NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
90.10 |
89.85 |
-0.25 |
-0.3% |
90.08 |
High |
90.48 |
89.96 |
-0.52 |
-0.6% |
92.23 |
Low |
88.78 |
88.99 |
0.21 |
0.2% |
88.78 |
Close |
90.31 |
89.17 |
-1.14 |
-1.3% |
89.17 |
Range |
1.70 |
0.97 |
-0.73 |
-42.9% |
3.45 |
ATR |
1.53 |
1.52 |
-0.02 |
-1.0% |
0.00 |
Volume |
9,704 |
11,004 |
1,300 |
13.4% |
37,199 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.28 |
91.70 |
89.70 |
|
R3 |
91.31 |
90.73 |
89.44 |
|
R2 |
90.34 |
90.34 |
89.35 |
|
R1 |
89.76 |
89.76 |
89.26 |
89.57 |
PP |
89.37 |
89.37 |
89.37 |
89.28 |
S1 |
88.79 |
88.79 |
89.08 |
88.60 |
S2 |
88.40 |
88.40 |
88.99 |
|
S3 |
87.43 |
87.82 |
88.90 |
|
S4 |
86.46 |
86.85 |
88.64 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.41 |
98.24 |
91.07 |
|
R3 |
96.96 |
94.79 |
90.12 |
|
R2 |
93.51 |
93.51 |
89.80 |
|
R1 |
91.34 |
91.34 |
89.49 |
90.70 |
PP |
90.06 |
90.06 |
90.06 |
89.74 |
S1 |
87.89 |
87.89 |
88.85 |
87.25 |
S2 |
86.61 |
86.61 |
88.54 |
|
S3 |
83.16 |
84.44 |
88.22 |
|
S4 |
79.71 |
80.99 |
87.27 |
|
|
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 |
3.9% |
1.53 |
1.7% |
11% |
False |
False |
10,043 |
10 |
92.94 |
88.78 |
4.16 |
4.7% |
1.40 |
1.6% |
9% |
False |
False |
11,680 |
20 |
92.94 |
88.78 |
4.16 |
4.7% |
1.41 |
1.6% |
9% |
False |
False |
11,690 |
40 |
92.94 |
84.84 |
8.10 |
9.1% |
1.42 |
1.6% |
53% |
False |
False |
10,935 |
60 |
93.96 |
84.84 |
9.12 |
10.2% |
1.27 |
1.4% |
47% |
False |
False |
10,219 |
80 |
95.87 |
84.84 |
11.03 |
12.4% |
1.18 |
1.3% |
39% |
False |
False |
9,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.08 |
2.618 |
92.50 |
1.618 |
91.53 |
1.000 |
90.93 |
0.618 |
90.56 |
HIGH |
89.96 |
0.618 |
89.59 |
0.500 |
89.48 |
0.382 |
89.36 |
LOW |
88.99 |
0.618 |
88.39 |
1.000 |
88.02 |
1.618 |
87.42 |
2.618 |
86.45 |
4.250 |
84.87 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
89.48 |
90.19 |
PP |
89.37 |
89.85 |
S1 |
89.27 |
89.51 |
|