NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 27-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
89.60 |
90.82 |
1.22 |
1.4% |
93.30 |
High |
89.71 |
90.82 |
1.11 |
1.2% |
93.59 |
Low |
89.60 |
90.58 |
0.98 |
1.1% |
88.40 |
Close |
89.70 |
90.82 |
1.12 |
1.2% |
88.40 |
Range |
0.11 |
0.24 |
0.13 |
118.2% |
5.19 |
ATR |
0.89 |
0.91 |
0.02 |
1.8% |
0.00 |
Volume |
1,216 |
2,224 |
1,008 |
82.9% |
10,925 |
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.46 |
91.38 |
90.95 |
|
R3 |
91.22 |
91.14 |
90.89 |
|
R2 |
90.98 |
90.98 |
90.86 |
|
R1 |
90.90 |
90.90 |
90.84 |
90.94 |
PP |
90.74 |
90.74 |
90.74 |
90.76 |
S1 |
90.66 |
90.66 |
90.80 |
90.70 |
S2 |
90.50 |
90.50 |
90.78 |
|
S3 |
90.26 |
90.42 |
90.75 |
|
S4 |
90.02 |
90.18 |
90.69 |
|
|
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 |
90.82 |
88.01 |
2.81 |
3.1% |
0.35 |
0.4% |
100% |
True |
False |
2,295 |
10 |
93.59 |
88.01 |
5.58 |
6.1% |
0.27 |
0.3% |
50% |
False |
False |
2,092 |
20 |
93.59 |
88.01 |
5.58 |
6.1% |
0.34 |
0.4% |
50% |
False |
False |
3,811 |
40 |
93.59 |
88.01 |
5.58 |
6.1% |
0.36 |
0.4% |
50% |
False |
False |
2,360 |
60 |
93.59 |
84.98 |
8.61 |
9.5% |
0.24 |
0.3% |
68% |
False |
False |
1,774 |
80 |
93.59 |
84.98 |
8.61 |
9.5% |
0.19 |
0.2% |
68% |
False |
False |
1,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.84 |
2.618 |
91.45 |
1.618 |
91.21 |
1.000 |
91.06 |
0.618 |
90.97 |
HIGH |
90.82 |
0.618 |
90.73 |
0.500 |
90.70 |
0.382 |
90.67 |
LOW |
90.58 |
0.618 |
90.43 |
1.000 |
90.34 |
1.618 |
90.19 |
2.618 |
89.95 |
4.250 |
89.56 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
90.78 |
90.58 |
PP |
90.74 |
90.35 |
S1 |
90.70 |
90.11 |
|