NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
93.30 |
93.00 |
-0.30 |
-0.3% |
91.55 |
High |
93.30 |
93.59 |
0.29 |
0.3% |
93.09 |
Low |
93.30 |
93.00 |
-0.30 |
-0.3% |
90.70 |
Close |
93.30 |
93.59 |
0.29 |
0.3% |
93.09 |
Range |
0.00 |
0.59 |
0.59 |
|
2.39 |
ATR |
0.79 |
0.78 |
-0.01 |
-1.8% |
0.00 |
Volume |
2,779 |
1,077 |
-1,702 |
-61.2% |
21,838 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.16 |
94.97 |
93.91 |
|
R3 |
94.57 |
94.38 |
93.75 |
|
R2 |
93.98 |
93.98 |
93.70 |
|
R1 |
93.79 |
93.79 |
93.64 |
93.89 |
PP |
93.39 |
93.39 |
93.39 |
93.44 |
S1 |
93.20 |
93.20 |
93.54 |
93.30 |
S2 |
92.80 |
92.80 |
93.48 |
|
S3 |
92.21 |
92.61 |
93.43 |
|
S4 |
91.62 |
92.02 |
93.27 |
|
|
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 |
93.59 |
91.73 |
1.86 |
2.0% |
0.18 |
0.2% |
100% |
True |
False |
1,590 |
10 |
93.59 |
89.85 |
3.74 |
4.0% |
0.27 |
0.3% |
100% |
True |
False |
5,461 |
20 |
93.59 |
88.60 |
4.99 |
5.3% |
0.39 |
0.4% |
100% |
True |
False |
3,281 |
40 |
93.59 |
87.20 |
6.39 |
6.8% |
0.32 |
0.3% |
100% |
True |
False |
2,075 |
60 |
93.59 |
84.98 |
8.61 |
9.2% |
0.21 |
0.2% |
100% |
True |
False |
1,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.10 |
2.618 |
95.13 |
1.618 |
94.54 |
1.000 |
94.18 |
0.618 |
93.95 |
HIGH |
93.59 |
0.618 |
93.36 |
0.500 |
93.30 |
0.382 |
93.23 |
LOW |
93.00 |
0.618 |
92.64 |
1.000 |
92.41 |
1.618 |
92.05 |
2.618 |
91.46 |
4.250 |
90.49 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
93.49 |
93.46 |
PP |
93.39 |
93.33 |
S1 |
93.30 |
93.20 |
|