NYMEX Light Sweet Crude Oil Future August 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 |
93.78 |
91.98 |
-1.80 |
-1.9% |
94.07 |
| High |
94.03 |
93.89 |
-0.14 |
-0.1% |
96.09 |
| Low |
91.80 |
91.50 |
-0.30 |
-0.3% |
91.80 |
| Close |
92.21 |
93.67 |
1.46 |
1.6% |
92.21 |
| Range |
2.23 |
2.39 |
0.16 |
7.2% |
4.29 |
| ATR |
2.05 |
2.08 |
0.02 |
1.2% |
0.00 |
| Volume |
82,133 |
108,465 |
26,332 |
32.1% |
262,052 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.19 |
99.32 |
94.98 |
|
| R3 |
97.80 |
96.93 |
94.33 |
|
| R2 |
95.41 |
95.41 |
94.11 |
|
| R1 |
94.54 |
94.54 |
93.89 |
94.98 |
| PP |
93.02 |
93.02 |
93.02 |
93.24 |
| S1 |
92.15 |
92.15 |
93.45 |
92.59 |
| S2 |
90.63 |
90.63 |
93.23 |
|
| S3 |
88.24 |
89.76 |
93.01 |
|
| S4 |
85.85 |
87.37 |
92.36 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.24 |
103.51 |
94.57 |
|
| R3 |
101.95 |
99.22 |
93.39 |
|
| R2 |
97.66 |
97.66 |
93.00 |
|
| R1 |
94.93 |
94.93 |
92.60 |
94.15 |
| PP |
93.37 |
93.37 |
93.37 |
92.98 |
| S1 |
90.64 |
90.64 |
91.82 |
89.86 |
| S2 |
89.08 |
89.08 |
91.42 |
|
| S3 |
84.79 |
86.35 |
91.03 |
|
| S4 |
80.50 |
82.06 |
89.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.09 |
91.50 |
4.59 |
4.9% |
2.38 |
2.5% |
47% |
False |
True |
74,103 |
| 10 |
97.46 |
91.50 |
5.96 |
6.4% |
2.08 |
2.2% |
36% |
False |
True |
66,952 |
| 20 |
97.46 |
91.50 |
5.96 |
6.4% |
1.95 |
2.1% |
36% |
False |
True |
66,693 |
| 40 |
97.46 |
86.29 |
11.17 |
11.9% |
2.08 |
2.2% |
66% |
False |
False |
50,229 |
| 60 |
97.94 |
86.29 |
11.65 |
12.4% |
1.87 |
2.0% |
63% |
False |
False |
40,093 |
| 80 |
99.83 |
86.29 |
13.54 |
14.5% |
1.74 |
1.9% |
55% |
False |
False |
33,765 |
| 100 |
99.98 |
86.29 |
13.69 |
14.6% |
1.60 |
1.7% |
54% |
False |
False |
29,491 |
| 120 |
99.98 |
86.29 |
13.69 |
14.6% |
1.46 |
1.6% |
54% |
False |
False |
25,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.05 |
|
2.618 |
100.15 |
|
1.618 |
97.76 |
|
1.000 |
96.28 |
|
0.618 |
95.37 |
|
HIGH |
93.89 |
|
0.618 |
92.98 |
|
0.500 |
92.70 |
|
0.382 |
92.41 |
|
LOW |
91.50 |
|
0.618 |
90.02 |
|
1.000 |
89.11 |
|
1.618 |
87.63 |
|
2.618 |
85.24 |
|
4.250 |
81.34 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.35 |
93.39 |
| PP |
93.02 |
93.12 |
| S1 |
92.70 |
92.84 |
|