NYMEX Light Sweet Crude Oil Future June 2014
| 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 |
89.64 |
90.35 |
0.71 |
0.8% |
93.51 |
| High |
90.30 |
91.48 |
1.18 |
1.3% |
94.46 |
| Low |
88.85 |
90.08 |
1.23 |
1.4% |
88.30 |
| Close |
90.13 |
91.28 |
1.15 |
1.3% |
88.84 |
| Range |
1.45 |
1.40 |
-0.05 |
-3.4% |
6.16 |
| ATR |
1.54 |
1.53 |
-0.01 |
-0.7% |
0.00 |
| Volume |
21,975 |
12,411 |
-9,564 |
-43.5% |
94,049 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.15 |
94.61 |
92.05 |
|
| R3 |
93.75 |
93.21 |
91.67 |
|
| R2 |
92.35 |
92.35 |
91.54 |
|
| R1 |
91.81 |
91.81 |
91.41 |
92.08 |
| PP |
90.95 |
90.95 |
90.95 |
91.08 |
| S1 |
90.41 |
90.41 |
91.15 |
90.68 |
| S2 |
89.55 |
89.55 |
91.02 |
|
| S3 |
88.15 |
89.01 |
90.90 |
|
| S4 |
86.75 |
87.61 |
90.51 |
|
|
| 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 |
91.48 |
88.11 |
3.37 |
3.7% |
1.69 |
1.8% |
94% |
True |
False |
20,685 |
| 10 |
94.46 |
88.11 |
6.35 |
7.0% |
1.54 |
1.7% |
50% |
False |
False |
18,665 |
| 20 |
94.46 |
88.11 |
6.35 |
7.0% |
1.37 |
1.5% |
50% |
False |
False |
19,554 |
| 40 |
94.46 |
87.65 |
6.81 |
7.5% |
1.43 |
1.6% |
53% |
False |
False |
15,686 |
| 60 |
94.46 |
84.84 |
9.62 |
10.5% |
1.41 |
1.5% |
67% |
False |
False |
13,747 |
| 80 |
94.46 |
84.84 |
9.62 |
10.5% |
1.30 |
1.4% |
67% |
False |
False |
12,494 |
| 100 |
95.87 |
84.84 |
11.03 |
12.1% |
1.21 |
1.3% |
58% |
False |
False |
11,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.43 |
|
2.618 |
95.15 |
|
1.618 |
93.75 |
|
1.000 |
92.88 |
|
0.618 |
92.35 |
|
HIGH |
91.48 |
|
0.618 |
90.95 |
|
0.500 |
90.78 |
|
0.382 |
90.61 |
|
LOW |
90.08 |
|
0.618 |
89.21 |
|
1.000 |
88.68 |
|
1.618 |
87.81 |
|
2.618 |
86.41 |
|
4.250 |
84.13 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.11 |
90.91 |
| PP |
90.95 |
90.54 |
| S1 |
90.78 |
90.17 |
|