NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
92.42 |
92.80 |
0.38 |
0.4% |
91.55 |
High |
92.42 |
93.09 |
0.67 |
0.7% |
93.09 |
Low |
92.42 |
92.80 |
0.38 |
0.4% |
90.70 |
Close |
92.42 |
93.09 |
0.67 |
0.7% |
93.09 |
Range |
0.00 |
0.29 |
0.29 |
|
2.39 |
ATR |
0.85 |
0.84 |
-0.01 |
-1.5% |
0.00 |
Volume |
1,734 |
1,292 |
-442 |
-25.5% |
21,838 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.86 |
93.77 |
93.25 |
|
R3 |
93.57 |
93.48 |
93.17 |
|
R2 |
93.28 |
93.28 |
93.14 |
|
R1 |
93.19 |
93.19 |
93.12 |
93.24 |
PP |
92.99 |
92.99 |
92.99 |
93.02 |
S1 |
92.90 |
92.90 |
93.06 |
92.95 |
S2 |
92.70 |
92.70 |
93.04 |
|
S3 |
92.41 |
92.61 |
93.01 |
|
S4 |
92.12 |
92.32 |
92.93 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.46 |
98.67 |
94.40 |
|
R3 |
97.07 |
96.28 |
93.75 |
|
R2 |
94.68 |
94.68 |
93.53 |
|
R1 |
93.89 |
93.89 |
93.31 |
94.29 |
PP |
92.29 |
92.29 |
92.29 |
92.49 |
S1 |
91.50 |
91.50 |
92.87 |
91.90 |
S2 |
89.90 |
89.90 |
92.65 |
|
S3 |
87.51 |
89.11 |
92.43 |
|
S4 |
85.12 |
86.72 |
91.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.09 |
90.70 |
2.39 |
2.6% |
0.26 |
0.3% |
100% |
True |
False |
4,367 |
10 |
93.09 |
89.85 |
3.24 |
3.5% |
0.30 |
0.3% |
100% |
True |
False |
5,526 |
20 |
93.09 |
88.60 |
4.49 |
4.8% |
0.36 |
0.4% |
100% |
True |
False |
3,232 |
40 |
93.09 |
85.61 |
7.48 |
8.0% |
0.31 |
0.3% |
100% |
True |
False |
2,025 |
60 |
93.35 |
84.98 |
8.37 |
9.0% |
0.21 |
0.2% |
97% |
False |
False |
1,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.32 |
2.618 |
93.85 |
1.618 |
93.56 |
1.000 |
93.38 |
0.618 |
93.27 |
HIGH |
93.09 |
0.618 |
92.98 |
0.500 |
92.95 |
0.382 |
92.91 |
LOW |
92.80 |
0.618 |
92.62 |
1.000 |
92.51 |
1.618 |
92.33 |
2.618 |
92.04 |
4.250 |
91.57 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
93.04 |
92.86 |
PP |
92.99 |
92.64 |
S1 |
92.95 |
92.41 |
|