NYMEX Light Sweet Crude Oil Future July 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 |
95.18 |
94.48 |
-0.70 |
-0.7% |
95.77 |
High |
95.91 |
94.69 |
-1.22 |
-1.3% |
97.38 |
Low |
94.13 |
92.40 |
-1.73 |
-1.8% |
93.62 |
Close |
94.48 |
94.56 |
0.08 |
0.1% |
96.29 |
Range |
1.78 |
2.29 |
0.51 |
28.7% |
3.76 |
ATR |
2.08 |
2.10 |
0.01 |
0.7% |
0.00 |
Volume |
107,344 |
139,800 |
32,456 |
30.2% |
551,743 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.75 |
99.95 |
95.82 |
|
R3 |
98.46 |
97.66 |
95.19 |
|
R2 |
96.17 |
96.17 |
94.98 |
|
R1 |
95.37 |
95.37 |
94.77 |
95.77 |
PP |
93.88 |
93.88 |
93.88 |
94.09 |
S1 |
93.08 |
93.08 |
94.35 |
93.48 |
S2 |
91.59 |
91.59 |
94.14 |
|
S3 |
89.30 |
90.79 |
93.93 |
|
S4 |
87.01 |
88.50 |
93.30 |
|
|
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 |
92.40 |
4.59 |
4.9% |
1.93 |
2.0% |
47% |
False |
True |
127,059 |
10 |
97.38 |
90.88 |
6.50 |
6.9% |
2.08 |
2.2% |
57% |
False |
False |
111,677 |
20 |
97.38 |
86.16 |
11.22 |
11.9% |
2.10 |
2.2% |
75% |
False |
False |
84,070 |
40 |
98.22 |
86.16 |
12.06 |
12.8% |
2.02 |
2.1% |
70% |
False |
False |
67,099 |
60 |
98.57 |
86.16 |
12.41 |
13.1% |
1.83 |
1.9% |
68% |
False |
False |
52,482 |
80 |
99.77 |
86.16 |
13.61 |
14.4% |
1.70 |
1.8% |
62% |
False |
False |
46,111 |
100 |
99.77 |
86.16 |
13.61 |
14.4% |
1.58 |
1.7% |
62% |
False |
False |
39,193 |
120 |
99.77 |
86.16 |
13.61 |
14.4% |
1.49 |
1.6% |
62% |
False |
False |
33,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.42 |
2.618 |
100.69 |
1.618 |
98.40 |
1.000 |
96.98 |
0.618 |
96.11 |
HIGH |
94.69 |
0.618 |
93.82 |
0.500 |
93.55 |
0.382 |
93.27 |
LOW |
92.40 |
0.618 |
90.98 |
1.000 |
90.11 |
1.618 |
88.69 |
2.618 |
86.40 |
4.250 |
82.67 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
94.22 |
94.45 |
PP |
93.88 |
94.33 |
S1 |
93.55 |
94.22 |
|