NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
93.88 |
94.99 |
1.11 |
1.2% |
91.98 |
| High |
95.50 |
96.60 |
1.10 |
1.2% |
96.60 |
| Low |
93.88 |
93.97 |
0.09 |
0.1% |
91.50 |
| Close |
94.98 |
96.27 |
1.29 |
1.4% |
96.27 |
| Range |
1.62 |
2.63 |
1.01 |
62.3% |
5.10 |
| ATR |
1.98 |
2.03 |
0.05 |
2.3% |
0.00 |
| Volume |
59,621 |
97,635 |
38,014 |
63.8% |
432,926 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.50 |
102.52 |
97.72 |
|
| R3 |
100.87 |
99.89 |
96.99 |
|
| R2 |
98.24 |
98.24 |
96.75 |
|
| R1 |
97.26 |
97.26 |
96.51 |
97.75 |
| PP |
95.61 |
95.61 |
95.61 |
95.86 |
| S1 |
94.63 |
94.63 |
96.03 |
95.12 |
| S2 |
92.98 |
92.98 |
95.79 |
|
| S3 |
90.35 |
92.00 |
95.55 |
|
| S4 |
87.72 |
89.37 |
94.82 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.09 |
108.28 |
99.08 |
|
| R3 |
104.99 |
103.18 |
97.67 |
|
| R2 |
99.89 |
99.89 |
97.21 |
|
| R1 |
98.08 |
98.08 |
96.74 |
98.99 |
| PP |
94.79 |
94.79 |
94.79 |
95.24 |
| S1 |
92.98 |
92.98 |
95.80 |
93.89 |
| S2 |
89.69 |
89.69 |
95.34 |
|
| S3 |
84.59 |
87.88 |
94.87 |
|
| S4 |
79.49 |
82.78 |
93.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.60 |
91.50 |
5.10 |
5.3% |
1.95 |
2.0% |
94% |
True |
False |
86,585 |
| 10 |
96.60 |
91.50 |
5.10 |
5.3% |
2.05 |
2.1% |
94% |
True |
False |
76,595 |
| 20 |
97.46 |
91.50 |
5.96 |
6.2% |
2.01 |
2.1% |
80% |
False |
False |
69,652 |
| 40 |
97.46 |
86.29 |
11.17 |
11.6% |
2.13 |
2.2% |
89% |
False |
False |
55,941 |
| 60 |
97.94 |
86.29 |
11.65 |
12.1% |
1.90 |
2.0% |
86% |
False |
False |
44,246 |
| 80 |
99.83 |
86.29 |
13.54 |
14.1% |
1.77 |
1.8% |
74% |
False |
False |
36,778 |
| 100 |
99.98 |
86.29 |
13.69 |
14.2% |
1.64 |
1.7% |
73% |
False |
False |
32,449 |
| 120 |
99.98 |
86.29 |
13.69 |
14.2% |
1.50 |
1.6% |
73% |
False |
False |
27,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.78 |
|
2.618 |
103.49 |
|
1.618 |
100.86 |
|
1.000 |
99.23 |
|
0.618 |
98.23 |
|
HIGH |
96.60 |
|
0.618 |
95.60 |
|
0.500 |
95.29 |
|
0.382 |
94.97 |
|
LOW |
93.97 |
|
0.618 |
92.34 |
|
1.000 |
91.34 |
|
1.618 |
89.71 |
|
2.618 |
87.08 |
|
4.250 |
82.79 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.94 |
95.89 |
| PP |
95.61 |
95.50 |
| S1 |
95.29 |
95.12 |
|