NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 25-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
88.01 |
89.52 |
1.51 |
1.7% |
93.30 |
High |
89.26 |
89.57 |
0.31 |
0.3% |
93.59 |
Low |
88.01 |
89.40 |
1.39 |
1.6% |
88.40 |
Close |
89.26 |
89.53 |
0.27 |
0.3% |
88.40 |
Range |
1.25 |
0.17 |
-1.08 |
-86.4% |
5.19 |
ATR |
0.99 |
0.94 |
-0.05 |
-4.9% |
0.00 |
Volume |
2,513 |
2,757 |
244 |
9.7% |
10,925 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.01 |
89.94 |
89.62 |
|
R3 |
89.84 |
89.77 |
89.58 |
|
R2 |
89.67 |
89.67 |
89.56 |
|
R1 |
89.60 |
89.60 |
89.55 |
89.64 |
PP |
89.50 |
89.50 |
89.50 |
89.52 |
S1 |
89.43 |
89.43 |
89.51 |
89.47 |
S2 |
89.33 |
89.33 |
89.50 |
|
S3 |
89.16 |
89.26 |
89.48 |
|
S4 |
88.99 |
89.09 |
89.44 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.70 |
102.24 |
91.25 |
|
R3 |
100.51 |
97.05 |
89.83 |
|
R2 |
95.32 |
95.32 |
89.35 |
|
R1 |
91.86 |
91.86 |
88.88 |
91.00 |
PP |
90.13 |
90.13 |
90.13 |
89.70 |
S1 |
86.67 |
86.67 |
87.92 |
85.81 |
S2 |
84.94 |
84.94 |
87.45 |
|
S3 |
79.75 |
81.48 |
86.97 |
|
S4 |
74.56 |
76.29 |
85.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.42 |
88.01 |
5.41 |
6.0% |
0.28 |
0.3% |
28% |
False |
False |
2,467 |
10 |
93.59 |
88.01 |
5.58 |
6.2% |
0.23 |
0.3% |
27% |
False |
False |
2,029 |
20 |
93.59 |
88.01 |
5.58 |
6.2% |
0.37 |
0.4% |
27% |
False |
False |
3,729 |
40 |
93.59 |
87.56 |
6.03 |
6.7% |
0.36 |
0.4% |
33% |
False |
False |
2,307 |
60 |
93.59 |
84.98 |
8.61 |
9.6% |
0.24 |
0.3% |
53% |
False |
False |
1,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.29 |
2.618 |
90.02 |
1.618 |
89.85 |
1.000 |
89.74 |
0.618 |
89.68 |
HIGH |
89.57 |
0.618 |
89.51 |
0.500 |
89.49 |
0.382 |
89.46 |
LOW |
89.40 |
0.618 |
89.29 |
1.000 |
89.23 |
1.618 |
89.12 |
2.618 |
88.95 |
4.250 |
88.68 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
89.52 |
89.28 |
PP |
89.50 |
89.04 |
S1 |
89.49 |
88.79 |
|