NYMEX Light Sweet Crude Oil Future June 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 |
90.88 |
91.27 |
0.39 |
0.4% |
89.56 |
| High |
91.68 |
92.55 |
0.87 |
0.9% |
92.55 |
| Low |
90.85 |
90.46 |
-0.39 |
-0.4% |
89.48 |
| Close |
91.27 |
92.16 |
0.89 |
1.0% |
92.16 |
| Range |
0.83 |
2.09 |
1.26 |
151.8% |
3.07 |
| ATR |
1.43 |
1.48 |
0.05 |
3.3% |
0.00 |
| Volume |
21,487 |
28,537 |
7,050 |
32.8% |
116,012 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.99 |
97.17 |
93.31 |
|
| R3 |
95.90 |
95.08 |
92.73 |
|
| R2 |
93.81 |
93.81 |
92.54 |
|
| R1 |
92.99 |
92.99 |
92.35 |
93.40 |
| PP |
91.72 |
91.72 |
91.72 |
91.93 |
| S1 |
90.90 |
90.90 |
91.97 |
91.31 |
| S2 |
89.63 |
89.63 |
91.78 |
|
| S3 |
87.54 |
88.81 |
91.59 |
|
| S4 |
85.45 |
86.72 |
91.01 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.61 |
99.45 |
93.85 |
|
| R3 |
97.54 |
96.38 |
93.00 |
|
| R2 |
94.47 |
94.47 |
92.72 |
|
| R1 |
93.31 |
93.31 |
92.44 |
93.89 |
| PP |
91.40 |
91.40 |
91.40 |
91.69 |
| S1 |
90.24 |
90.24 |
91.88 |
90.82 |
| S2 |
88.33 |
88.33 |
91.60 |
|
| S3 |
85.26 |
87.17 |
91.32 |
|
| S4 |
82.19 |
84.10 |
90.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.55 |
89.48 |
3.07 |
3.3% |
1.29 |
1.4% |
87% |
True |
False |
23,202 |
| 10 |
92.55 |
88.78 |
3.77 |
4.1% |
1.41 |
1.5% |
90% |
True |
False |
16,622 |
| 20 |
92.94 |
88.78 |
4.16 |
4.5% |
1.44 |
1.6% |
81% |
False |
False |
14,672 |
| 40 |
92.94 |
84.84 |
8.10 |
8.8% |
1.49 |
1.6% |
90% |
False |
False |
12,576 |
| 60 |
93.96 |
84.84 |
9.12 |
9.9% |
1.31 |
1.4% |
80% |
False |
False |
11,473 |
| 80 |
95.87 |
84.84 |
11.03 |
12.0% |
1.22 |
1.3% |
66% |
False |
False |
10,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.43 |
|
2.618 |
98.02 |
|
1.618 |
95.93 |
|
1.000 |
94.64 |
|
0.618 |
93.84 |
|
HIGH |
92.55 |
|
0.618 |
91.75 |
|
0.500 |
91.51 |
|
0.382 |
91.26 |
|
LOW |
90.46 |
|
0.618 |
89.17 |
|
1.000 |
88.37 |
|
1.618 |
87.08 |
|
2.618 |
84.99 |
|
4.250 |
81.58 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.94 |
91.94 |
| PP |
91.72 |
91.72 |
| S1 |
91.51 |
91.50 |
|