NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 02-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
90.96 |
91.44 |
0.48 |
0.5% |
88.11 |
High |
91.93 |
92.28 |
0.35 |
0.4% |
91.68 |
Low |
90.96 |
91.37 |
0.41 |
0.5% |
88.11 |
Close |
91.60 |
92.26 |
0.66 |
0.7% |
90.74 |
Range |
0.97 |
0.91 |
-0.06 |
-6.2% |
3.57 |
ATR |
1.48 |
1.44 |
-0.04 |
-2.8% |
0.00 |
Volume |
22,146 |
15,971 |
-6,175 |
-27.9% |
99,645 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.70 |
94.39 |
92.76 |
|
R3 |
93.79 |
93.48 |
92.51 |
|
R2 |
92.88 |
92.88 |
92.43 |
|
R1 |
92.57 |
92.57 |
92.34 |
92.73 |
PP |
91.97 |
91.97 |
91.97 |
92.05 |
S1 |
91.66 |
91.66 |
92.18 |
91.82 |
S2 |
91.06 |
91.06 |
92.09 |
|
S3 |
90.15 |
90.75 |
92.01 |
|
S4 |
89.24 |
89.84 |
91.76 |
|
|
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 |
92.28 |
88.85 |
3.43 |
3.7% |
1.18 |
1.3% |
99% |
True |
False |
18,376 |
10 |
94.46 |
88.11 |
6.35 |
6.9% |
1.57 |
1.7% |
65% |
False |
False |
18,821 |
20 |
94.46 |
88.11 |
6.35 |
6.9% |
1.34 |
1.5% |
65% |
False |
False |
20,172 |
40 |
94.46 |
88.11 |
6.35 |
6.9% |
1.36 |
1.5% |
65% |
False |
False |
16,199 |
60 |
94.46 |
84.84 |
9.62 |
10.4% |
1.42 |
1.5% |
77% |
False |
False |
14,202 |
80 |
94.46 |
84.84 |
9.62 |
10.4% |
1.30 |
1.4% |
77% |
False |
False |
12,899 |
100 |
95.87 |
84.84 |
11.03 |
12.0% |
1.22 |
1.3% |
67% |
False |
False |
11,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.15 |
2.618 |
94.66 |
1.618 |
93.75 |
1.000 |
93.19 |
0.618 |
92.84 |
HIGH |
92.28 |
0.618 |
91.93 |
0.500 |
91.83 |
0.382 |
91.72 |
LOW |
91.37 |
0.618 |
90.81 |
1.000 |
90.46 |
1.618 |
89.90 |
2.618 |
88.99 |
4.250 |
87.50 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
92.12 |
91.98 |
PP |
91.97 |
91.69 |
S1 |
91.83 |
91.41 |
|