NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 04-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
89.56 |
90.06 |
0.50 |
0.6% |
90.08 |
High |
90.66 |
91.21 |
0.55 |
0.6% |
92.23 |
Low |
89.48 |
89.65 |
0.17 |
0.2% |
88.78 |
Close |
90.56 |
90.48 |
-0.08 |
-0.1% |
89.17 |
Range |
1.18 |
1.56 |
0.38 |
32.2% |
3.45 |
ATR |
1.52 |
1.52 |
0.00 |
0.2% |
0.00 |
Volume |
16,640 |
17,486 |
846 |
5.1% |
37,199 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.13 |
94.36 |
91.34 |
|
R3 |
93.57 |
92.80 |
90.91 |
|
R2 |
92.01 |
92.01 |
90.77 |
|
R1 |
91.24 |
91.24 |
90.62 |
91.63 |
PP |
90.45 |
90.45 |
90.45 |
90.64 |
S1 |
89.68 |
89.68 |
90.34 |
90.07 |
S2 |
88.89 |
88.89 |
90.19 |
|
S3 |
87.33 |
88.12 |
90.05 |
|
S4 |
85.77 |
86.56 |
89.62 |
|
|
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 |
91.60 |
88.78 |
2.82 |
3.1% |
1.44 |
1.6% |
60% |
False |
False |
13,051 |
10 |
92.93 |
88.78 |
4.15 |
4.6% |
1.44 |
1.6% |
41% |
False |
False |
12,378 |
20 |
92.94 |
88.78 |
4.16 |
4.6% |
1.38 |
1.5% |
41% |
False |
False |
12,226 |
40 |
92.94 |
84.84 |
8.10 |
9.0% |
1.46 |
1.6% |
70% |
False |
False |
11,217 |
60 |
93.96 |
84.84 |
9.12 |
10.1% |
1.29 |
1.4% |
62% |
False |
False |
10,474 |
80 |
95.87 |
84.84 |
11.03 |
12.2% |
1.19 |
1.3% |
51% |
False |
False |
9,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.84 |
2.618 |
95.29 |
1.618 |
93.73 |
1.000 |
92.77 |
0.618 |
92.17 |
HIGH |
91.21 |
0.618 |
90.61 |
0.500 |
90.43 |
0.382 |
90.25 |
LOW |
89.65 |
0.618 |
88.69 |
1.000 |
88.09 |
1.618 |
87.13 |
2.618 |
85.57 |
4.250 |
83.02 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
90.46 |
90.35 |
PP |
90.45 |
90.23 |
S1 |
90.43 |
90.10 |
|