NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
96.16 |
95.76 |
-0.40 |
-0.4% |
95.58 |
High |
96.24 |
95.81 |
-0.43 |
-0.4% |
97.17 |
Low |
93.37 |
94.47 |
1.10 |
1.2% |
93.37 |
Close |
96.04 |
95.17 |
-0.87 |
-0.9% |
96.04 |
Range |
2.87 |
1.34 |
-1.53 |
-53.3% |
3.80 |
ATR |
2.18 |
2.13 |
-0.04 |
-2.0% |
0.00 |
Volume |
354,119 |
297,036 |
-57,083 |
-16.1% |
1,433,775 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.17 |
98.51 |
95.91 |
|
R3 |
97.83 |
97.17 |
95.54 |
|
R2 |
96.49 |
96.49 |
95.42 |
|
R1 |
95.83 |
95.83 |
95.29 |
95.49 |
PP |
95.15 |
95.15 |
95.15 |
94.98 |
S1 |
94.49 |
94.49 |
95.05 |
94.15 |
S2 |
93.81 |
93.81 |
94.92 |
|
S3 |
92.47 |
93.15 |
94.80 |
|
S4 |
91.13 |
91.81 |
94.43 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.93 |
105.28 |
98.13 |
|
R3 |
103.13 |
101.48 |
97.09 |
|
R2 |
99.33 |
99.33 |
96.74 |
|
R1 |
97.68 |
97.68 |
96.39 |
98.51 |
PP |
95.53 |
95.53 |
95.53 |
95.94 |
S1 |
93.88 |
93.88 |
95.69 |
94.71 |
S2 |
91.73 |
91.73 |
95.34 |
|
S3 |
87.93 |
90.08 |
95.00 |
|
S4 |
84.13 |
86.28 |
93.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.77 |
93.37 |
3.40 |
3.6% |
1.70 |
1.8% |
53% |
False |
False |
291,961 |
10 |
97.17 |
90.11 |
7.06 |
7.4% |
2.18 |
2.3% |
72% |
False |
False |
294,902 |
20 |
97.17 |
85.90 |
11.27 |
11.8% |
2.23 |
2.3% |
82% |
False |
False |
264,407 |
40 |
98.06 |
85.90 |
12.16 |
12.8% |
2.04 |
2.1% |
76% |
False |
False |
174,852 |
60 |
99.18 |
85.90 |
13.28 |
14.0% |
1.88 |
2.0% |
70% |
False |
False |
136,458 |
80 |
99.52 |
85.90 |
13.62 |
14.3% |
1.75 |
1.8% |
68% |
False |
False |
119,772 |
100 |
99.52 |
85.90 |
13.62 |
14.3% |
1.66 |
1.7% |
68% |
False |
False |
102,776 |
120 |
99.52 |
85.90 |
13.62 |
14.3% |
1.64 |
1.7% |
68% |
False |
False |
90,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.51 |
2.618 |
99.32 |
1.618 |
97.98 |
1.000 |
97.15 |
0.618 |
96.64 |
HIGH |
95.81 |
0.618 |
95.30 |
0.500 |
95.14 |
0.382 |
94.98 |
LOW |
94.47 |
0.618 |
93.64 |
1.000 |
93.13 |
1.618 |
92.30 |
2.618 |
90.96 |
4.250 |
88.78 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.16 |
95.14 |
PP |
95.15 |
95.10 |
S1 |
95.14 |
95.07 |
|