NYMEX Light Sweet Crude Oil Future November 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 |
91.56 |
92.78 |
1.22 |
1.3% |
92.91 |
High |
93.36 |
94.05 |
0.69 |
0.7% |
95.27 |
Low |
91.22 |
92.23 |
1.01 |
1.1% |
91.40 |
Close |
93.20 |
93.21 |
0.01 |
0.0% |
91.74 |
Range |
2.14 |
1.82 |
-0.32 |
-15.0% |
3.87 |
ATR |
1.82 |
1.82 |
0.00 |
0.0% |
0.00 |
Volume |
19,831 |
20,398 |
567 |
2.9% |
56,061 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.62 |
97.74 |
94.21 |
|
R3 |
96.80 |
95.92 |
93.71 |
|
R2 |
94.98 |
94.98 |
93.54 |
|
R1 |
94.10 |
94.10 |
93.38 |
94.54 |
PP |
93.16 |
93.16 |
93.16 |
93.39 |
S1 |
92.28 |
92.28 |
93.04 |
92.72 |
S2 |
91.34 |
91.34 |
92.88 |
|
S3 |
89.52 |
90.46 |
92.71 |
|
S4 |
87.70 |
88.64 |
92.21 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.41 |
101.95 |
93.87 |
|
R3 |
100.54 |
98.08 |
92.80 |
|
R2 |
96.67 |
96.67 |
92.45 |
|
R1 |
94.21 |
94.21 |
92.09 |
93.51 |
PP |
92.80 |
92.80 |
92.80 |
92.45 |
S1 |
90.34 |
90.34 |
91.39 |
89.64 |
S2 |
88.93 |
88.93 |
91.03 |
|
S3 |
85.06 |
86.47 |
90.68 |
|
S4 |
81.19 |
82.60 |
89.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.62 |
91.22 |
3.40 |
3.6% |
2.01 |
2.2% |
59% |
False |
False |
17,367 |
10 |
96.02 |
91.22 |
4.80 |
5.1% |
1.86 |
2.0% |
41% |
False |
False |
14,194 |
20 |
96.30 |
91.22 |
5.08 |
5.5% |
1.67 |
1.8% |
39% |
False |
False |
12,488 |
40 |
96.30 |
85.96 |
10.34 |
11.1% |
1.80 |
1.9% |
70% |
False |
False |
10,679 |
60 |
96.74 |
85.96 |
10.78 |
11.6% |
1.58 |
1.7% |
67% |
False |
False |
8,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.79 |
2.618 |
98.81 |
1.618 |
96.99 |
1.000 |
95.87 |
0.618 |
95.17 |
HIGH |
94.05 |
0.618 |
93.35 |
0.500 |
93.14 |
0.382 |
92.93 |
LOW |
92.23 |
0.618 |
91.11 |
1.000 |
90.41 |
1.618 |
89.29 |
2.618 |
87.47 |
4.250 |
84.50 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
93.19 |
93.02 |
PP |
93.16 |
92.83 |
S1 |
93.14 |
92.64 |
|