NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
93.86 |
93.70 |
-0.16 |
-0.2% |
93.89 |
| High |
94.48 |
95.32 |
0.84 |
0.9% |
95.92 |
| Low |
93.41 |
93.69 |
0.28 |
0.3% |
91.56 |
| Close |
93.74 |
94.76 |
1.02 |
1.1% |
91.97 |
| Range |
1.07 |
1.63 |
0.56 |
52.3% |
4.36 |
| ATR |
2.06 |
2.03 |
-0.03 |
-1.5% |
0.00 |
| Volume |
268,909 |
267,164 |
-1,745 |
-0.6% |
1,097,284 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.48 |
98.75 |
95.66 |
|
| R3 |
97.85 |
97.12 |
95.21 |
|
| R2 |
96.22 |
96.22 |
95.06 |
|
| R1 |
95.49 |
95.49 |
94.91 |
95.86 |
| PP |
94.59 |
94.59 |
94.59 |
94.77 |
| S1 |
93.86 |
93.86 |
94.61 |
94.23 |
| S2 |
92.96 |
92.96 |
94.46 |
|
| S3 |
91.33 |
92.23 |
94.31 |
|
| S4 |
89.70 |
90.60 |
93.86 |
|
|
| 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 |
95.32 |
91.26 |
4.06 |
4.3% |
1.89 |
2.0% |
86% |
True |
False |
278,532 |
| 10 |
95.92 |
91.26 |
4.66 |
4.9% |
2.05 |
2.2% |
75% |
False |
False |
274,959 |
| 20 |
97.35 |
91.26 |
6.09 |
6.4% |
1.99 |
2.1% |
57% |
False |
False |
229,127 |
| 40 |
97.38 |
86.16 |
11.22 |
11.8% |
2.16 |
2.3% |
77% |
False |
False |
148,248 |
| 60 |
98.22 |
86.16 |
12.06 |
12.7% |
1.97 |
2.1% |
71% |
False |
False |
112,929 |
| 80 |
99.77 |
86.16 |
13.61 |
14.4% |
1.83 |
1.9% |
63% |
False |
False |
90,350 |
| 100 |
99.77 |
86.16 |
13.61 |
14.4% |
1.72 |
1.8% |
63% |
False |
False |
77,162 |
| 120 |
99.77 |
86.16 |
13.61 |
14.4% |
1.61 |
1.7% |
63% |
False |
False |
65,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.25 |
|
2.618 |
99.59 |
|
1.618 |
97.96 |
|
1.000 |
96.95 |
|
0.618 |
96.33 |
|
HIGH |
95.32 |
|
0.618 |
94.70 |
|
0.500 |
94.51 |
|
0.382 |
94.31 |
|
LOW |
93.69 |
|
0.618 |
92.68 |
|
1.000 |
92.06 |
|
1.618 |
91.05 |
|
2.618 |
89.42 |
|
4.250 |
86.76 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.68 |
94.46 |
| PP |
94.59 |
94.15 |
| S1 |
94.51 |
93.85 |
|