NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
91.83 |
91.55 |
-0.28 |
-0.3% |
90.00 |
High |
91.85 |
91.85 |
0.00 |
0.0% |
91.85 |
Low |
91.79 |
91.54 |
-0.25 |
-0.3% |
89.85 |
Close |
91.82 |
91.85 |
0.03 |
0.0% |
91.82 |
Range |
0.06 |
0.31 |
0.25 |
416.7% |
2.00 |
ATR |
0.92 |
0.88 |
-0.04 |
-4.7% |
0.00 |
Volume |
8,404 |
8,443 |
39 |
0.5% |
33,427 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.68 |
92.57 |
92.02 |
|
R3 |
92.37 |
92.26 |
91.94 |
|
R2 |
92.06 |
92.06 |
91.91 |
|
R1 |
91.95 |
91.95 |
91.88 |
92.01 |
PP |
91.75 |
91.75 |
91.75 |
91.77 |
S1 |
91.64 |
91.64 |
91.82 |
91.70 |
S2 |
91.44 |
91.44 |
91.79 |
|
S3 |
91.13 |
91.33 |
91.76 |
|
S4 |
90.82 |
91.02 |
91.68 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.17 |
96.50 |
92.92 |
|
R3 |
95.17 |
94.50 |
92.37 |
|
R2 |
93.17 |
93.17 |
92.19 |
|
R1 |
92.50 |
92.50 |
92.00 |
92.84 |
PP |
91.17 |
91.17 |
91.17 |
91.34 |
S1 |
90.50 |
90.50 |
91.64 |
90.84 |
S2 |
89.17 |
89.17 |
91.45 |
|
S3 |
87.17 |
88.50 |
91.27 |
|
S4 |
85.17 |
86.50 |
90.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.85 |
89.85 |
2.00 |
2.2% |
0.34 |
0.4% |
100% |
True |
False |
8,057 |
10 |
91.85 |
88.60 |
3.25 |
3.5% |
0.44 |
0.5% |
100% |
True |
False |
4,549 |
20 |
92.60 |
88.60 |
4.00 |
4.4% |
0.48 |
0.5% |
81% |
False |
False |
2,727 |
40 |
92.60 |
84.98 |
7.62 |
8.3% |
0.28 |
0.3% |
90% |
False |
False |
1,772 |
60 |
93.35 |
84.98 |
8.37 |
9.1% |
0.19 |
0.2% |
82% |
False |
False |
1,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.17 |
2.618 |
92.66 |
1.618 |
92.35 |
1.000 |
92.16 |
0.618 |
92.04 |
HIGH |
91.85 |
0.618 |
91.73 |
0.500 |
91.70 |
0.382 |
91.66 |
LOW |
91.54 |
0.618 |
91.35 |
1.000 |
91.23 |
1.618 |
91.04 |
2.618 |
90.73 |
4.250 |
90.22 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
91.80 |
91.70 |
PP |
91.75 |
91.56 |
S1 |
91.70 |
91.41 |
|