NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
90.08 |
90.71 |
0.63 |
0.7% |
92.32 |
High |
92.23 |
91.60 |
-0.63 |
-0.7% |
92.94 |
Low |
90.08 |
89.80 |
-0.28 |
-0.3% |
89.23 |
Close |
91.44 |
89.92 |
-1.52 |
-1.7% |
90.68 |
Range |
2.15 |
1.80 |
-0.35 |
-16.3% |
3.71 |
ATR |
1.50 |
1.52 |
0.02 |
1.4% |
0.00 |
Volume |
6,068 |
10,423 |
4,355 |
71.8% |
69,552 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.84 |
94.68 |
90.91 |
|
R3 |
94.04 |
92.88 |
90.42 |
|
R2 |
92.24 |
92.24 |
90.25 |
|
R1 |
91.08 |
91.08 |
90.09 |
90.76 |
PP |
90.44 |
90.44 |
90.44 |
90.28 |
S1 |
89.28 |
89.28 |
89.76 |
88.96 |
S2 |
88.64 |
88.64 |
89.59 |
|
S3 |
86.84 |
87.48 |
89.43 |
|
S4 |
85.04 |
85.68 |
88.93 |
|
|
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 |
92.23 |
89.23 |
3.00 |
3.3% |
1.58 |
1.8% |
23% |
False |
False |
10,374 |
10 |
92.94 |
89.23 |
3.71 |
4.1% |
1.53 |
1.7% |
19% |
False |
False |
12,481 |
20 |
92.94 |
86.89 |
6.05 |
6.7% |
1.54 |
1.7% |
50% |
False |
False |
11,908 |
40 |
93.46 |
84.84 |
8.62 |
9.6% |
1.44 |
1.6% |
59% |
False |
False |
10,802 |
60 |
93.96 |
84.84 |
9.12 |
10.1% |
1.26 |
1.4% |
56% |
False |
False |
10,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.25 |
2.618 |
96.31 |
1.618 |
94.51 |
1.000 |
93.40 |
0.618 |
92.71 |
HIGH |
91.60 |
0.618 |
90.91 |
0.500 |
90.70 |
0.382 |
90.49 |
LOW |
89.80 |
0.618 |
88.69 |
1.000 |
88.00 |
1.618 |
86.89 |
2.618 |
85.09 |
4.250 |
82.15 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
90.70 |
90.95 |
PP |
90.44 |
90.61 |
S1 |
90.18 |
90.26 |
|