NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
91.27 |
92.19 |
0.92 |
1.0% |
89.56 |
High |
92.55 |
92.28 |
-0.27 |
-0.3% |
92.55 |
Low |
90.46 |
91.55 |
1.09 |
1.2% |
89.48 |
Close |
92.16 |
92.19 |
0.03 |
0.0% |
92.16 |
Range |
2.09 |
0.73 |
-1.36 |
-65.1% |
3.07 |
ATR |
1.48 |
1.43 |
-0.05 |
-3.6% |
0.00 |
Volume |
28,537 |
29,711 |
1,174 |
4.1% |
116,012 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.20 |
93.92 |
92.59 |
|
R3 |
93.47 |
93.19 |
92.39 |
|
R2 |
92.74 |
92.74 |
92.32 |
|
R1 |
92.46 |
92.46 |
92.26 |
92.56 |
PP |
92.01 |
92.01 |
92.01 |
92.05 |
S1 |
91.73 |
91.73 |
92.12 |
91.83 |
S2 |
91.28 |
91.28 |
92.06 |
|
S3 |
90.55 |
91.00 |
91.99 |
|
S4 |
89.82 |
90.27 |
91.79 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.61 |
99.45 |
93.85 |
|
R3 |
97.54 |
96.38 |
93.00 |
|
R2 |
94.47 |
94.47 |
92.72 |
|
R1 |
93.31 |
93.31 |
92.44 |
93.89 |
PP |
91.40 |
91.40 |
91.40 |
91.69 |
S1 |
90.24 |
90.24 |
91.88 |
90.82 |
S2 |
88.33 |
88.33 |
91.60 |
|
S3 |
85.26 |
87.17 |
91.32 |
|
S4 |
82.19 |
84.10 |
90.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.55 |
89.65 |
2.90 |
3.1% |
1.20 |
1.3% |
88% |
False |
False |
25,816 |
10 |
92.55 |
88.78 |
3.77 |
4.1% |
1.38 |
1.5% |
90% |
False |
False |
18,292 |
20 |
92.94 |
88.78 |
4.16 |
4.5% |
1.35 |
1.5% |
82% |
False |
False |
15,603 |
40 |
92.94 |
84.84 |
8.10 |
8.8% |
1.47 |
1.6% |
91% |
False |
False |
13,141 |
60 |
93.96 |
84.84 |
9.12 |
9.9% |
1.31 |
1.4% |
81% |
False |
False |
11,646 |
80 |
95.76 |
84.84 |
10.92 |
11.8% |
1.22 |
1.3% |
67% |
False |
False |
10,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.38 |
2.618 |
94.19 |
1.618 |
93.46 |
1.000 |
93.01 |
0.618 |
92.73 |
HIGH |
92.28 |
0.618 |
92.00 |
0.500 |
91.92 |
0.382 |
91.83 |
LOW |
91.55 |
0.618 |
91.10 |
1.000 |
90.82 |
1.618 |
90.37 |
2.618 |
89.64 |
4.250 |
88.45 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
92.10 |
91.96 |
PP |
92.01 |
91.73 |
S1 |
91.92 |
91.51 |
|