NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
90.52 |
90.88 |
0.36 |
0.4% |
90.08 |
High |
91.22 |
91.68 |
0.46 |
0.5% |
92.23 |
Low |
90.44 |
90.85 |
0.41 |
0.5% |
88.78 |
Close |
90.68 |
91.27 |
0.59 |
0.7% |
89.17 |
Range |
0.78 |
0.83 |
0.05 |
6.4% |
3.45 |
ATR |
1.47 |
1.43 |
-0.03 |
-2.3% |
0.00 |
Volume |
31,862 |
21,487 |
-10,375 |
-32.6% |
37,199 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.76 |
93.34 |
91.73 |
|
R3 |
92.93 |
92.51 |
91.50 |
|
R2 |
92.10 |
92.10 |
91.42 |
|
R1 |
91.68 |
91.68 |
91.35 |
91.89 |
PP |
91.27 |
91.27 |
91.27 |
91.37 |
S1 |
90.85 |
90.85 |
91.19 |
91.06 |
S2 |
90.44 |
90.44 |
91.12 |
|
S3 |
89.61 |
90.02 |
91.04 |
|
S4 |
88.78 |
89.19 |
90.81 |
|
|
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 |
91.68 |
88.99 |
2.69 |
2.9% |
1.06 |
1.2% |
85% |
True |
False |
19,695 |
10 |
92.23 |
88.78 |
3.45 |
3.8% |
1.35 |
1.5% |
72% |
False |
False |
15,147 |
20 |
92.94 |
88.78 |
4.16 |
4.6% |
1.38 |
1.5% |
60% |
False |
False |
13,919 |
40 |
92.94 |
84.84 |
8.10 |
8.9% |
1.46 |
1.6% |
79% |
False |
False |
11,943 |
60 |
93.96 |
84.84 |
9.12 |
10.0% |
1.29 |
1.4% |
71% |
False |
False |
11,163 |
80 |
95.87 |
84.84 |
11.03 |
12.1% |
1.19 |
1.3% |
58% |
False |
False |
10,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.21 |
2.618 |
93.85 |
1.618 |
93.02 |
1.000 |
92.51 |
0.618 |
92.19 |
HIGH |
91.68 |
0.618 |
91.36 |
0.500 |
91.27 |
0.382 |
91.17 |
LOW |
90.85 |
0.618 |
90.34 |
1.000 |
90.02 |
1.618 |
89.51 |
2.618 |
88.68 |
4.250 |
87.32 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
91.27 |
91.07 |
PP |
91.27 |
90.87 |
S1 |
91.27 |
90.67 |
|