NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
94.10 |
94.04 |
-0.06 |
-0.1% |
93.24 |
| High |
94.59 |
95.29 |
0.70 |
0.7% |
95.75 |
| Low |
93.71 |
93.94 |
0.23 |
0.2% |
91.74 |
| Close |
93.86 |
94.80 |
0.94 |
1.0% |
92.12 |
| Range |
0.88 |
1.35 |
0.47 |
53.4% |
4.01 |
| ATR |
1.84 |
1.81 |
-0.03 |
-1.6% |
0.00 |
| Volume |
32,205 |
33,659 |
1,454 |
4.5% |
73,117 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.73 |
98.11 |
95.54 |
|
| R3 |
97.38 |
96.76 |
95.17 |
|
| R2 |
96.03 |
96.03 |
95.05 |
|
| R1 |
95.41 |
95.41 |
94.92 |
95.72 |
| PP |
94.68 |
94.68 |
94.68 |
94.83 |
| S1 |
94.06 |
94.06 |
94.68 |
94.37 |
| S2 |
93.33 |
93.33 |
94.55 |
|
| S3 |
91.98 |
92.71 |
94.43 |
|
| S4 |
90.63 |
91.36 |
94.06 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.23 |
102.69 |
94.33 |
|
| R3 |
101.22 |
98.68 |
93.22 |
|
| R2 |
97.21 |
97.21 |
92.86 |
|
| R1 |
94.67 |
94.67 |
92.49 |
93.94 |
| PP |
93.20 |
93.20 |
93.20 |
92.84 |
| S1 |
90.66 |
90.66 |
91.75 |
89.93 |
| S2 |
89.19 |
89.19 |
91.38 |
|
| S3 |
85.18 |
86.65 |
91.02 |
|
| S4 |
81.17 |
82.64 |
89.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.29 |
91.54 |
3.75 |
4.0% |
1.61 |
1.7% |
87% |
True |
False |
29,452 |
| 10 |
95.75 |
91.54 |
4.21 |
4.4% |
1.82 |
1.9% |
77% |
False |
False |
23,867 |
| 20 |
96.83 |
91.54 |
5.29 |
5.6% |
1.76 |
1.9% |
62% |
False |
False |
21,531 |
| 40 |
96.83 |
86.47 |
10.36 |
10.9% |
1.87 |
2.0% |
80% |
False |
False |
18,152 |
| 60 |
97.26 |
86.47 |
10.79 |
11.4% |
1.68 |
1.8% |
77% |
False |
False |
14,877 |
| 80 |
99.41 |
86.47 |
12.94 |
13.6% |
1.54 |
1.6% |
64% |
False |
False |
12,845 |
| 100 |
99.41 |
86.47 |
12.94 |
13.6% |
1.40 |
1.5% |
64% |
False |
False |
11,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.03 |
|
2.618 |
98.82 |
|
1.618 |
97.47 |
|
1.000 |
96.64 |
|
0.618 |
96.12 |
|
HIGH |
95.29 |
|
0.618 |
94.77 |
|
0.500 |
94.62 |
|
0.382 |
94.46 |
|
LOW |
93.94 |
|
0.618 |
93.11 |
|
1.000 |
92.59 |
|
1.618 |
91.76 |
|
2.618 |
90.41 |
|
4.250 |
88.20 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.74 |
94.51 |
| PP |
94.68 |
94.22 |
| S1 |
94.62 |
93.94 |
|