NYMEX Light Sweet Crude Oil Future October 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 |
94.04 |
94.81 |
0.77 |
0.8% |
92.11 |
| High |
95.29 |
96.34 |
1.05 |
1.1% |
96.34 |
| Low |
93.94 |
93.86 |
-0.08 |
-0.1% |
91.54 |
| Close |
94.80 |
96.05 |
1.25 |
1.3% |
96.05 |
| Range |
1.35 |
2.48 |
1.13 |
83.7% |
4.80 |
| ATR |
1.81 |
1.86 |
0.05 |
2.7% |
0.00 |
| Volume |
33,659 |
27,752 |
-5,907 |
-17.5% |
153,690 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.86 |
101.93 |
97.41 |
|
| R3 |
100.38 |
99.45 |
96.73 |
|
| R2 |
97.90 |
97.90 |
96.50 |
|
| R1 |
96.97 |
96.97 |
96.28 |
97.44 |
| PP |
95.42 |
95.42 |
95.42 |
95.65 |
| S1 |
94.49 |
94.49 |
95.82 |
94.96 |
| S2 |
92.94 |
92.94 |
95.60 |
|
| S3 |
90.46 |
92.01 |
95.37 |
|
| S4 |
87.98 |
89.53 |
94.69 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.04 |
107.35 |
98.69 |
|
| R3 |
104.24 |
102.55 |
97.37 |
|
| R2 |
99.44 |
99.44 |
96.93 |
|
| R1 |
97.75 |
97.75 |
96.49 |
98.60 |
| PP |
94.64 |
94.64 |
94.64 |
95.07 |
| S1 |
92.95 |
92.95 |
95.61 |
93.80 |
| S2 |
89.84 |
89.84 |
95.17 |
|
| S3 |
85.04 |
88.15 |
94.73 |
|
| S4 |
80.24 |
83.35 |
93.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.34 |
91.54 |
4.80 |
5.0% |
1.77 |
1.8% |
94% |
True |
False |
30,738 |
| 10 |
96.34 |
91.54 |
4.80 |
5.0% |
1.86 |
1.9% |
94% |
True |
False |
24,913 |
| 20 |
96.83 |
91.54 |
5.29 |
5.5% |
1.83 |
1.9% |
85% |
False |
False |
21,640 |
| 40 |
96.83 |
86.47 |
10.36 |
10.8% |
1.90 |
2.0% |
92% |
False |
False |
18,626 |
| 60 |
97.26 |
86.47 |
10.79 |
11.2% |
1.71 |
1.8% |
89% |
False |
False |
15,170 |
| 80 |
99.41 |
86.47 |
12.94 |
13.5% |
1.56 |
1.6% |
74% |
False |
False |
12,957 |
| 100 |
99.41 |
86.47 |
12.94 |
13.5% |
1.41 |
1.5% |
74% |
False |
False |
11,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.88 |
|
2.618 |
102.83 |
|
1.618 |
100.35 |
|
1.000 |
98.82 |
|
0.618 |
97.87 |
|
HIGH |
96.34 |
|
0.618 |
95.39 |
|
0.500 |
95.10 |
|
0.382 |
94.81 |
|
LOW |
93.86 |
|
0.618 |
92.33 |
|
1.000 |
91.38 |
|
1.618 |
89.85 |
|
2.618 |
87.37 |
|
4.250 |
83.32 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.73 |
95.71 |
| PP |
95.42 |
95.37 |
| S1 |
95.10 |
95.03 |
|