NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 28-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
90.82 |
90.80 |
-0.02 |
0.0% |
88.01 |
High |
90.82 |
91.06 |
0.24 |
0.3% |
91.06 |
Low |
90.58 |
90.26 |
-0.32 |
-0.4% |
88.01 |
Close |
90.82 |
90.26 |
-0.56 |
-0.6% |
90.26 |
Range |
0.24 |
0.80 |
0.56 |
233.3% |
3.05 |
ATR |
0.91 |
0.90 |
-0.01 |
-0.8% |
0.00 |
Volume |
2,224 |
2,736 |
512 |
23.0% |
11,446 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.93 |
92.39 |
90.70 |
|
R3 |
92.13 |
91.59 |
90.48 |
|
R2 |
91.33 |
91.33 |
90.41 |
|
R1 |
90.79 |
90.79 |
90.33 |
90.66 |
PP |
90.53 |
90.53 |
90.53 |
90.46 |
S1 |
89.99 |
89.99 |
90.19 |
89.86 |
S2 |
89.73 |
89.73 |
90.11 |
|
S3 |
88.93 |
89.19 |
90.04 |
|
S4 |
88.13 |
88.39 |
89.82 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.93 |
97.64 |
91.94 |
|
R3 |
95.88 |
94.59 |
91.10 |
|
R2 |
92.83 |
92.83 |
90.82 |
|
R1 |
91.54 |
91.54 |
90.54 |
92.19 |
PP |
89.78 |
89.78 |
89.78 |
90.10 |
S1 |
88.49 |
88.49 |
89.98 |
89.14 |
S2 |
86.73 |
86.73 |
89.70 |
|
S3 |
83.68 |
85.44 |
89.42 |
|
S4 |
80.63 |
82.39 |
88.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.06 |
88.01 |
3.05 |
3.4% |
0.51 |
0.6% |
74% |
True |
False |
2,289 |
10 |
93.59 |
88.01 |
5.58 |
6.2% |
0.32 |
0.4% |
40% |
False |
False |
2,237 |
20 |
93.59 |
88.01 |
5.58 |
6.2% |
0.31 |
0.3% |
40% |
False |
False |
3,881 |
40 |
93.59 |
88.01 |
5.58 |
6.2% |
0.38 |
0.4% |
40% |
False |
False |
2,397 |
60 |
93.59 |
84.98 |
8.61 |
9.5% |
0.26 |
0.3% |
61% |
False |
False |
1,815 |
80 |
93.59 |
84.98 |
8.61 |
9.5% |
0.20 |
0.2% |
61% |
False |
False |
1,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.46 |
2.618 |
93.15 |
1.618 |
92.35 |
1.000 |
91.86 |
0.618 |
91.55 |
HIGH |
91.06 |
0.618 |
90.75 |
0.500 |
90.66 |
0.382 |
90.57 |
LOW |
90.26 |
0.618 |
89.77 |
1.000 |
89.46 |
1.618 |
88.97 |
2.618 |
88.17 |
4.250 |
86.86 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
90.66 |
90.33 |
PP |
90.53 |
90.31 |
S1 |
90.39 |
90.28 |
|