NYMEX Light Sweet Crude Oil Future September 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 |
93.99 |
95.03 |
1.04 |
1.1% |
92.12 |
| High |
95.53 |
96.61 |
1.08 |
1.1% |
96.61 |
| Low |
93.95 |
94.03 |
0.08 |
0.1% |
91.68 |
| Close |
95.03 |
96.32 |
1.29 |
1.4% |
96.32 |
| Range |
1.58 |
2.58 |
1.00 |
63.3% |
4.93 |
| ATR |
1.92 |
1.97 |
0.05 |
2.4% |
0.00 |
| Volume |
70,375 |
66,937 |
-3,438 |
-4.9% |
351,977 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.39 |
102.44 |
97.74 |
|
| R3 |
100.81 |
99.86 |
97.03 |
|
| R2 |
98.23 |
98.23 |
96.79 |
|
| R1 |
97.28 |
97.28 |
96.56 |
97.76 |
| PP |
95.65 |
95.65 |
95.65 |
95.89 |
| S1 |
94.70 |
94.70 |
96.08 |
95.18 |
| S2 |
93.07 |
93.07 |
95.85 |
|
| S3 |
90.49 |
92.12 |
95.61 |
|
| S4 |
87.91 |
89.54 |
94.90 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.66 |
107.92 |
99.03 |
|
| R3 |
104.73 |
102.99 |
97.68 |
|
| R2 |
99.80 |
99.80 |
97.22 |
|
| R1 |
98.06 |
98.06 |
96.77 |
98.93 |
| PP |
94.87 |
94.87 |
94.87 |
95.31 |
| S1 |
93.13 |
93.13 |
95.87 |
94.00 |
| S2 |
89.94 |
89.94 |
95.42 |
|
| S3 |
85.01 |
88.20 |
94.96 |
|
| S4 |
80.08 |
83.27 |
93.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.61 |
91.68 |
4.93 |
5.1% |
1.90 |
2.0% |
94% |
True |
False |
70,395 |
| 10 |
96.61 |
91.68 |
4.93 |
5.1% |
2.01 |
2.1% |
94% |
True |
False |
63,272 |
| 20 |
97.28 |
91.68 |
5.60 |
5.8% |
1.95 |
2.0% |
83% |
False |
False |
50,738 |
| 40 |
97.28 |
86.26 |
11.02 |
11.4% |
2.06 |
2.1% |
91% |
False |
False |
43,477 |
| 60 |
97.66 |
86.26 |
11.40 |
11.8% |
1.85 |
1.9% |
88% |
False |
False |
36,125 |
| 80 |
99.69 |
86.26 |
13.43 |
13.9% |
1.71 |
1.8% |
75% |
False |
False |
30,719 |
| 100 |
99.69 |
86.26 |
13.43 |
13.9% |
1.57 |
1.6% |
75% |
False |
False |
28,147 |
| 120 |
99.69 |
86.26 |
13.43 |
13.9% |
1.46 |
1.5% |
75% |
False |
False |
24,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.58 |
|
2.618 |
103.36 |
|
1.618 |
100.78 |
|
1.000 |
99.19 |
|
0.618 |
98.20 |
|
HIGH |
96.61 |
|
0.618 |
95.62 |
|
0.500 |
95.32 |
|
0.382 |
95.02 |
|
LOW |
94.03 |
|
0.618 |
92.44 |
|
1.000 |
91.45 |
|
1.618 |
89.86 |
|
2.618 |
87.28 |
|
4.250 |
83.07 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.99 |
95.94 |
| PP |
95.65 |
95.55 |
| S1 |
95.32 |
95.17 |
|