NYMEX Light Sweet Crude Oil Future September 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 |
93.84 |
94.93 |
1.09 |
1.2% |
98.09 |
| High |
95.44 |
95.95 |
0.51 |
0.5% |
99.25 |
| Low |
92.60 |
94.42 |
1.82 |
2.0% |
93.06 |
| Close |
95.04 |
95.21 |
0.17 |
0.2% |
93.63 |
| Range |
2.84 |
1.53 |
-1.31 |
-46.1% |
6.19 |
| ATR |
2.05 |
2.01 |
-0.04 |
-1.8% |
0.00 |
| Volume |
97,696 |
122,210 |
24,514 |
25.1% |
410,886 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.78 |
99.03 |
96.05 |
|
| R3 |
98.25 |
97.50 |
95.63 |
|
| R2 |
96.72 |
96.72 |
95.49 |
|
| R1 |
95.97 |
95.97 |
95.35 |
96.35 |
| PP |
95.19 |
95.19 |
95.19 |
95.38 |
| S1 |
94.44 |
94.44 |
95.07 |
94.82 |
| S2 |
93.66 |
93.66 |
94.93 |
|
| S3 |
92.13 |
92.91 |
94.79 |
|
| S4 |
90.60 |
91.38 |
94.37 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.88 |
109.95 |
97.03 |
|
| R3 |
107.69 |
103.76 |
95.33 |
|
| R2 |
101.50 |
101.50 |
94.76 |
|
| R1 |
97.57 |
97.57 |
94.20 |
96.44 |
| PP |
95.31 |
95.31 |
95.31 |
94.75 |
| S1 |
91.38 |
91.38 |
93.06 |
90.25 |
| S2 |
89.12 |
89.12 |
92.50 |
|
| S3 |
82.93 |
85.19 |
91.93 |
|
| S4 |
76.74 |
79.00 |
90.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.25 |
92.60 |
6.65 |
7.0% |
2.43 |
2.6% |
39% |
False |
False |
98,988 |
| 10 |
99.25 |
92.60 |
6.65 |
7.0% |
2.03 |
2.1% |
39% |
False |
False |
83,254 |
| 20 |
99.25 |
91.68 |
7.57 |
8.0% |
1.96 |
2.1% |
47% |
False |
False |
76,814 |
| 40 |
99.25 |
90.09 |
9.16 |
9.6% |
1.96 |
2.1% |
56% |
False |
False |
58,581 |
| 60 |
99.25 |
86.26 |
12.99 |
13.6% |
1.97 |
2.1% |
69% |
False |
False |
49,320 |
| 80 |
99.25 |
86.26 |
12.99 |
13.6% |
1.79 |
1.9% |
69% |
False |
False |
41,266 |
| 100 |
99.69 |
86.26 |
13.43 |
14.1% |
1.69 |
1.8% |
67% |
False |
False |
36,527 |
| 120 |
99.69 |
86.26 |
13.43 |
14.1% |
1.56 |
1.6% |
67% |
False |
False |
32,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.45 |
|
2.618 |
99.96 |
|
1.618 |
98.43 |
|
1.000 |
97.48 |
|
0.618 |
96.90 |
|
HIGH |
95.95 |
|
0.618 |
95.37 |
|
0.500 |
95.19 |
|
0.382 |
95.00 |
|
LOW |
94.42 |
|
0.618 |
93.47 |
|
1.000 |
92.89 |
|
1.618 |
91.94 |
|
2.618 |
90.41 |
|
4.250 |
87.92 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.20 |
94.90 |
| PP |
95.19 |
94.59 |
| S1 |
95.19 |
94.28 |
|