NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
93.64 |
91.73 |
-1.91 |
-2.0% |
93.89 |
| High |
93.85 |
93.70 |
-0.15 |
-0.2% |
95.92 |
| Low |
91.56 |
91.26 |
-0.30 |
-0.3% |
91.56 |
| Close |
91.97 |
93.45 |
1.48 |
1.6% |
91.97 |
| Range |
2.29 |
2.44 |
0.15 |
6.6% |
4.36 |
| ATR |
2.11 |
2.13 |
0.02 |
1.1% |
0.00 |
| Volume |
267,978 |
287,474 |
19,496 |
7.3% |
1,097,284 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.12 |
99.23 |
94.79 |
|
| R3 |
97.68 |
96.79 |
94.12 |
|
| R2 |
95.24 |
95.24 |
93.90 |
|
| R1 |
94.35 |
94.35 |
93.67 |
94.80 |
| PP |
92.80 |
92.80 |
92.80 |
93.03 |
| S1 |
91.91 |
91.91 |
93.23 |
92.36 |
| S2 |
90.36 |
90.36 |
93.00 |
|
| S3 |
87.92 |
89.47 |
92.78 |
|
| S4 |
85.48 |
87.03 |
92.11 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.23 |
103.46 |
94.37 |
|
| R3 |
101.87 |
99.10 |
93.17 |
|
| R2 |
97.51 |
97.51 |
92.77 |
|
| R1 |
94.74 |
94.74 |
92.37 |
93.95 |
| PP |
93.15 |
93.15 |
93.15 |
92.75 |
| S1 |
90.38 |
90.38 |
91.57 |
89.59 |
| S2 |
88.79 |
88.79 |
91.17 |
|
| S3 |
84.43 |
86.02 |
90.77 |
|
| S4 |
80.07 |
81.66 |
89.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.92 |
91.26 |
4.66 |
5.0% |
2.43 |
2.6% |
47% |
False |
True |
276,951 |
| 10 |
97.35 |
91.26 |
6.09 |
6.5% |
2.13 |
2.3% |
36% |
False |
True |
277,183 |
| 20 |
97.38 |
91.26 |
6.12 |
6.5% |
2.00 |
2.1% |
36% |
False |
True |
202,190 |
| 40 |
97.38 |
86.16 |
11.22 |
12.0% |
2.15 |
2.3% |
65% |
False |
False |
131,155 |
| 60 |
98.22 |
86.16 |
12.06 |
12.9% |
1.96 |
2.1% |
60% |
False |
False |
100,320 |
| 80 |
99.77 |
86.16 |
13.61 |
14.6% |
1.83 |
2.0% |
54% |
False |
False |
81,106 |
| 100 |
99.77 |
86.16 |
13.61 |
14.6% |
1.71 |
1.8% |
54% |
False |
False |
69,184 |
| 120 |
99.77 |
86.16 |
13.61 |
14.6% |
1.59 |
1.7% |
54% |
False |
False |
59,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.07 |
|
2.618 |
100.09 |
|
1.618 |
97.65 |
|
1.000 |
96.14 |
|
0.618 |
95.21 |
|
HIGH |
93.70 |
|
0.618 |
92.77 |
|
0.500 |
92.48 |
|
0.382 |
92.19 |
|
LOW |
91.26 |
|
0.618 |
89.75 |
|
1.000 |
88.82 |
|
1.618 |
87.31 |
|
2.618 |
84.87 |
|
4.250 |
80.89 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.13 |
93.18 |
| PP |
92.80 |
92.90 |
| S1 |
92.48 |
92.63 |
|