NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
90.06 |
90.52 |
0.46 |
0.5% |
90.08 |
High |
91.21 |
91.22 |
0.01 |
0.0% |
92.23 |
Low |
89.65 |
90.44 |
0.79 |
0.9% |
88.78 |
Close |
90.48 |
90.68 |
0.20 |
0.2% |
89.17 |
Range |
1.56 |
0.78 |
-0.78 |
-50.0% |
3.45 |
ATR |
1.52 |
1.47 |
-0.05 |
-3.5% |
0.00 |
Volume |
17,486 |
31,862 |
14,376 |
82.2% |
37,199 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.12 |
92.68 |
91.11 |
|
R3 |
92.34 |
91.90 |
90.89 |
|
R2 |
91.56 |
91.56 |
90.82 |
|
R1 |
91.12 |
91.12 |
90.75 |
91.34 |
PP |
90.78 |
90.78 |
90.78 |
90.89 |
S1 |
90.34 |
90.34 |
90.61 |
90.56 |
S2 |
90.00 |
90.00 |
90.54 |
|
S3 |
89.22 |
89.56 |
90.47 |
|
S4 |
88.44 |
88.78 |
90.25 |
|
|
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 |
91.22 |
88.78 |
2.44 |
2.7% |
1.24 |
1.4% |
78% |
True |
False |
17,339 |
10 |
92.23 |
88.78 |
3.45 |
3.8% |
1.41 |
1.6% |
55% |
False |
False |
13,856 |
20 |
92.94 |
88.78 |
4.16 |
4.6% |
1.38 |
1.5% |
46% |
False |
False |
13,377 |
40 |
92.94 |
84.84 |
8.10 |
8.9% |
1.47 |
1.6% |
72% |
False |
False |
11,748 |
60 |
93.96 |
84.84 |
9.12 |
10.1% |
1.29 |
1.4% |
64% |
False |
False |
10,870 |
80 |
95.87 |
84.84 |
11.03 |
12.2% |
1.20 |
1.3% |
53% |
False |
False |
9,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.54 |
2.618 |
93.26 |
1.618 |
92.48 |
1.000 |
92.00 |
0.618 |
91.70 |
HIGH |
91.22 |
0.618 |
90.92 |
0.500 |
90.83 |
0.382 |
90.74 |
LOW |
90.44 |
0.618 |
89.96 |
1.000 |
89.66 |
1.618 |
89.18 |
2.618 |
88.40 |
4.250 |
87.13 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
90.83 |
90.57 |
PP |
90.78 |
90.46 |
S1 |
90.73 |
90.35 |
|