NYMEX Light Sweet Crude Oil Future November 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 |
93.79 |
94.14 |
0.35 |
0.4% |
96.96 |
| High |
94.39 |
95.93 |
1.54 |
1.6% |
98.41 |
| Low |
92.64 |
94.14 |
1.50 |
1.6% |
92.18 |
| Close |
94.22 |
95.61 |
1.39 |
1.5% |
92.74 |
| Range |
1.75 |
1.79 |
0.04 |
2.3% |
6.23 |
| ATR |
1.80 |
1.80 |
0.00 |
0.0% |
0.00 |
| Volume |
53,952 |
21,605 |
-32,347 |
-60.0% |
120,174 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.60 |
99.89 |
96.59 |
|
| R3 |
98.81 |
98.10 |
96.10 |
|
| R2 |
97.02 |
97.02 |
95.94 |
|
| R1 |
96.31 |
96.31 |
95.77 |
96.67 |
| PP |
95.23 |
95.23 |
95.23 |
95.40 |
| S1 |
94.52 |
94.52 |
95.45 |
94.88 |
| S2 |
93.44 |
93.44 |
95.28 |
|
| S3 |
91.65 |
92.73 |
95.12 |
|
| S4 |
89.86 |
90.94 |
94.63 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.13 |
109.17 |
96.17 |
|
| R3 |
106.90 |
102.94 |
94.45 |
|
| R2 |
100.67 |
100.67 |
93.88 |
|
| R1 |
96.71 |
96.71 |
93.31 |
95.58 |
| PP |
94.44 |
94.44 |
94.44 |
93.88 |
| S1 |
90.48 |
90.48 |
92.17 |
89.35 |
| S2 |
88.21 |
88.21 |
91.60 |
|
| S3 |
81.98 |
84.25 |
91.03 |
|
| S4 |
75.75 |
78.02 |
89.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.93 |
91.95 |
3.98 |
4.2% |
1.96 |
2.0% |
92% |
True |
False |
32,781 |
| 10 |
98.41 |
91.95 |
6.46 |
6.8% |
1.77 |
1.9% |
57% |
False |
False |
27,041 |
| 20 |
98.41 |
91.22 |
7.19 |
7.5% |
1.68 |
1.8% |
61% |
False |
False |
23,414 |
| 40 |
98.41 |
90.19 |
8.22 |
8.6% |
1.70 |
1.8% |
66% |
False |
False |
17,483 |
| 60 |
98.41 |
85.96 |
12.45 |
13.0% |
1.72 |
1.8% |
78% |
False |
False |
14,380 |
| 80 |
98.41 |
85.96 |
12.45 |
13.0% |
1.57 |
1.6% |
78% |
False |
False |
12,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.54 |
|
2.618 |
100.62 |
|
1.618 |
98.83 |
|
1.000 |
97.72 |
|
0.618 |
97.04 |
|
HIGH |
95.93 |
|
0.618 |
95.25 |
|
0.500 |
95.04 |
|
0.382 |
94.82 |
|
LOW |
94.14 |
|
0.618 |
93.03 |
|
1.000 |
92.35 |
|
1.618 |
91.24 |
|
2.618 |
89.45 |
|
4.250 |
86.53 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.42 |
95.17 |
| PP |
95.23 |
94.73 |
| S1 |
95.04 |
94.29 |
|