NYMEX Light Sweet Crude Oil Future July 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 |
90.40 |
90.98 |
0.58 |
0.6% |
91.11 |
High |
90.55 |
90.98 |
0.43 |
0.5% |
91.11 |
Low |
89.85 |
90.97 |
1.12 |
1.2% |
88.60 |
Close |
90.40 |
90.98 |
0.58 |
0.6% |
88.89 |
Range |
0.70 |
0.01 |
-0.69 |
-98.6% |
2.51 |
ATR |
0.95 |
0.93 |
-0.03 |
-2.8% |
0.00 |
Volume |
11,662 |
8,851 |
-2,811 |
-24.1% |
3,628 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.01 |
91.00 |
90.99 |
|
R3 |
91.00 |
90.99 |
90.98 |
|
R2 |
90.99 |
90.99 |
90.98 |
|
R1 |
90.98 |
90.98 |
90.98 |
90.99 |
PP |
90.98 |
90.98 |
90.98 |
90.98 |
S1 |
90.97 |
90.97 |
90.98 |
90.98 |
S2 |
90.97 |
90.97 |
90.98 |
|
S3 |
90.96 |
90.96 |
90.98 |
|
S4 |
90.95 |
90.95 |
90.97 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.06 |
95.49 |
90.27 |
|
R3 |
94.55 |
92.98 |
89.58 |
|
R2 |
92.04 |
92.04 |
89.35 |
|
R1 |
90.47 |
90.47 |
89.12 |
90.00 |
PP |
89.53 |
89.53 |
89.53 |
89.30 |
S1 |
87.96 |
87.96 |
88.66 |
87.49 |
S2 |
87.02 |
87.02 |
88.43 |
|
S3 |
84.51 |
85.45 |
88.20 |
|
S4 |
82.00 |
82.94 |
87.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.98 |
88.60 |
2.38 |
2.6% |
0.60 |
0.7% |
100% |
True |
False |
5,270 |
10 |
91.11 |
88.60 |
2.51 |
2.8% |
0.47 |
0.5% |
95% |
False |
False |
2,993 |
20 |
92.60 |
88.60 |
4.00 |
4.4% |
0.54 |
0.6% |
60% |
False |
False |
2,014 |
40 |
92.60 |
84.98 |
7.62 |
8.4% |
0.27 |
0.3% |
79% |
False |
False |
1,359 |
60 |
93.35 |
84.98 |
8.37 |
9.2% |
0.19 |
0.2% |
72% |
False |
False |
1,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.02 |
2.618 |
91.01 |
1.618 |
91.00 |
1.000 |
90.99 |
0.618 |
90.99 |
HIGH |
90.98 |
0.618 |
90.98 |
0.500 |
90.98 |
0.382 |
90.97 |
LOW |
90.97 |
0.618 |
90.96 |
1.000 |
90.96 |
1.618 |
90.95 |
2.618 |
90.94 |
4.250 |
90.93 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
90.98 |
90.79 |
PP |
90.98 |
90.60 |
S1 |
90.98 |
90.42 |
|