NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
91.98 |
93.54 |
1.56 |
1.7% |
94.07 |
| High |
93.89 |
94.63 |
0.74 |
0.8% |
96.09 |
| Low |
91.50 |
92.60 |
1.10 |
1.2% |
91.80 |
| Close |
93.67 |
93.55 |
-0.12 |
-0.1% |
92.21 |
| Range |
2.39 |
2.03 |
-0.36 |
-15.1% |
4.29 |
| ATR |
2.08 |
2.07 |
0.00 |
-0.2% |
0.00 |
| Volume |
108,465 |
84,425 |
-24,040 |
-22.2% |
262,052 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.68 |
98.65 |
94.67 |
|
| R3 |
97.65 |
96.62 |
94.11 |
|
| R2 |
95.62 |
95.62 |
93.92 |
|
| R1 |
94.59 |
94.59 |
93.74 |
95.11 |
| PP |
93.59 |
93.59 |
93.59 |
93.85 |
| S1 |
92.56 |
92.56 |
93.36 |
93.08 |
| S2 |
91.56 |
91.56 |
93.18 |
|
| S3 |
89.53 |
90.53 |
92.99 |
|
| S4 |
87.50 |
88.50 |
92.43 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.24 |
103.51 |
94.57 |
|
| R3 |
101.95 |
99.22 |
93.39 |
|
| R2 |
97.66 |
97.66 |
93.00 |
|
| R1 |
94.93 |
94.93 |
92.60 |
94.15 |
| PP |
93.37 |
93.37 |
93.37 |
92.98 |
| S1 |
90.64 |
90.64 |
91.82 |
89.86 |
| S2 |
89.08 |
89.08 |
91.42 |
|
| S3 |
84.79 |
86.35 |
91.03 |
|
| S4 |
80.50 |
82.06 |
89.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.41 |
91.50 |
3.91 |
4.2% |
2.26 |
2.4% |
52% |
False |
False |
82,494 |
| 10 |
97.28 |
91.50 |
5.78 |
6.2% |
2.10 |
2.2% |
35% |
False |
False |
71,274 |
| 20 |
97.46 |
91.50 |
5.96 |
6.4% |
1.94 |
2.1% |
34% |
False |
False |
67,940 |
| 40 |
97.46 |
86.29 |
11.17 |
11.9% |
2.10 |
2.2% |
65% |
False |
False |
51,475 |
| 60 |
97.94 |
86.29 |
11.65 |
12.5% |
1.88 |
2.0% |
62% |
False |
False |
41,054 |
| 80 |
99.83 |
86.29 |
13.54 |
14.5% |
1.75 |
1.9% |
54% |
False |
False |
34,524 |
| 100 |
99.98 |
86.29 |
13.69 |
14.6% |
1.62 |
1.7% |
53% |
False |
False |
30,279 |
| 120 |
99.98 |
86.29 |
13.69 |
14.6% |
1.47 |
1.6% |
53% |
False |
False |
26,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.26 |
|
2.618 |
99.94 |
|
1.618 |
97.91 |
|
1.000 |
96.66 |
|
0.618 |
95.88 |
|
HIGH |
94.63 |
|
0.618 |
93.85 |
|
0.500 |
93.62 |
|
0.382 |
93.38 |
|
LOW |
92.60 |
|
0.618 |
91.35 |
|
1.000 |
90.57 |
|
1.618 |
89.32 |
|
2.618 |
87.29 |
|
4.250 |
83.97 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.62 |
93.39 |
| PP |
93.59 |
93.23 |
| S1 |
93.57 |
93.07 |
|