NYMEX Light Sweet Crude Oil Future November 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 |
92.78 |
93.56 |
0.78 |
0.8% |
92.91 |
High |
94.05 |
94.26 |
0.21 |
0.2% |
95.27 |
Low |
92.23 |
93.29 |
1.06 |
1.1% |
91.40 |
Close |
93.21 |
93.50 |
0.29 |
0.3% |
91.74 |
Range |
1.82 |
0.97 |
-0.85 |
-46.7% |
3.87 |
ATR |
1.82 |
1.76 |
-0.05 |
-3.0% |
0.00 |
Volume |
20,398 |
20,705 |
307 |
1.5% |
56,061 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.59 |
96.02 |
94.03 |
|
R3 |
95.62 |
95.05 |
93.77 |
|
R2 |
94.65 |
94.65 |
93.68 |
|
R1 |
94.08 |
94.08 |
93.59 |
93.88 |
PP |
93.68 |
93.68 |
93.68 |
93.59 |
S1 |
93.11 |
93.11 |
93.41 |
92.91 |
S2 |
92.71 |
92.71 |
93.32 |
|
S3 |
91.74 |
92.14 |
93.23 |
|
S4 |
90.77 |
91.17 |
92.97 |
|
|
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 |
94.26 |
91.22 |
3.04 |
3.3% |
1.77 |
1.9% |
75% |
True |
False |
18,960 |
10 |
95.31 |
91.22 |
4.09 |
4.4% |
1.85 |
2.0% |
56% |
False |
False |
15,065 |
20 |
96.30 |
91.22 |
5.08 |
5.4% |
1.69 |
1.8% |
45% |
False |
False |
12,934 |
40 |
96.30 |
85.96 |
10.34 |
11.1% |
1.79 |
1.9% |
73% |
False |
False |
11,073 |
60 |
96.74 |
85.96 |
10.78 |
11.5% |
1.58 |
1.7% |
70% |
False |
False |
9,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.38 |
2.618 |
96.80 |
1.618 |
95.83 |
1.000 |
95.23 |
0.618 |
94.86 |
HIGH |
94.26 |
0.618 |
93.89 |
0.500 |
93.78 |
0.382 |
93.66 |
LOW |
93.29 |
0.618 |
92.69 |
1.000 |
92.32 |
1.618 |
91.72 |
2.618 |
90.75 |
4.250 |
89.17 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
93.78 |
93.25 |
PP |
93.68 |
92.99 |
S1 |
93.59 |
92.74 |
|