NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.13 |
94.34 |
0.21 |
0.2% |
95.58 |
| High |
94.44 |
95.57 |
1.13 |
1.2% |
97.17 |
| Low |
92.13 |
93.23 |
1.10 |
1.2% |
93.37 |
| Close |
94.30 |
95.16 |
0.86 |
0.9% |
96.04 |
| Range |
2.31 |
2.34 |
0.03 |
1.3% |
3.80 |
| ATR |
2.12 |
2.14 |
0.02 |
0.7% |
0.00 |
| Volume |
360,684 |
297,863 |
-62,821 |
-17.4% |
1,433,775 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.67 |
100.76 |
96.45 |
|
| R3 |
99.33 |
98.42 |
95.80 |
|
| R2 |
96.99 |
96.99 |
95.59 |
|
| R1 |
96.08 |
96.08 |
95.37 |
96.54 |
| PP |
94.65 |
94.65 |
94.65 |
94.88 |
| S1 |
93.74 |
93.74 |
94.95 |
94.20 |
| S2 |
92.31 |
92.31 |
94.73 |
|
| S3 |
89.97 |
91.40 |
94.52 |
|
| S4 |
87.63 |
89.06 |
93.87 |
|
|
| 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 |
96.24 |
92.13 |
4.11 |
4.3% |
2.13 |
2.2% |
74% |
False |
False |
315,821 |
| 10 |
97.17 |
92.13 |
5.04 |
5.3% |
1.98 |
2.1% |
60% |
False |
False |
295,628 |
| 20 |
97.17 |
87.69 |
9.48 |
10.0% |
2.11 |
2.2% |
79% |
False |
False |
280,974 |
| 40 |
98.06 |
85.90 |
12.16 |
12.8% |
2.08 |
2.2% |
76% |
False |
False |
194,234 |
| 60 |
98.30 |
85.90 |
12.40 |
13.0% |
1.91 |
2.0% |
75% |
False |
False |
148,989 |
| 80 |
99.52 |
85.90 |
13.62 |
14.3% |
1.78 |
1.9% |
68% |
False |
False |
128,880 |
| 100 |
99.52 |
85.90 |
13.62 |
14.3% |
1.69 |
1.8% |
68% |
False |
False |
110,841 |
| 120 |
99.52 |
85.90 |
13.62 |
14.3% |
1.63 |
1.7% |
68% |
False |
False |
97,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.52 |
|
2.618 |
101.70 |
|
1.618 |
99.36 |
|
1.000 |
97.91 |
|
0.618 |
97.02 |
|
HIGH |
95.57 |
|
0.618 |
94.68 |
|
0.500 |
94.40 |
|
0.382 |
94.12 |
|
LOW |
93.23 |
|
0.618 |
91.78 |
|
1.000 |
90.89 |
|
1.618 |
89.44 |
|
2.618 |
87.10 |
|
4.250 |
83.29 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.91 |
94.74 |
| PP |
94.65 |
94.32 |
| S1 |
94.40 |
93.90 |
|