NYMEX Light Sweet Crude Oil Future September 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 |
93.80 |
92.12 |
-1.68 |
-1.8% |
94.00 |
| High |
94.03 |
93.95 |
-0.08 |
-0.1% |
96.04 |
| Low |
91.89 |
91.68 |
-0.21 |
-0.2% |
91.89 |
| Close |
92.30 |
93.73 |
1.43 |
1.5% |
92.30 |
| Range |
2.14 |
2.27 |
0.13 |
6.1% |
4.15 |
| ATR |
1.99 |
2.01 |
0.02 |
1.0% |
0.00 |
| Volume |
62,588 |
88,709 |
26,121 |
41.7% |
217,812 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.93 |
99.10 |
94.98 |
|
| R3 |
97.66 |
96.83 |
94.35 |
|
| R2 |
95.39 |
95.39 |
94.15 |
|
| R1 |
94.56 |
94.56 |
93.94 |
94.98 |
| PP |
93.12 |
93.12 |
93.12 |
93.33 |
| S1 |
92.29 |
92.29 |
93.52 |
92.71 |
| S2 |
90.85 |
90.85 |
93.31 |
|
| S3 |
88.58 |
90.02 |
93.11 |
|
| S4 |
86.31 |
87.75 |
92.48 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.86 |
103.23 |
94.58 |
|
| R3 |
101.71 |
99.08 |
93.44 |
|
| R2 |
97.56 |
97.56 |
93.06 |
|
| R1 |
94.93 |
94.93 |
92.68 |
94.17 |
| PP |
93.41 |
93.41 |
93.41 |
93.03 |
| S1 |
90.78 |
90.78 |
91.92 |
90.02 |
| S2 |
89.26 |
89.26 |
91.54 |
|
| S3 |
85.11 |
86.63 |
91.16 |
|
| S4 |
80.96 |
82.48 |
90.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.04 |
91.68 |
4.36 |
4.7% |
2.32 |
2.5% |
47% |
False |
True |
61,304 |
| 10 |
97.28 |
91.68 |
5.60 |
6.0% |
2.02 |
2.2% |
37% |
False |
True |
51,940 |
| 20 |
97.28 |
91.68 |
5.60 |
6.0% |
1.88 |
2.0% |
37% |
False |
True |
46,591 |
| 40 |
97.28 |
86.26 |
11.02 |
11.8% |
2.01 |
2.1% |
68% |
False |
False |
39,456 |
| 60 |
97.66 |
86.26 |
11.40 |
12.2% |
1.81 |
1.9% |
66% |
False |
False |
33,150 |
| 80 |
99.69 |
86.26 |
13.43 |
14.3% |
1.68 |
1.8% |
56% |
False |
False |
28,829 |
| 100 |
99.69 |
86.26 |
13.43 |
14.3% |
1.53 |
1.6% |
56% |
False |
False |
25,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.60 |
|
2.618 |
99.89 |
|
1.618 |
97.62 |
|
1.000 |
96.22 |
|
0.618 |
95.35 |
|
HIGH |
93.95 |
|
0.618 |
93.08 |
|
0.500 |
92.82 |
|
0.382 |
92.55 |
|
LOW |
91.68 |
|
0.618 |
90.28 |
|
1.000 |
89.41 |
|
1.618 |
88.01 |
|
2.618 |
85.74 |
|
4.250 |
82.03 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.43 |
93.46 |
| PP |
93.12 |
93.20 |
| S1 |
92.82 |
92.93 |
|