NYMEX Light Sweet Crude Oil Future August 2013
| 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 |
93.85 |
95.02 |
1.17 |
1.2% |
98.17 |
| High |
95.59 |
96.17 |
0.58 |
0.6% |
99.21 |
| Low |
92.67 |
94.59 |
1.92 |
2.1% |
93.12 |
| Close |
95.18 |
95.32 |
0.14 |
0.1% |
93.69 |
| Range |
2.92 |
1.58 |
-1.34 |
-45.9% |
6.09 |
| ATR |
2.08 |
2.05 |
-0.04 |
-1.7% |
0.00 |
| Volume |
315,821 |
267,541 |
-48,280 |
-15.3% |
1,259,327 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.10 |
99.29 |
96.19 |
|
| R3 |
98.52 |
97.71 |
95.75 |
|
| R2 |
96.94 |
96.94 |
95.61 |
|
| R1 |
96.13 |
96.13 |
95.46 |
96.54 |
| PP |
95.36 |
95.36 |
95.36 |
95.56 |
| S1 |
94.55 |
94.55 |
95.18 |
94.96 |
| S2 |
93.78 |
93.78 |
95.03 |
|
| S3 |
92.20 |
92.97 |
94.89 |
|
| S4 |
90.62 |
91.39 |
94.45 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.61 |
109.74 |
97.04 |
|
| R3 |
107.52 |
103.65 |
95.36 |
|
| R2 |
101.43 |
101.43 |
94.81 |
|
| R1 |
97.56 |
97.56 |
94.25 |
96.45 |
| PP |
95.34 |
95.34 |
95.34 |
94.79 |
| S1 |
91.47 |
91.47 |
93.13 |
90.36 |
| S2 |
89.25 |
89.25 |
92.57 |
|
| S3 |
83.16 |
85.38 |
92.02 |
|
| S4 |
77.07 |
79.29 |
90.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.21 |
92.67 |
6.54 |
6.9% |
2.45 |
2.6% |
41% |
False |
False |
309,606 |
| 10 |
99.21 |
92.67 |
6.54 |
6.9% |
2.05 |
2.2% |
41% |
False |
False |
219,405 |
| 20 |
99.21 |
91.50 |
7.71 |
8.1% |
2.00 |
2.1% |
50% |
False |
False |
153,314 |
| 40 |
99.21 |
90.29 |
8.92 |
9.4% |
2.01 |
2.1% |
56% |
False |
False |
106,706 |
| 60 |
99.21 |
86.29 |
12.92 |
13.6% |
2.03 |
2.1% |
70% |
False |
False |
80,962 |
| 80 |
99.21 |
86.29 |
12.92 |
13.6% |
1.84 |
1.9% |
70% |
False |
False |
64,969 |
| 100 |
99.98 |
86.29 |
13.69 |
14.4% |
1.76 |
1.8% |
66% |
False |
False |
55,191 |
| 120 |
99.98 |
86.29 |
13.69 |
14.4% |
1.62 |
1.7% |
66% |
False |
False |
47,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.89 |
|
2.618 |
100.31 |
|
1.618 |
98.73 |
|
1.000 |
97.75 |
|
0.618 |
97.15 |
|
HIGH |
96.17 |
|
0.618 |
95.57 |
|
0.500 |
95.38 |
|
0.382 |
95.19 |
|
LOW |
94.59 |
|
0.618 |
93.61 |
|
1.000 |
93.01 |
|
1.618 |
92.03 |
|
2.618 |
90.45 |
|
4.250 |
87.88 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.38 |
95.02 |
| PP |
95.36 |
94.72 |
| S1 |
95.34 |
94.42 |
|