NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
90.33 |
90.08 |
-0.25 |
-0.3% |
92.32 |
| High |
90.68 |
92.23 |
1.55 |
1.7% |
92.94 |
| Low |
89.67 |
90.08 |
0.41 |
0.5% |
89.23 |
| Close |
90.68 |
91.44 |
0.76 |
0.8% |
90.68 |
| Range |
1.01 |
2.15 |
1.14 |
112.9% |
3.71 |
| ATR |
1.45 |
1.50 |
0.05 |
3.5% |
0.00 |
| Volume |
13,018 |
6,068 |
-6,950 |
-53.4% |
69,552 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.70 |
96.72 |
92.62 |
|
| R3 |
95.55 |
94.57 |
92.03 |
|
| R2 |
93.40 |
93.40 |
91.83 |
|
| R1 |
92.42 |
92.42 |
91.64 |
92.91 |
| PP |
91.25 |
91.25 |
91.25 |
91.50 |
| S1 |
90.27 |
90.27 |
91.24 |
90.76 |
| S2 |
89.10 |
89.10 |
91.05 |
|
| S3 |
86.95 |
88.12 |
90.85 |
|
| S4 |
84.80 |
85.97 |
90.26 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.08 |
100.09 |
92.72 |
|
| R3 |
98.37 |
96.38 |
91.70 |
|
| R2 |
94.66 |
94.66 |
91.36 |
|
| R1 |
92.67 |
92.67 |
91.02 |
91.81 |
| PP |
90.95 |
90.95 |
90.95 |
90.52 |
| S1 |
88.96 |
88.96 |
90.34 |
88.10 |
| S2 |
87.24 |
87.24 |
90.00 |
|
| S3 |
83.53 |
85.25 |
89.66 |
|
| S4 |
79.82 |
81.54 |
88.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.93 |
89.23 |
3.70 |
4.0% |
1.43 |
1.6% |
60% |
False |
False |
11,705 |
| 10 |
92.94 |
89.23 |
3.71 |
4.1% |
1.45 |
1.6% |
60% |
False |
False |
12,250 |
| 20 |
92.94 |
86.89 |
6.05 |
6.6% |
1.51 |
1.7% |
75% |
False |
False |
11,955 |
| 40 |
93.96 |
84.84 |
9.12 |
10.0% |
1.42 |
1.5% |
72% |
False |
False |
10,702 |
| 60 |
93.96 |
84.84 |
9.12 |
10.0% |
1.25 |
1.4% |
72% |
False |
False |
9,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.37 |
|
2.618 |
97.86 |
|
1.618 |
95.71 |
|
1.000 |
94.38 |
|
0.618 |
93.56 |
|
HIGH |
92.23 |
|
0.618 |
91.41 |
|
0.500 |
91.16 |
|
0.382 |
90.90 |
|
LOW |
90.08 |
|
0.618 |
88.75 |
|
1.000 |
87.93 |
|
1.618 |
86.60 |
|
2.618 |
84.45 |
|
4.250 |
80.94 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.35 |
91.20 |
| PP |
91.25 |
90.97 |
| S1 |
91.16 |
90.73 |
|