NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
93.84 |
94.69 |
0.85 |
0.9% |
91.56 |
High |
94.81 |
95.87 |
1.06 |
1.1% |
95.87 |
Low |
93.75 |
93.41 |
-0.34 |
-0.4% |
91.22 |
Close |
94.38 |
95.58 |
1.20 |
1.3% |
95.58 |
Range |
1.06 |
2.46 |
1.40 |
132.1% |
4.65 |
ATR |
1.73 |
1.78 |
0.05 |
3.0% |
0.00 |
Volume |
17,252 |
23,174 |
5,922 |
34.3% |
101,360 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.33 |
101.42 |
96.93 |
|
R3 |
99.87 |
98.96 |
96.26 |
|
R2 |
97.41 |
97.41 |
96.03 |
|
R1 |
96.50 |
96.50 |
95.81 |
96.96 |
PP |
94.95 |
94.95 |
94.95 |
95.18 |
S1 |
94.04 |
94.04 |
95.35 |
94.50 |
S2 |
92.49 |
92.49 |
95.13 |
|
S3 |
90.03 |
91.58 |
94.90 |
|
S4 |
87.57 |
89.12 |
94.23 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.17 |
106.53 |
98.14 |
|
R3 |
103.52 |
101.88 |
96.86 |
|
R2 |
98.87 |
98.87 |
96.43 |
|
R1 |
97.23 |
97.23 |
96.01 |
98.05 |
PP |
94.22 |
94.22 |
94.22 |
94.64 |
S1 |
92.58 |
92.58 |
95.15 |
93.40 |
S2 |
89.57 |
89.57 |
94.73 |
|
S3 |
84.92 |
87.93 |
94.30 |
|
S4 |
80.27 |
83.28 |
93.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.87 |
91.22 |
4.65 |
4.9% |
1.69 |
1.8% |
94% |
True |
False |
20,272 |
10 |
95.87 |
91.22 |
4.65 |
4.9% |
1.81 |
1.9% |
94% |
True |
False |
17,050 |
20 |
96.30 |
91.22 |
5.08 |
5.3% |
1.75 |
1.8% |
86% |
False |
False |
13,851 |
40 |
96.30 |
85.96 |
10.34 |
10.8% |
1.82 |
1.9% |
93% |
False |
False |
11,736 |
60 |
96.74 |
85.96 |
10.78 |
11.3% |
1.61 |
1.7% |
89% |
False |
False |
9,697 |
80 |
99.05 |
85.96 |
13.09 |
13.7% |
1.45 |
1.5% |
73% |
False |
False |
8,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.33 |
2.618 |
102.31 |
1.618 |
99.85 |
1.000 |
98.33 |
0.618 |
97.39 |
HIGH |
95.87 |
0.618 |
94.93 |
0.500 |
94.64 |
0.382 |
94.35 |
LOW |
93.41 |
0.618 |
91.89 |
1.000 |
90.95 |
1.618 |
89.43 |
2.618 |
86.97 |
4.250 |
82.96 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
95.27 |
95.25 |
PP |
94.95 |
94.91 |
S1 |
94.64 |
94.58 |
|