NYMEX Light Sweet Crude Oil Future July 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 |
93.70 |
94.72 |
1.02 |
1.1% |
91.73 |
High |
95.32 |
96.39 |
1.07 |
1.1% |
96.39 |
Low |
93.69 |
93.72 |
0.03 |
0.0% |
91.26 |
Close |
94.76 |
96.03 |
1.27 |
1.3% |
96.03 |
Range |
1.63 |
2.67 |
1.04 |
63.8% |
5.13 |
ATR |
2.03 |
2.07 |
0.05 |
2.3% |
0.00 |
Volume |
267,164 |
330,833 |
63,669 |
23.8% |
1,455,516 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.39 |
102.38 |
97.50 |
|
R3 |
100.72 |
99.71 |
96.76 |
|
R2 |
98.05 |
98.05 |
96.52 |
|
R1 |
97.04 |
97.04 |
96.27 |
97.55 |
PP |
95.38 |
95.38 |
95.38 |
95.63 |
S1 |
94.37 |
94.37 |
95.79 |
94.88 |
S2 |
92.71 |
92.71 |
95.54 |
|
S3 |
90.04 |
91.70 |
95.30 |
|
S4 |
87.37 |
89.03 |
94.56 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.95 |
108.12 |
98.85 |
|
R3 |
104.82 |
102.99 |
97.44 |
|
R2 |
99.69 |
99.69 |
96.97 |
|
R1 |
97.86 |
97.86 |
96.50 |
98.78 |
PP |
94.56 |
94.56 |
94.56 |
95.02 |
S1 |
92.73 |
92.73 |
95.56 |
93.65 |
S2 |
89.43 |
89.43 |
95.09 |
|
S3 |
84.30 |
87.60 |
94.62 |
|
S4 |
79.17 |
82.47 |
93.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.39 |
91.26 |
5.13 |
5.3% |
1.97 |
2.0% |
93% |
True |
False |
291,103 |
10 |
96.39 |
91.26 |
5.13 |
5.3% |
2.09 |
2.2% |
93% |
True |
False |
275,679 |
20 |
97.35 |
91.26 |
6.09 |
6.3% |
2.05 |
2.1% |
78% |
False |
False |
239,984 |
40 |
97.38 |
86.16 |
11.22 |
11.7% |
2.19 |
2.3% |
88% |
False |
False |
155,322 |
60 |
98.22 |
86.16 |
12.06 |
12.6% |
1.99 |
2.1% |
82% |
False |
False |
117,866 |
80 |
99.77 |
86.16 |
13.61 |
14.2% |
1.85 |
1.9% |
73% |
False |
False |
94,069 |
100 |
99.77 |
86.16 |
13.61 |
14.2% |
1.74 |
1.8% |
73% |
False |
False |
80,336 |
120 |
99.77 |
86.16 |
13.61 |
14.2% |
1.62 |
1.7% |
73% |
False |
False |
68,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.74 |
2.618 |
103.38 |
1.618 |
100.71 |
1.000 |
99.06 |
0.618 |
98.04 |
HIGH |
96.39 |
0.618 |
95.37 |
0.500 |
95.06 |
0.382 |
94.74 |
LOW |
93.72 |
0.618 |
92.07 |
1.000 |
91.05 |
1.618 |
89.40 |
2.618 |
86.73 |
4.250 |
82.37 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
95.71 |
95.65 |
PP |
95.38 |
95.28 |
S1 |
95.06 |
94.90 |
|