NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
93.00 |
93.42 |
0.42 |
0.5% |
91.55 |
High |
93.59 |
93.42 |
-0.17 |
-0.2% |
93.09 |
Low |
93.00 |
93.42 |
0.42 |
0.5% |
90.70 |
Close |
93.59 |
93.42 |
-0.17 |
-0.2% |
93.09 |
Range |
0.59 |
0.00 |
-0.59 |
-100.0% |
2.39 |
ATR |
0.78 |
0.73 |
-0.04 |
-5.6% |
0.00 |
Volume |
1,077 |
2,396 |
1,319 |
122.5% |
21,838 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.42 |
93.42 |
93.42 |
|
R3 |
93.42 |
93.42 |
93.42 |
|
R2 |
93.42 |
93.42 |
93.42 |
|
R1 |
93.42 |
93.42 |
93.42 |
93.42 |
PP |
93.42 |
93.42 |
93.42 |
93.42 |
S1 |
93.42 |
93.42 |
93.42 |
93.42 |
S2 |
93.42 |
93.42 |
93.42 |
|
S3 |
93.42 |
93.42 |
93.42 |
|
S4 |
93.42 |
93.42 |
93.42 |
|
|
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 |
92.42 |
1.17 |
1.3% |
0.18 |
0.2% |
85% |
False |
False |
1,855 |
10 |
93.59 |
90.70 |
2.89 |
3.1% |
0.20 |
0.2% |
94% |
False |
False |
4,534 |
20 |
93.59 |
88.60 |
4.99 |
5.3% |
0.35 |
0.4% |
97% |
False |
False |
3,353 |
40 |
93.59 |
87.56 |
6.03 |
6.5% |
0.32 |
0.3% |
97% |
False |
False |
2,113 |
60 |
93.59 |
84.98 |
8.61 |
9.2% |
0.21 |
0.2% |
98% |
False |
False |
1,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.42 |
2.618 |
93.42 |
1.618 |
93.42 |
1.000 |
93.42 |
0.618 |
93.42 |
HIGH |
93.42 |
0.618 |
93.42 |
0.500 |
93.42 |
0.382 |
93.42 |
LOW |
93.42 |
0.618 |
93.42 |
1.000 |
93.42 |
1.618 |
93.42 |
2.618 |
93.42 |
4.250 |
93.42 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
93.42 |
93.38 |
PP |
93.42 |
93.34 |
S1 |
93.42 |
93.30 |
|