NYMEX Light Sweet Crude Oil Future August 2013
| 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 |
95.52 |
96.81 |
1.29 |
1.4% |
93.85 |
| High |
97.41 |
97.82 |
0.41 |
0.4% |
97.82 |
| Low |
95.35 |
96.33 |
0.98 |
1.0% |
92.67 |
| Close |
97.05 |
96.56 |
-0.49 |
-0.5% |
96.56 |
| Range |
2.06 |
1.49 |
-0.57 |
-27.7% |
5.15 |
| ATR |
2.05 |
2.01 |
-0.04 |
-1.9% |
0.00 |
| Volume |
269,312 |
247,607 |
-21,705 |
-8.1% |
1,391,698 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.37 |
100.46 |
97.38 |
|
| R3 |
99.88 |
98.97 |
96.97 |
|
| R2 |
98.39 |
98.39 |
96.83 |
|
| R1 |
97.48 |
97.48 |
96.70 |
97.19 |
| PP |
96.90 |
96.90 |
96.90 |
96.76 |
| S1 |
95.99 |
95.99 |
96.42 |
95.70 |
| S2 |
95.41 |
95.41 |
96.29 |
|
| S3 |
93.92 |
94.50 |
96.15 |
|
| S4 |
92.43 |
93.01 |
95.74 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.13 |
109.00 |
99.39 |
|
| R3 |
105.98 |
103.85 |
97.98 |
|
| R2 |
100.83 |
100.83 |
97.50 |
|
| R1 |
98.70 |
98.70 |
97.03 |
99.77 |
| PP |
95.68 |
95.68 |
95.68 |
96.22 |
| S1 |
93.55 |
93.55 |
96.09 |
94.62 |
| S2 |
90.53 |
90.53 |
95.62 |
|
| S3 |
85.38 |
88.40 |
95.14 |
|
| S4 |
80.23 |
83.25 |
93.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.82 |
92.67 |
5.15 |
5.3% |
2.01 |
2.1% |
76% |
True |
False |
278,339 |
| 10 |
99.21 |
92.67 |
6.54 |
6.8% |
2.04 |
2.1% |
59% |
False |
False |
265,102 |
| 20 |
99.21 |
91.50 |
7.71 |
8.0% |
1.94 |
2.0% |
66% |
False |
False |
182,752 |
| 40 |
99.21 |
91.50 |
7.71 |
8.0% |
1.94 |
2.0% |
66% |
False |
False |
123,272 |
| 60 |
99.21 |
86.29 |
12.92 |
13.4% |
2.02 |
2.1% |
79% |
False |
False |
93,215 |
| 80 |
99.21 |
86.29 |
12.92 |
13.4% |
1.87 |
1.9% |
79% |
False |
False |
74,554 |
| 100 |
99.83 |
86.29 |
13.54 |
14.0% |
1.77 |
1.8% |
76% |
False |
False |
62,637 |
| 120 |
99.98 |
86.29 |
13.69 |
14.2% |
1.65 |
1.7% |
75% |
False |
False |
54,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.15 |
|
2.618 |
101.72 |
|
1.618 |
100.23 |
|
1.000 |
99.31 |
|
0.618 |
98.74 |
|
HIGH |
97.82 |
|
0.618 |
97.25 |
|
0.500 |
97.08 |
|
0.382 |
96.90 |
|
LOW |
96.33 |
|
0.618 |
95.41 |
|
1.000 |
94.84 |
|
1.618 |
93.92 |
|
2.618 |
92.43 |
|
4.250 |
90.00 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
97.08 |
96.29 |
| PP |
96.90 |
96.02 |
| S1 |
96.73 |
95.75 |
|