NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 01-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
91.32 |
90.96 |
-0.36 |
-0.4% |
88.11 |
High |
91.68 |
91.93 |
0.25 |
0.3% |
91.68 |
Low |
90.53 |
90.96 |
0.43 |
0.5% |
88.11 |
Close |
90.74 |
91.60 |
0.86 |
0.9% |
90.74 |
Range |
1.15 |
0.97 |
-0.18 |
-15.7% |
3.57 |
ATR |
1.50 |
1.48 |
-0.02 |
-1.5% |
0.00 |
Volume |
19,377 |
22,146 |
2,769 |
14.3% |
99,645 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.41 |
93.97 |
92.13 |
|
R3 |
93.44 |
93.00 |
91.87 |
|
R2 |
92.47 |
92.47 |
91.78 |
|
R1 |
92.03 |
92.03 |
91.69 |
92.25 |
PP |
91.50 |
91.50 |
91.50 |
91.61 |
S1 |
91.06 |
91.06 |
91.51 |
91.28 |
S2 |
90.53 |
90.53 |
91.42 |
|
S3 |
89.56 |
90.09 |
91.33 |
|
S4 |
88.59 |
89.12 |
91.07 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.89 |
99.38 |
92.70 |
|
R3 |
97.32 |
95.81 |
91.72 |
|
R2 |
93.75 |
93.75 |
91.39 |
|
R1 |
92.24 |
92.24 |
91.07 |
93.00 |
PP |
90.18 |
90.18 |
90.18 |
90.55 |
S1 |
88.67 |
88.67 |
90.41 |
89.43 |
S2 |
86.61 |
86.61 |
90.09 |
|
S3 |
83.04 |
85.10 |
89.76 |
|
S4 |
79.47 |
81.53 |
88.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.93 |
88.85 |
3.08 |
3.4% |
1.18 |
1.3% |
89% |
True |
False |
19,771 |
10 |
94.46 |
88.11 |
6.35 |
6.9% |
1.54 |
1.7% |
55% |
False |
False |
18,525 |
20 |
94.46 |
88.11 |
6.35 |
6.9% |
1.37 |
1.5% |
55% |
False |
False |
20,248 |
40 |
94.46 |
88.11 |
6.35 |
6.9% |
1.37 |
1.5% |
55% |
False |
False |
16,147 |
60 |
94.46 |
84.84 |
9.62 |
10.5% |
1.41 |
1.5% |
70% |
False |
False |
14,123 |
80 |
94.46 |
84.84 |
9.62 |
10.5% |
1.30 |
1.4% |
70% |
False |
False |
12,852 |
100 |
95.87 |
84.84 |
11.03 |
12.0% |
1.22 |
1.3% |
61% |
False |
False |
11,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.05 |
2.618 |
94.47 |
1.618 |
93.50 |
1.000 |
92.90 |
0.618 |
92.53 |
HIGH |
91.93 |
0.618 |
91.56 |
0.500 |
91.45 |
0.382 |
91.33 |
LOW |
90.96 |
0.618 |
90.36 |
1.000 |
89.99 |
1.618 |
89.39 |
2.618 |
88.42 |
4.250 |
86.84 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
91.55 |
91.40 |
PP |
91.50 |
91.20 |
S1 |
91.45 |
91.01 |
|