NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
93.04 |
90.96 |
-2.08 |
-2.2% |
93.51 |
High |
93.04 |
90.98 |
-2.06 |
-2.2% |
94.46 |
Low |
89.97 |
88.30 |
-1.67 |
-1.9% |
88.30 |
Close |
90.42 |
88.84 |
-1.58 |
-1.7% |
88.84 |
Range |
3.07 |
2.68 |
-0.39 |
-12.7% |
6.16 |
ATR |
1.48 |
1.57 |
0.09 |
5.8% |
0.00 |
Volume |
15,084 |
23,161 |
8,077 |
53.5% |
94,049 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.41 |
95.81 |
90.31 |
|
R3 |
94.73 |
93.13 |
89.58 |
|
R2 |
92.05 |
92.05 |
89.33 |
|
R1 |
90.45 |
90.45 |
89.09 |
89.91 |
PP |
89.37 |
89.37 |
89.37 |
89.11 |
S1 |
87.77 |
87.77 |
88.59 |
87.23 |
S2 |
86.69 |
86.69 |
88.35 |
|
S3 |
84.01 |
85.09 |
88.10 |
|
S4 |
81.33 |
82.41 |
87.37 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.01 |
105.09 |
92.23 |
|
R3 |
102.85 |
98.93 |
90.53 |
|
R2 |
96.69 |
96.69 |
89.97 |
|
R1 |
92.77 |
92.77 |
89.40 |
91.65 |
PP |
90.53 |
90.53 |
90.53 |
89.98 |
S1 |
86.61 |
86.61 |
88.28 |
85.49 |
S2 |
84.37 |
84.37 |
87.71 |
|
S3 |
78.21 |
80.45 |
87.15 |
|
S4 |
72.05 |
74.29 |
85.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.46 |
88.30 |
6.16 |
6.9% |
1.68 |
1.9% |
9% |
False |
True |
18,809 |
10 |
94.46 |
88.30 |
6.16 |
6.9% |
1.43 |
1.6% |
9% |
False |
True |
18,380 |
20 |
94.46 |
88.30 |
6.16 |
6.9% |
1.42 |
1.6% |
9% |
False |
True |
17,501 |
40 |
94.46 |
86.89 |
7.57 |
8.5% |
1.46 |
1.6% |
26% |
False |
False |
14,746 |
60 |
94.46 |
84.84 |
9.62 |
10.8% |
1.39 |
1.6% |
42% |
False |
False |
12,979 |
80 |
94.46 |
84.84 |
9.62 |
10.8% |
1.27 |
1.4% |
42% |
False |
False |
11,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.37 |
2.618 |
98.00 |
1.618 |
95.32 |
1.000 |
93.66 |
0.618 |
92.64 |
HIGH |
90.98 |
0.618 |
89.96 |
0.500 |
89.64 |
0.382 |
89.32 |
LOW |
88.30 |
0.618 |
86.64 |
1.000 |
85.62 |
1.618 |
83.96 |
2.618 |
81.28 |
4.250 |
76.91 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
89.64 |
91.38 |
PP |
89.37 |
90.53 |
S1 |
89.11 |
89.69 |
|