NYMEX Light Sweet Crude Oil Future January 2014
| 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 |
92.92 |
93.64 |
0.72 |
0.8% |
90.70 |
| High |
93.79 |
94.70 |
0.91 |
1.0% |
94.70 |
| Low |
92.92 |
92.53 |
-0.39 |
-0.4% |
90.35 |
| Close |
93.33 |
94.44 |
1.11 |
1.2% |
94.44 |
| Range |
0.87 |
2.17 |
1.30 |
149.4% |
4.35 |
| ATR |
1.57 |
1.62 |
0.04 |
2.7% |
0.00 |
| Volume |
5,234 |
9,238 |
4,004 |
76.5% |
36,148 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.40 |
99.59 |
95.63 |
|
| R3 |
98.23 |
97.42 |
95.04 |
|
| R2 |
96.06 |
96.06 |
94.84 |
|
| R1 |
95.25 |
95.25 |
94.64 |
95.66 |
| PP |
93.89 |
93.89 |
93.89 |
94.09 |
| S1 |
93.08 |
93.08 |
94.24 |
93.49 |
| S2 |
91.72 |
91.72 |
94.04 |
|
| S3 |
89.55 |
90.91 |
93.84 |
|
| S4 |
87.38 |
88.74 |
93.25 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.21 |
104.68 |
96.83 |
|
| R3 |
101.86 |
100.33 |
95.64 |
|
| R2 |
97.51 |
97.51 |
95.24 |
|
| R1 |
95.98 |
95.98 |
94.84 |
96.75 |
| PP |
93.16 |
93.16 |
93.16 |
93.55 |
| S1 |
91.63 |
91.63 |
94.04 |
92.40 |
| S2 |
88.81 |
88.81 |
93.64 |
|
| S3 |
84.46 |
87.28 |
93.24 |
|
| S4 |
80.11 |
82.93 |
92.05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.92 |
|
2.618 |
100.38 |
|
1.618 |
98.21 |
|
1.000 |
96.87 |
|
0.618 |
96.04 |
|
HIGH |
94.70 |
|
0.618 |
93.87 |
|
0.500 |
93.62 |
|
0.382 |
93.36 |
|
LOW |
92.53 |
|
0.618 |
91.19 |
|
1.000 |
90.36 |
|
1.618 |
89.02 |
|
2.618 |
86.85 |
|
4.250 |
83.31 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.17 |
94.17 |
| PP |
93.89 |
93.89 |
| S1 |
93.62 |
93.62 |
|