NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
94.34 |
95.15 |
0.81 |
0.9% |
95.76 |
High |
95.57 |
96.45 |
0.88 |
0.9% |
96.45 |
Low |
93.23 |
94.79 |
1.56 |
1.7% |
92.13 |
Close |
95.16 |
96.02 |
0.86 |
0.9% |
96.02 |
Range |
2.34 |
1.66 |
-0.68 |
-29.1% |
4.32 |
ATR |
2.14 |
2.11 |
-0.03 |
-1.6% |
0.00 |
Volume |
297,863 |
187,754 |
-110,109 |
-37.0% |
1,412,740 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.73 |
100.04 |
96.93 |
|
R3 |
99.07 |
98.38 |
96.48 |
|
R2 |
97.41 |
97.41 |
96.32 |
|
R1 |
96.72 |
96.72 |
96.17 |
97.07 |
PP |
95.75 |
95.75 |
95.75 |
95.93 |
S1 |
95.06 |
95.06 |
95.87 |
95.41 |
S2 |
94.09 |
94.09 |
95.72 |
|
S3 |
92.43 |
93.40 |
95.56 |
|
S4 |
90.77 |
91.74 |
95.11 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.83 |
106.24 |
98.40 |
|
R3 |
103.51 |
101.92 |
97.21 |
|
R2 |
99.19 |
99.19 |
96.81 |
|
R1 |
97.60 |
97.60 |
96.42 |
98.40 |
PP |
94.87 |
94.87 |
94.87 |
95.26 |
S1 |
93.28 |
93.28 |
95.62 |
94.08 |
S2 |
90.55 |
90.55 |
95.23 |
|
S3 |
86.23 |
88.96 |
94.83 |
|
S4 |
81.91 |
84.64 |
93.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.45 |
92.13 |
4.32 |
4.5% |
1.89 |
2.0% |
90% |
True |
False |
282,548 |
10 |
97.17 |
92.13 |
5.04 |
5.2% |
1.89 |
2.0% |
77% |
False |
False |
284,651 |
20 |
97.17 |
87.69 |
9.48 |
9.9% |
2.13 |
2.2% |
88% |
False |
False |
278,784 |
40 |
98.06 |
85.90 |
12.16 |
12.7% |
2.09 |
2.2% |
83% |
False |
False |
196,640 |
60 |
98.06 |
85.90 |
12.16 |
12.7% |
1.89 |
2.0% |
83% |
False |
False |
151,298 |
80 |
99.52 |
85.90 |
13.62 |
14.2% |
1.79 |
1.9% |
74% |
False |
False |
130,651 |
100 |
99.52 |
85.90 |
13.62 |
14.2% |
1.69 |
1.8% |
74% |
False |
False |
112,281 |
120 |
99.52 |
85.90 |
13.62 |
14.2% |
1.64 |
1.7% |
74% |
False |
False |
98,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.51 |
2.618 |
100.80 |
1.618 |
99.14 |
1.000 |
98.11 |
0.618 |
97.48 |
HIGH |
96.45 |
0.618 |
95.82 |
0.500 |
95.62 |
0.382 |
95.42 |
LOW |
94.79 |
0.618 |
93.76 |
1.000 |
93.13 |
1.618 |
92.10 |
2.618 |
90.44 |
4.250 |
87.74 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.89 |
95.44 |
PP |
95.75 |
94.87 |
S1 |
95.62 |
94.29 |
|