NYMEX Light Sweet Crude Oil Future June 2014
| 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 |
90.35 |
91.32 |
0.97 |
1.1% |
88.11 |
| High |
91.48 |
91.68 |
0.20 |
0.2% |
91.68 |
| Low |
90.08 |
90.53 |
0.45 |
0.5% |
88.11 |
| Close |
91.28 |
90.74 |
-0.54 |
-0.6% |
90.74 |
| Range |
1.40 |
1.15 |
-0.25 |
-17.9% |
3.57 |
| ATR |
1.53 |
1.50 |
-0.03 |
-1.8% |
0.00 |
| Volume |
12,411 |
19,377 |
6,966 |
56.1% |
99,645 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.43 |
93.74 |
91.37 |
|
| R3 |
93.28 |
92.59 |
91.06 |
|
| R2 |
92.13 |
92.13 |
90.95 |
|
| R1 |
91.44 |
91.44 |
90.85 |
91.21 |
| PP |
90.98 |
90.98 |
90.98 |
90.87 |
| S1 |
90.29 |
90.29 |
90.63 |
90.06 |
| S2 |
89.83 |
89.83 |
90.53 |
|
| S3 |
88.68 |
89.14 |
90.42 |
|
| S4 |
87.53 |
87.99 |
90.11 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.89 |
99.38 |
92.70 |
|
| R3 |
97.32 |
95.81 |
91.72 |
|
| R2 |
93.75 |
93.75 |
91.39 |
|
| R1 |
92.24 |
92.24 |
91.07 |
93.00 |
| PP |
90.18 |
90.18 |
90.18 |
90.55 |
| S1 |
88.67 |
88.67 |
90.41 |
89.43 |
| S2 |
86.61 |
86.61 |
90.09 |
|
| S3 |
83.04 |
85.10 |
89.76 |
|
| S4 |
79.47 |
81.53 |
88.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.68 |
88.11 |
3.57 |
3.9% |
1.38 |
1.5% |
74% |
True |
False |
19,929 |
| 10 |
94.46 |
88.11 |
6.35 |
7.0% |
1.53 |
1.7% |
41% |
False |
False |
19,369 |
| 20 |
94.46 |
88.11 |
6.35 |
7.0% |
1.38 |
1.5% |
41% |
False |
False |
19,972 |
| 40 |
94.46 |
88.11 |
6.35 |
7.0% |
1.39 |
1.5% |
41% |
False |
False |
15,831 |
| 60 |
94.46 |
84.84 |
9.62 |
10.6% |
1.41 |
1.5% |
61% |
False |
False |
13,947 |
| 80 |
94.46 |
84.84 |
9.62 |
10.6% |
1.30 |
1.4% |
61% |
False |
False |
12,657 |
| 100 |
95.87 |
84.84 |
11.03 |
12.2% |
1.22 |
1.3% |
53% |
False |
False |
11,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.57 |
|
2.618 |
94.69 |
|
1.618 |
93.54 |
|
1.000 |
92.83 |
|
0.618 |
92.39 |
|
HIGH |
91.68 |
|
0.618 |
91.24 |
|
0.500 |
91.11 |
|
0.382 |
90.97 |
|
LOW |
90.53 |
|
0.618 |
89.82 |
|
1.000 |
89.38 |
|
1.618 |
88.67 |
|
2.618 |
87.52 |
|
4.250 |
85.64 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.11 |
90.58 |
| PP |
90.98 |
90.42 |
| S1 |
90.86 |
90.27 |
|