NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 25-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
88.11 |
90.16 |
2.05 |
2.3% |
93.51 |
High |
90.07 |
90.20 |
0.13 |
0.1% |
94.46 |
Low |
88.11 |
89.26 |
1.15 |
1.3% |
88.30 |
Close |
89.70 |
89.96 |
0.26 |
0.3% |
88.84 |
Range |
1.96 |
0.94 |
-1.02 |
-52.0% |
6.16 |
ATR |
1.59 |
1.55 |
-0.05 |
-2.9% |
0.00 |
Volume |
22,934 |
22,948 |
14 |
0.1% |
94,049 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.63 |
92.23 |
90.48 |
|
R3 |
91.69 |
91.29 |
90.22 |
|
R2 |
90.75 |
90.75 |
90.13 |
|
R1 |
90.35 |
90.35 |
90.05 |
90.08 |
PP |
89.81 |
89.81 |
89.81 |
89.67 |
S1 |
89.41 |
89.41 |
89.87 |
89.14 |
S2 |
88.87 |
88.87 |
89.79 |
|
S3 |
87.93 |
88.47 |
89.70 |
|
S4 |
86.99 |
87.53 |
89.44 |
|
|
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 |
88.11 |
6.35 |
7.1% |
1.95 |
2.2% |
29% |
False |
False |
19,266 |
10 |
94.46 |
88.11 |
6.35 |
7.1% |
1.49 |
1.7% |
29% |
False |
False |
17,813 |
20 |
94.46 |
88.11 |
6.35 |
7.1% |
1.41 |
1.6% |
29% |
False |
False |
18,841 |
40 |
94.46 |
86.89 |
7.57 |
8.4% |
1.46 |
1.6% |
41% |
False |
False |
15,398 |
60 |
94.46 |
84.84 |
9.62 |
10.7% |
1.41 |
1.6% |
53% |
False |
False |
13,415 |
80 |
94.46 |
84.84 |
9.62 |
10.7% |
1.29 |
1.4% |
53% |
False |
False |
12,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.20 |
2.618 |
92.66 |
1.618 |
91.72 |
1.000 |
91.14 |
0.618 |
90.78 |
HIGH |
90.20 |
0.618 |
89.84 |
0.500 |
89.73 |
0.382 |
89.62 |
LOW |
89.26 |
0.618 |
88.68 |
1.000 |
88.32 |
1.618 |
87.74 |
2.618 |
86.80 |
4.250 |
85.27 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
89.88 |
89.82 |
PP |
89.81 |
89.68 |
S1 |
89.73 |
89.55 |
|