NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
94.05 |
93.88 |
-0.17 |
-0.2% |
94.07 |
| High |
94.70 |
95.50 |
0.80 |
0.8% |
96.09 |
| Low |
93.64 |
93.88 |
0.24 |
0.3% |
91.80 |
| Close |
93.96 |
94.98 |
1.02 |
1.1% |
92.21 |
| Range |
1.06 |
1.62 |
0.56 |
52.8% |
4.29 |
| ATR |
2.01 |
1.98 |
-0.03 |
-1.4% |
0.00 |
| Volume |
82,780 |
59,621 |
-23,159 |
-28.0% |
262,052 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.65 |
98.93 |
95.87 |
|
| R3 |
98.03 |
97.31 |
95.43 |
|
| R2 |
96.41 |
96.41 |
95.28 |
|
| R1 |
95.69 |
95.69 |
95.13 |
96.05 |
| PP |
94.79 |
94.79 |
94.79 |
94.97 |
| S1 |
94.07 |
94.07 |
94.83 |
94.43 |
| S2 |
93.17 |
93.17 |
94.68 |
|
| S3 |
91.55 |
92.45 |
94.53 |
|
| S4 |
89.93 |
90.83 |
94.09 |
|
|
| 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 |
95.50 |
91.50 |
4.00 |
4.2% |
1.87 |
2.0% |
87% |
True |
False |
83,484 |
| 10 |
96.09 |
91.50 |
4.59 |
4.8% |
2.01 |
2.1% |
76% |
False |
False |
74,514 |
| 20 |
97.46 |
91.50 |
5.96 |
6.3% |
1.94 |
2.0% |
58% |
False |
False |
68,286 |
| 40 |
97.46 |
86.29 |
11.17 |
11.8% |
2.10 |
2.2% |
78% |
False |
False |
53,918 |
| 60 |
97.94 |
86.29 |
11.65 |
12.3% |
1.88 |
2.0% |
75% |
False |
False |
42,951 |
| 80 |
99.83 |
86.29 |
13.54 |
14.3% |
1.74 |
1.8% |
64% |
False |
False |
35,813 |
| 100 |
99.98 |
86.29 |
13.69 |
14.4% |
1.62 |
1.7% |
63% |
False |
False |
31,530 |
| 120 |
99.98 |
86.29 |
13.69 |
14.4% |
1.48 |
1.6% |
63% |
False |
False |
27,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.39 |
|
2.618 |
99.74 |
|
1.618 |
98.12 |
|
1.000 |
97.12 |
|
0.618 |
96.50 |
|
HIGH |
95.50 |
|
0.618 |
94.88 |
|
0.500 |
94.69 |
|
0.382 |
94.50 |
|
LOW |
93.88 |
|
0.618 |
92.88 |
|
1.000 |
92.26 |
|
1.618 |
91.26 |
|
2.618 |
89.64 |
|
4.250 |
87.00 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.88 |
94.67 |
| PP |
94.79 |
94.36 |
| S1 |
94.69 |
94.05 |
|