NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
89.85 |
90.33 |
0.48 |
0.5% |
92.32 |
High |
90.71 |
90.68 |
-0.03 |
0.0% |
92.94 |
Low |
89.23 |
89.67 |
0.44 |
0.5% |
89.23 |
Close |
90.70 |
90.68 |
-0.02 |
0.0% |
90.68 |
Range |
1.48 |
1.01 |
-0.47 |
-31.8% |
3.71 |
ATR |
1.48 |
1.45 |
-0.03 |
-2.2% |
0.00 |
Volume |
13,784 |
13,018 |
-766 |
-5.6% |
69,552 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.37 |
93.04 |
91.24 |
|
R3 |
92.36 |
92.03 |
90.96 |
|
R2 |
91.35 |
91.35 |
90.87 |
|
R1 |
91.02 |
91.02 |
90.77 |
91.19 |
PP |
90.34 |
90.34 |
90.34 |
90.43 |
S1 |
90.01 |
90.01 |
90.59 |
90.18 |
S2 |
89.33 |
89.33 |
90.49 |
|
S3 |
88.32 |
89.00 |
90.40 |
|
S4 |
87.31 |
87.99 |
90.12 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.08 |
100.09 |
92.72 |
|
R3 |
98.37 |
96.38 |
91.70 |
|
R2 |
94.66 |
94.66 |
91.36 |
|
R1 |
92.67 |
92.67 |
91.02 |
91.81 |
PP |
90.95 |
90.95 |
90.95 |
90.52 |
S1 |
88.96 |
88.96 |
90.34 |
88.10 |
S2 |
87.24 |
87.24 |
90.00 |
|
S3 |
83.53 |
85.25 |
89.66 |
|
S4 |
79.82 |
81.54 |
88.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.94 |
89.23 |
3.71 |
4.1% |
1.23 |
1.4% |
39% |
False |
False |
13,910 |
10 |
92.94 |
89.23 |
3.71 |
4.1% |
1.33 |
1.5% |
39% |
False |
False |
12,914 |
20 |
92.94 |
86.89 |
6.05 |
6.7% |
1.48 |
1.6% |
63% |
False |
False |
12,107 |
40 |
93.96 |
84.84 |
9.12 |
10.1% |
1.39 |
1.5% |
64% |
False |
False |
10,787 |
60 |
93.96 |
84.84 |
9.12 |
10.1% |
1.22 |
1.3% |
64% |
False |
False |
9,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.97 |
2.618 |
93.32 |
1.618 |
92.31 |
1.000 |
91.69 |
0.618 |
91.30 |
HIGH |
90.68 |
0.618 |
90.29 |
0.500 |
90.18 |
0.382 |
90.06 |
LOW |
89.67 |
0.618 |
89.05 |
1.000 |
88.66 |
1.618 |
88.04 |
2.618 |
87.03 |
4.250 |
85.38 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
90.51 |
90.73 |
PP |
90.34 |
90.71 |
S1 |
90.18 |
90.70 |
|