NYMEX Light Sweet Crude Oil Future December 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 |
93.03 |
93.86 |
0.83 |
0.9% |
91.28 |
| High |
94.33 |
95.30 |
0.97 |
1.0% |
95.30 |
| Low |
92.88 |
92.90 |
0.02 |
0.0% |
90.69 |
| Close |
93.86 |
95.01 |
1.15 |
1.2% |
95.01 |
| Range |
1.45 |
2.40 |
0.95 |
65.5% |
4.61 |
| ATR |
1.83 |
1.87 |
0.04 |
2.2% |
0.00 |
| Volume |
61,460 |
87,854 |
26,394 |
42.9% |
361,488 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.60 |
100.71 |
96.33 |
|
| R3 |
99.20 |
98.31 |
95.67 |
|
| R2 |
96.80 |
96.80 |
95.45 |
|
| R1 |
95.91 |
95.91 |
95.23 |
96.36 |
| PP |
94.40 |
94.40 |
94.40 |
94.63 |
| S1 |
93.51 |
93.51 |
94.79 |
93.96 |
| S2 |
92.00 |
92.00 |
94.57 |
|
| S3 |
89.60 |
91.11 |
94.35 |
|
| S4 |
87.20 |
88.71 |
93.69 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.50 |
105.86 |
97.55 |
|
| R3 |
102.89 |
101.25 |
96.28 |
|
| R2 |
98.28 |
98.28 |
95.86 |
|
| R1 |
96.64 |
96.64 |
95.43 |
97.46 |
| PP |
93.67 |
93.67 |
93.67 |
94.08 |
| S1 |
92.03 |
92.03 |
94.59 |
92.85 |
| S2 |
89.06 |
89.06 |
94.16 |
|
| S3 |
84.45 |
87.42 |
93.74 |
|
| S4 |
79.84 |
82.81 |
92.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.30 |
90.69 |
4.61 |
4.9% |
1.81 |
1.9% |
94% |
True |
False |
72,297 |
| 10 |
95.30 |
90.69 |
4.61 |
4.9% |
1.91 |
2.0% |
94% |
True |
False |
62,078 |
| 20 |
95.75 |
90.69 |
5.06 |
5.3% |
1.86 |
2.0% |
85% |
False |
False |
58,719 |
| 40 |
95.75 |
85.52 |
10.23 |
10.8% |
1.98 |
2.1% |
93% |
False |
False |
59,570 |
| 60 |
96.43 |
85.52 |
10.91 |
11.5% |
1.80 |
1.9% |
87% |
False |
False |
55,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.50 |
|
2.618 |
101.58 |
|
1.618 |
99.18 |
|
1.000 |
97.70 |
|
0.618 |
96.78 |
|
HIGH |
95.30 |
|
0.618 |
94.38 |
|
0.500 |
94.10 |
|
0.382 |
93.82 |
|
LOW |
92.90 |
|
0.618 |
91.42 |
|
1.000 |
90.50 |
|
1.618 |
89.02 |
|
2.618 |
86.62 |
|
4.250 |
82.70 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.71 |
94.70 |
| PP |
94.40 |
94.38 |
| S1 |
94.10 |
94.07 |
|