NYMEX Light Sweet Crude Oil Future July 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 |
96.33 |
96.04 |
-0.29 |
-0.3% |
95.77 |
High |
96.49 |
96.04 |
-0.45 |
-0.5% |
97.38 |
Low |
93.62 |
94.71 |
1.09 |
1.2% |
93.62 |
Close |
96.29 |
95.41 |
-0.88 |
-0.9% |
96.29 |
Range |
2.87 |
1.33 |
-1.54 |
-53.7% |
3.76 |
ATR |
2.15 |
2.11 |
-0.04 |
-1.9% |
0.00 |
Volume |
139,586 |
134,883 |
-4,703 |
-3.4% |
551,743 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.38 |
98.72 |
96.14 |
|
R3 |
98.05 |
97.39 |
95.78 |
|
R2 |
96.72 |
96.72 |
95.65 |
|
R1 |
96.06 |
96.06 |
95.53 |
95.73 |
PP |
95.39 |
95.39 |
95.39 |
95.22 |
S1 |
94.73 |
94.73 |
95.29 |
94.40 |
S2 |
94.06 |
94.06 |
95.17 |
|
S3 |
92.73 |
93.40 |
95.04 |
|
S4 |
91.40 |
92.07 |
94.68 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.04 |
105.43 |
98.36 |
|
R3 |
103.28 |
101.67 |
97.32 |
|
R2 |
99.52 |
99.52 |
96.98 |
|
R1 |
97.91 |
97.91 |
96.63 |
98.72 |
PP |
95.76 |
95.76 |
95.76 |
96.17 |
S1 |
94.15 |
94.15 |
95.95 |
94.96 |
S2 |
92.00 |
92.00 |
95.60 |
|
S3 |
88.24 |
90.39 |
95.26 |
|
S4 |
84.48 |
86.63 |
94.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.99 |
93.62 |
3.37 |
3.5% |
1.68 |
1.8% |
53% |
False |
False |
119,208 |
10 |
97.38 |
90.32 |
7.06 |
7.4% |
2.16 |
2.3% |
72% |
False |
False |
100,663 |
20 |
97.38 |
86.16 |
11.22 |
11.8% |
2.19 |
2.3% |
82% |
False |
False |
78,321 |
40 |
98.22 |
86.16 |
12.06 |
12.6% |
2.02 |
2.1% |
77% |
False |
False |
62,148 |
60 |
99.18 |
86.16 |
13.02 |
13.6% |
1.82 |
1.9% |
71% |
False |
False |
49,044 |
80 |
99.77 |
86.16 |
13.61 |
14.3% |
1.68 |
1.8% |
68% |
False |
False |
43,483 |
100 |
99.77 |
86.16 |
13.61 |
14.3% |
1.56 |
1.6% |
68% |
False |
False |
36,820 |
120 |
99.77 |
86.16 |
13.61 |
14.3% |
1.49 |
1.6% |
68% |
False |
False |
31,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.69 |
2.618 |
99.52 |
1.618 |
98.19 |
1.000 |
97.37 |
0.618 |
96.86 |
HIGH |
96.04 |
0.618 |
95.53 |
0.500 |
95.38 |
0.382 |
95.22 |
LOW |
94.71 |
0.618 |
93.89 |
1.000 |
93.38 |
1.618 |
92.56 |
2.618 |
91.23 |
4.250 |
89.06 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.40 |
95.38 |
PP |
95.39 |
95.34 |
S1 |
95.38 |
95.31 |
|