NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
93.54 |
94.05 |
0.51 |
0.5% |
94.07 |
| High |
94.63 |
94.70 |
0.07 |
0.1% |
96.09 |
| Low |
92.60 |
93.64 |
1.04 |
1.1% |
91.80 |
| Close |
93.55 |
93.96 |
0.41 |
0.4% |
92.21 |
| Range |
2.03 |
1.06 |
-0.97 |
-47.8% |
4.29 |
| ATR |
2.07 |
2.01 |
-0.07 |
-3.2% |
0.00 |
| Volume |
84,425 |
82,780 |
-1,645 |
-1.9% |
262,052 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.28 |
96.68 |
94.54 |
|
| R3 |
96.22 |
95.62 |
94.25 |
|
| R2 |
95.16 |
95.16 |
94.15 |
|
| R1 |
94.56 |
94.56 |
94.06 |
94.33 |
| PP |
94.10 |
94.10 |
94.10 |
93.99 |
| S1 |
93.50 |
93.50 |
93.86 |
93.27 |
| S2 |
93.04 |
93.04 |
93.77 |
|
| S3 |
91.98 |
92.44 |
93.67 |
|
| S4 |
90.92 |
91.38 |
93.38 |
|
|
| 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 |
94.70 |
91.50 |
3.20 |
3.4% |
2.00 |
2.1% |
77% |
True |
False |
86,720 |
| 10 |
96.32 |
91.50 |
4.82 |
5.1% |
2.06 |
2.2% |
51% |
False |
False |
74,449 |
| 20 |
97.46 |
91.50 |
5.96 |
6.3% |
1.93 |
2.1% |
41% |
False |
False |
68,358 |
| 40 |
97.46 |
86.29 |
11.17 |
11.9% |
2.09 |
2.2% |
69% |
False |
False |
53,105 |
| 60 |
97.94 |
86.29 |
11.65 |
12.4% |
1.88 |
2.0% |
66% |
False |
False |
42,205 |
| 80 |
99.83 |
86.29 |
13.54 |
14.4% |
1.75 |
1.9% |
57% |
False |
False |
35,288 |
| 100 |
99.98 |
86.29 |
13.69 |
14.6% |
1.62 |
1.7% |
56% |
False |
False |
31,024 |
| 120 |
99.98 |
86.29 |
13.69 |
14.6% |
1.48 |
1.6% |
56% |
False |
False |
26,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.21 |
|
2.618 |
97.48 |
|
1.618 |
96.42 |
|
1.000 |
95.76 |
|
0.618 |
95.36 |
|
HIGH |
94.70 |
|
0.618 |
94.30 |
|
0.500 |
94.17 |
|
0.382 |
94.04 |
|
LOW |
93.64 |
|
0.618 |
92.98 |
|
1.000 |
92.58 |
|
1.618 |
91.92 |
|
2.618 |
90.86 |
|
4.250 |
89.14 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.17 |
93.67 |
| PP |
94.10 |
93.39 |
| S1 |
94.03 |
93.10 |
|