NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
90.71 |
90.10 |
-0.61 |
-0.7% |
92.32 |
High |
91.60 |
90.48 |
-1.12 |
-1.2% |
92.94 |
Low |
89.80 |
88.78 |
-1.02 |
-1.1% |
89.23 |
Close |
89.92 |
90.31 |
0.39 |
0.4% |
90.68 |
Range |
1.80 |
1.70 |
-0.10 |
-5.6% |
3.71 |
ATR |
1.52 |
1.53 |
0.01 |
0.8% |
0.00 |
Volume |
10,423 |
9,704 |
-719 |
-6.9% |
69,552 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.96 |
94.33 |
91.25 |
|
R3 |
93.26 |
92.63 |
90.78 |
|
R2 |
91.56 |
91.56 |
90.62 |
|
R1 |
90.93 |
90.93 |
90.47 |
91.25 |
PP |
89.86 |
89.86 |
89.86 |
90.01 |
S1 |
89.23 |
89.23 |
90.15 |
89.55 |
S2 |
88.16 |
88.16 |
90.00 |
|
S3 |
86.46 |
87.53 |
89.84 |
|
S4 |
84.76 |
85.83 |
89.38 |
|
|
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 |
88.78 |
3.45 |
3.8% |
1.63 |
1.8% |
44% |
False |
True |
10,599 |
10 |
92.94 |
88.78 |
4.16 |
4.6% |
1.50 |
1.7% |
37% |
False |
True |
12,044 |
20 |
92.94 |
87.65 |
5.29 |
5.9% |
1.49 |
1.7% |
50% |
False |
False |
11,819 |
40 |
92.94 |
84.84 |
8.10 |
9.0% |
1.44 |
1.6% |
68% |
False |
False |
10,843 |
60 |
93.96 |
84.84 |
9.12 |
10.1% |
1.27 |
1.4% |
60% |
False |
False |
10,141 |
80 |
95.87 |
84.84 |
11.03 |
12.2% |
1.17 |
1.3% |
50% |
False |
False |
9,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.71 |
2.618 |
94.93 |
1.618 |
93.23 |
1.000 |
92.18 |
0.618 |
91.53 |
HIGH |
90.48 |
0.618 |
89.83 |
0.500 |
89.63 |
0.382 |
89.43 |
LOW |
88.78 |
0.618 |
87.73 |
1.000 |
87.08 |
1.618 |
86.03 |
2.618 |
84.33 |
4.250 |
81.56 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
90.08 |
90.51 |
PP |
89.86 |
90.44 |
S1 |
89.63 |
90.38 |
|