NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.93 |
94.13 |
-0.80 |
-0.8% |
95.58 |
| High |
95.66 |
94.44 |
-1.22 |
-1.3% |
97.17 |
| Low |
93.85 |
92.13 |
-1.72 |
-1.8% |
93.37 |
| Close |
94.21 |
94.30 |
0.09 |
0.1% |
96.04 |
| Range |
1.81 |
2.31 |
0.50 |
27.6% |
3.80 |
| ATR |
2.11 |
2.12 |
0.01 |
0.7% |
0.00 |
| Volume |
269,403 |
360,684 |
91,281 |
33.9% |
1,433,775 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.55 |
99.74 |
95.57 |
|
| R3 |
98.24 |
97.43 |
94.94 |
|
| R2 |
95.93 |
95.93 |
94.72 |
|
| R1 |
95.12 |
95.12 |
94.51 |
95.53 |
| PP |
93.62 |
93.62 |
93.62 |
93.83 |
| S1 |
92.81 |
92.81 |
94.09 |
93.22 |
| S2 |
91.31 |
91.31 |
93.88 |
|
| S3 |
89.00 |
90.50 |
93.66 |
|
| S4 |
86.69 |
88.19 |
93.03 |
|
|
| 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 |
92.13 |
4.64 |
4.9% |
1.95 |
2.1% |
47% |
False |
True |
310,687 |
| 10 |
97.17 |
90.65 |
6.52 |
6.9% |
2.10 |
2.2% |
56% |
False |
False |
296,922 |
| 20 |
97.17 |
85.90 |
11.27 |
12.0% |
2.13 |
2.3% |
75% |
False |
False |
277,835 |
| 40 |
98.06 |
85.90 |
12.16 |
12.9% |
2.07 |
2.2% |
69% |
False |
False |
188,116 |
| 60 |
98.30 |
85.90 |
12.40 |
13.1% |
1.90 |
2.0% |
68% |
False |
False |
145,046 |
| 80 |
99.52 |
85.90 |
13.62 |
14.4% |
1.77 |
1.9% |
62% |
False |
False |
126,279 |
| 100 |
99.52 |
85.90 |
13.62 |
14.4% |
1.68 |
1.8% |
62% |
False |
False |
108,102 |
| 120 |
99.52 |
85.90 |
13.62 |
14.4% |
1.64 |
1.7% |
62% |
False |
False |
94,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.26 |
|
2.618 |
100.49 |
|
1.618 |
98.18 |
|
1.000 |
96.75 |
|
0.618 |
95.87 |
|
HIGH |
94.44 |
|
0.618 |
93.56 |
|
0.500 |
93.29 |
|
0.382 |
93.01 |
|
LOW |
92.13 |
|
0.618 |
90.70 |
|
1.000 |
89.82 |
|
1.618 |
88.39 |
|
2.618 |
86.08 |
|
4.250 |
82.31 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.96 |
94.19 |
| PP |
93.62 |
94.08 |
| S1 |
93.29 |
93.97 |
|