NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
94.40 |
94.85 |
0.45 |
0.5% |
97.66 |
| High |
95.03 |
96.68 |
1.65 |
1.7% |
98.93 |
| Low |
93.21 |
94.85 |
1.64 |
1.8% |
92.71 |
| Close |
94.88 |
96.31 |
1.43 |
1.5% |
93.28 |
| Range |
1.82 |
1.83 |
0.01 |
0.5% |
6.22 |
| ATR |
1.90 |
1.90 |
-0.01 |
-0.3% |
0.00 |
| Volume |
85,457 |
50,530 |
-34,927 |
-40.9% |
195,229 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.44 |
100.70 |
97.32 |
|
| R3 |
99.61 |
98.87 |
96.81 |
|
| R2 |
97.78 |
97.78 |
96.65 |
|
| R1 |
97.04 |
97.04 |
96.48 |
97.41 |
| PP |
95.95 |
95.95 |
95.95 |
96.13 |
| S1 |
95.21 |
95.21 |
96.14 |
95.58 |
| S2 |
94.12 |
94.12 |
95.97 |
|
| S3 |
92.29 |
93.38 |
95.81 |
|
| S4 |
90.46 |
91.55 |
95.30 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.63 |
109.68 |
96.70 |
|
| R3 |
107.41 |
103.46 |
94.99 |
|
| R2 |
101.19 |
101.19 |
94.42 |
|
| R1 |
97.24 |
97.24 |
93.85 |
96.11 |
| PP |
94.97 |
94.97 |
94.97 |
94.41 |
| S1 |
91.02 |
91.02 |
92.71 |
89.89 |
| S2 |
88.75 |
88.75 |
92.14 |
|
| S3 |
82.53 |
84.80 |
91.57 |
|
| S4 |
76.31 |
78.58 |
89.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.68 |
92.24 |
4.44 |
4.6% |
2.13 |
2.2% |
92% |
True |
False |
55,045 |
| 10 |
98.93 |
92.24 |
6.69 |
6.9% |
1.93 |
2.0% |
61% |
False |
False |
44,403 |
| 20 |
98.93 |
91.54 |
7.39 |
7.7% |
1.79 |
1.9% |
65% |
False |
False |
36,561 |
| 40 |
98.93 |
90.50 |
8.43 |
8.8% |
1.81 |
1.9% |
69% |
False |
False |
27,788 |
| 60 |
98.93 |
86.47 |
12.46 |
12.9% |
1.83 |
1.9% |
79% |
False |
False |
22,625 |
| 80 |
98.93 |
86.47 |
12.46 |
12.9% |
1.67 |
1.7% |
79% |
False |
False |
18,893 |
| 100 |
99.41 |
86.47 |
12.94 |
13.4% |
1.56 |
1.6% |
76% |
False |
False |
16,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.46 |
|
2.618 |
101.47 |
|
1.618 |
99.64 |
|
1.000 |
98.51 |
|
0.618 |
97.81 |
|
HIGH |
96.68 |
|
0.618 |
95.98 |
|
0.500 |
95.77 |
|
0.382 |
95.55 |
|
LOW |
94.85 |
|
0.618 |
93.72 |
|
1.000 |
93.02 |
|
1.618 |
91.89 |
|
2.618 |
90.06 |
|
4.250 |
87.07 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.13 |
95.86 |
| PP |
95.95 |
95.40 |
| S1 |
95.77 |
94.95 |
|