NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
91.55 |
90.90 |
-0.65 |
-0.7% |
90.00 |
High |
91.85 |
91.40 |
-0.45 |
-0.5% |
91.85 |
Low |
91.54 |
90.70 |
-0.84 |
-0.9% |
89.85 |
Close |
91.85 |
91.36 |
-0.49 |
-0.5% |
91.82 |
Range |
0.31 |
0.70 |
0.39 |
125.8% |
2.00 |
ATR |
0.88 |
0.90 |
0.02 |
2.2% |
0.00 |
Volume |
8,443 |
9,299 |
856 |
10.1% |
33,427 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.25 |
93.01 |
91.75 |
|
R3 |
92.55 |
92.31 |
91.55 |
|
R2 |
91.85 |
91.85 |
91.49 |
|
R1 |
91.61 |
91.61 |
91.42 |
91.73 |
PP |
91.15 |
91.15 |
91.15 |
91.22 |
S1 |
90.91 |
90.91 |
91.30 |
91.03 |
S2 |
90.45 |
90.45 |
91.23 |
|
S3 |
89.75 |
90.21 |
91.17 |
|
S4 |
89.05 |
89.51 |
90.98 |
|
|
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% |
0.36 |
0.4% |
76% |
False |
False |
9,331 |
10 |
91.85 |
88.60 |
3.25 |
3.6% |
0.51 |
0.6% |
85% |
False |
False |
5,430 |
20 |
92.60 |
88.60 |
4.00 |
4.4% |
0.51 |
0.6% |
69% |
False |
False |
3,149 |
40 |
92.60 |
84.98 |
7.62 |
8.3% |
0.30 |
0.3% |
84% |
False |
False |
1,989 |
60 |
93.35 |
84.98 |
8.37 |
9.2% |
0.20 |
0.2% |
76% |
False |
False |
1,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.38 |
2.618 |
93.23 |
1.618 |
92.53 |
1.000 |
92.10 |
0.618 |
91.83 |
HIGH |
91.40 |
0.618 |
91.13 |
0.500 |
91.05 |
0.382 |
90.97 |
LOW |
90.70 |
0.618 |
90.27 |
1.000 |
90.00 |
1.618 |
89.57 |
2.618 |
88.87 |
4.250 |
87.73 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
91.26 |
91.33 |
PP |
91.15 |
91.30 |
S1 |
91.05 |
91.28 |
|