NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 03-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
89.85 |
89.56 |
-0.29 |
-0.3% |
90.08 |
High |
89.96 |
90.66 |
0.70 |
0.8% |
92.23 |
Low |
88.99 |
89.48 |
0.49 |
0.6% |
88.78 |
Close |
89.17 |
90.56 |
1.39 |
1.6% |
89.17 |
Range |
0.97 |
1.18 |
0.21 |
21.6% |
3.45 |
ATR |
1.52 |
1.52 |
0.00 |
-0.1% |
0.00 |
Volume |
11,004 |
16,640 |
5,636 |
51.2% |
37,199 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.77 |
93.35 |
91.21 |
|
R3 |
92.59 |
92.17 |
90.88 |
|
R2 |
91.41 |
91.41 |
90.78 |
|
R1 |
90.99 |
90.99 |
90.67 |
91.20 |
PP |
90.23 |
90.23 |
90.23 |
90.34 |
S1 |
89.81 |
89.81 |
90.45 |
90.02 |
S2 |
89.05 |
89.05 |
90.34 |
|
S3 |
87.87 |
88.63 |
90.24 |
|
S4 |
86.69 |
87.45 |
89.91 |
|
|
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 |
3.8% |
1.56 |
1.7% |
52% |
False |
False |
10,767 |
10 |
92.94 |
88.78 |
4.16 |
4.6% |
1.39 |
1.5% |
43% |
False |
False |
12,339 |
20 |
92.94 |
88.78 |
4.16 |
4.6% |
1.38 |
1.5% |
43% |
False |
False |
12,045 |
40 |
92.94 |
84.84 |
8.10 |
8.9% |
1.43 |
1.6% |
71% |
False |
False |
11,061 |
60 |
93.96 |
84.84 |
9.12 |
10.1% |
1.28 |
1.4% |
63% |
False |
False |
10,386 |
80 |
95.87 |
84.84 |
11.03 |
12.2% |
1.18 |
1.3% |
52% |
False |
False |
9,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.68 |
2.618 |
93.75 |
1.618 |
92.57 |
1.000 |
91.84 |
0.618 |
91.39 |
HIGH |
90.66 |
0.618 |
90.21 |
0.500 |
90.07 |
0.382 |
89.93 |
LOW |
89.48 |
0.618 |
88.75 |
1.000 |
88.30 |
1.618 |
87.57 |
2.618 |
86.39 |
4.250 |
84.47 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
90.40 |
90.28 |
PP |
90.23 |
90.00 |
S1 |
90.07 |
89.72 |
|