NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
93.56 |
94.23 |
0.67 |
0.7% |
94.00 |
| High |
94.70 |
94.78 |
0.08 |
0.1% |
96.04 |
| Low |
92.69 |
93.73 |
1.04 |
1.1% |
91.89 |
| Close |
93.65 |
94.04 |
0.39 |
0.4% |
92.30 |
| Range |
2.01 |
1.05 |
-0.96 |
-47.8% |
4.15 |
| ATR |
2.01 |
1.95 |
-0.06 |
-3.1% |
0.00 |
| Volume |
64,705 |
61,251 |
-3,454 |
-5.3% |
217,812 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.33 |
96.74 |
94.62 |
|
| R3 |
96.28 |
95.69 |
94.33 |
|
| R2 |
95.23 |
95.23 |
94.23 |
|
| R1 |
94.64 |
94.64 |
94.14 |
94.41 |
| PP |
94.18 |
94.18 |
94.18 |
94.07 |
| S1 |
93.59 |
93.59 |
93.94 |
93.36 |
| S2 |
93.13 |
93.13 |
93.85 |
|
| S3 |
92.08 |
92.54 |
93.75 |
|
| S4 |
91.03 |
91.49 |
93.46 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.86 |
103.23 |
94.58 |
|
| R3 |
101.71 |
99.08 |
93.44 |
|
| R2 |
97.56 |
97.56 |
93.06 |
|
| R1 |
94.93 |
94.93 |
92.68 |
94.17 |
| PP |
93.41 |
93.41 |
93.41 |
93.03 |
| S1 |
90.78 |
90.78 |
91.92 |
90.02 |
| S2 |
89.26 |
89.26 |
91.54 |
|
| S3 |
85.11 |
86.63 |
91.16 |
|
| S4 |
80.96 |
82.48 |
90.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.78 |
91.68 |
3.10 |
3.3% |
1.94 |
2.1% |
76% |
True |
False |
68,632 |
| 10 |
96.20 |
91.68 |
4.52 |
4.8% |
2.02 |
2.1% |
52% |
False |
False |
57,571 |
| 20 |
97.28 |
91.68 |
5.60 |
6.0% |
1.87 |
2.0% |
42% |
False |
False |
48,774 |
| 40 |
97.28 |
86.26 |
11.02 |
11.7% |
2.03 |
2.2% |
71% |
False |
False |
41,248 |
| 60 |
97.66 |
86.26 |
11.40 |
12.1% |
1.83 |
1.9% |
68% |
False |
False |
34,515 |
| 80 |
99.69 |
86.26 |
13.43 |
14.3% |
1.69 |
1.8% |
58% |
False |
False |
29,729 |
| 100 |
99.69 |
86.26 |
13.43 |
14.3% |
1.55 |
1.6% |
58% |
False |
False |
27,025 |
| 120 |
99.69 |
86.26 |
13.43 |
14.3% |
1.45 |
1.5% |
58% |
False |
False |
23,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.24 |
|
2.618 |
97.53 |
|
1.618 |
96.48 |
|
1.000 |
95.83 |
|
0.618 |
95.43 |
|
HIGH |
94.78 |
|
0.618 |
94.38 |
|
0.500 |
94.26 |
|
0.382 |
94.13 |
|
LOW |
93.73 |
|
0.618 |
93.08 |
|
1.000 |
92.68 |
|
1.618 |
92.03 |
|
2.618 |
90.98 |
|
4.250 |
89.27 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.26 |
93.77 |
| PP |
94.18 |
93.50 |
| S1 |
94.11 |
93.23 |
|