NYMEX Light Sweet Crude Oil Future September 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 |
95.39 |
96.61 |
1.22 |
1.3% |
93.84 |
| High |
97.25 |
97.63 |
0.38 |
0.4% |
97.63 |
| Low |
95.26 |
96.18 |
0.92 |
1.0% |
92.60 |
| Close |
96.89 |
96.44 |
-0.45 |
-0.5% |
96.44 |
| Range |
1.99 |
1.45 |
-0.54 |
-27.1% |
5.03 |
| ATR |
2.00 |
1.96 |
-0.04 |
-2.0% |
0.00 |
| Volume |
105,715 |
98,032 |
-7,683 |
-7.3% |
574,256 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.10 |
100.22 |
97.24 |
|
| R3 |
99.65 |
98.77 |
96.84 |
|
| R2 |
98.20 |
98.20 |
96.71 |
|
| R1 |
97.32 |
97.32 |
96.57 |
97.04 |
| PP |
96.75 |
96.75 |
96.75 |
96.61 |
| S1 |
95.87 |
95.87 |
96.31 |
95.59 |
| S2 |
95.30 |
95.30 |
96.17 |
|
| S3 |
93.85 |
94.42 |
96.04 |
|
| S4 |
92.40 |
92.97 |
95.64 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.65 |
108.57 |
99.21 |
|
| R3 |
105.62 |
103.54 |
97.82 |
|
| R2 |
100.59 |
100.59 |
97.36 |
|
| R1 |
98.51 |
98.51 |
96.90 |
99.55 |
| PP |
95.56 |
95.56 |
95.56 |
96.08 |
| S1 |
93.48 |
93.48 |
95.98 |
94.52 |
| S2 |
90.53 |
90.53 |
95.52 |
|
| S3 |
85.50 |
88.45 |
95.06 |
|
| S4 |
80.47 |
83.42 |
93.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.63 |
92.60 |
5.03 |
5.2% |
1.95 |
2.0% |
76% |
True |
False |
114,851 |
| 10 |
99.25 |
92.60 |
6.65 |
6.9% |
2.00 |
2.1% |
58% |
False |
False |
98,514 |
| 20 |
99.25 |
91.68 |
7.57 |
7.8% |
1.90 |
2.0% |
63% |
False |
False |
85,442 |
| 40 |
99.25 |
91.68 |
7.57 |
7.8% |
1.89 |
2.0% |
63% |
False |
False |
64,678 |
| 60 |
99.25 |
86.26 |
12.99 |
13.5% |
1.96 |
2.0% |
78% |
False |
False |
53,898 |
| 80 |
99.25 |
86.26 |
12.99 |
13.5% |
1.82 |
1.9% |
78% |
False |
False |
45,317 |
| 100 |
99.69 |
86.26 |
13.43 |
13.9% |
1.72 |
1.8% |
76% |
False |
False |
39,486 |
| 120 |
99.69 |
86.26 |
13.43 |
13.9% |
1.58 |
1.6% |
76% |
False |
False |
35,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.79 |
|
2.618 |
101.43 |
|
1.618 |
99.98 |
|
1.000 |
99.08 |
|
0.618 |
98.53 |
|
HIGH |
97.63 |
|
0.618 |
97.08 |
|
0.500 |
96.91 |
|
0.382 |
96.73 |
|
LOW |
96.18 |
|
0.618 |
95.28 |
|
1.000 |
94.73 |
|
1.618 |
93.83 |
|
2.618 |
92.38 |
|
4.250 |
90.02 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.91 |
96.17 |
| PP |
96.75 |
95.90 |
| S1 |
96.60 |
95.64 |
|