |
S1 |
90.78 |
91.02 |
|