NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 26-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
89.52 |
89.60 |
0.08 |
0.1% |
93.30 |
High |
89.57 |
89.71 |
0.14 |
0.2% |
93.59 |
Low |
89.40 |
89.60 |
0.20 |
0.2% |
88.40 |
Close |
89.53 |
89.70 |
0.17 |
0.2% |
88.40 |
Range |
0.17 |
0.11 |
-0.06 |
-35.3% |
5.19 |
ATR |
0.94 |
0.89 |
-0.05 |
-5.8% |
0.00 |
Volume |
2,757 |
1,216 |
-1,541 |
-55.9% |
10,925 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.00 |
89.96 |
89.76 |
|
R3 |
89.89 |
89.85 |
89.73 |
|
R2 |
89.78 |
89.78 |
89.72 |
|
R1 |
89.74 |
89.74 |
89.71 |
89.76 |
PP |
89.67 |
89.67 |
89.67 |
89.68 |
S1 |
89.63 |
89.63 |
89.69 |
89.65 |
S2 |
89.56 |
89.56 |
89.68 |
|
S3 |
89.45 |
89.52 |
89.67 |
|
S4 |
89.34 |
89.41 |
89.64 |
|
|
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 |
89.98 |
88.01 |
1.97 |
2.2% |
0.31 |
0.3% |
86% |
False |
False |
2,231 |
10 |
93.59 |
88.01 |
5.58 |
6.2% |
0.24 |
0.3% |
30% |
False |
False |
2,043 |
20 |
93.59 |
88.01 |
5.58 |
6.2% |
0.37 |
0.4% |
30% |
False |
False |
3,739 |
40 |
93.59 |
87.56 |
6.03 |
6.7% |
0.36 |
0.4% |
35% |
False |
False |
2,323 |
60 |
93.59 |
84.98 |
8.61 |
9.6% |
0.24 |
0.3% |
55% |
False |
False |
1,743 |
80 |
93.59 |
84.98 |
8.61 |
9.6% |
0.19 |
0.2% |
55% |
False |
False |
1,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.18 |
2.618 |
90.00 |
1.618 |
89.89 |
1.000 |
89.82 |
0.618 |
89.78 |
HIGH |
89.71 |
0.618 |
89.67 |
0.500 |
89.66 |
0.382 |
89.64 |
LOW |
89.60 |
0.618 |
89.53 |
1.000 |
89.49 |
1.618 |
89.42 |
2.618 |
89.31 |
4.250 |
89.13 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
89.69 |
89.42 |
PP |
89.67 |
89.14 |
S1 |
89.66 |
88.86 |
|