NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
90.16 |
89.64 |
-0.52 |
-0.6% |
93.51 |
| High |
90.20 |
90.30 |
0.10 |
0.1% |
94.46 |
| Low |
89.26 |
88.85 |
-0.41 |
-0.5% |
88.30 |
| Close |
89.96 |
90.13 |
0.17 |
0.2% |
88.84 |
| Range |
0.94 |
1.45 |
0.51 |
54.3% |
6.16 |
| ATR |
1.55 |
1.54 |
-0.01 |
-0.4% |
0.00 |
| Volume |
22,948 |
21,975 |
-973 |
-4.2% |
94,049 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.11 |
93.57 |
90.93 |
|
| R3 |
92.66 |
92.12 |
90.53 |
|
| R2 |
91.21 |
91.21 |
90.40 |
|
| R1 |
90.67 |
90.67 |
90.26 |
90.94 |
| PP |
89.76 |
89.76 |
89.76 |
89.90 |
| S1 |
89.22 |
89.22 |
90.00 |
89.49 |
| S2 |
88.31 |
88.31 |
89.86 |
|
| S3 |
86.86 |
87.77 |
89.73 |
|
| S4 |
85.41 |
86.32 |
89.33 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.01 |
105.09 |
92.23 |
|
| R3 |
102.85 |
98.93 |
90.53 |
|
| R2 |
96.69 |
96.69 |
89.97 |
|
| R1 |
92.77 |
92.77 |
89.40 |
91.65 |
| PP |
90.53 |
90.53 |
90.53 |
89.98 |
| S1 |
86.61 |
86.61 |
88.28 |
85.49 |
| S2 |
84.37 |
84.37 |
87.71 |
|
| S3 |
78.21 |
80.45 |
87.15 |
|
| S4 |
72.05 |
74.29 |
85.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.04 |
88.11 |
4.93 |
5.5% |
2.02 |
2.2% |
41% |
False |
False |
21,220 |
| 10 |
94.46 |
88.11 |
6.35 |
7.0% |
1.56 |
1.7% |
32% |
False |
False |
18,688 |
| 20 |
94.46 |
88.11 |
6.35 |
7.0% |
1.39 |
1.5% |
32% |
False |
False |
19,418 |
| 40 |
94.46 |
86.89 |
7.57 |
8.4% |
1.46 |
1.6% |
43% |
False |
False |
15,663 |
| 60 |
94.46 |
84.84 |
9.62 |
10.7% |
1.42 |
1.6% |
55% |
False |
False |
13,674 |
| 80 |
94.46 |
84.84 |
9.62 |
10.7% |
1.29 |
1.4% |
55% |
False |
False |
12,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.46 |
|
2.618 |
94.10 |
|
1.618 |
92.65 |
|
1.000 |
91.75 |
|
0.618 |
91.20 |
|
HIGH |
90.30 |
|
0.618 |
89.75 |
|
0.500 |
89.58 |
|
0.382 |
89.40 |
|
LOW |
88.85 |
|
0.618 |
87.95 |
|
1.000 |
87.40 |
|
1.618 |
86.50 |
|
2.618 |
85.05 |
|
4.250 |
82.69 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
89.95 |
89.82 |
| PP |
89.76 |
89.51 |
| S1 |
89.58 |
89.21 |
|