NYMEX Light Sweet Crude Oil Future July 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 |
94.59 |
95.46 |
0.87 |
0.9% |
96.04 |
High |
95.83 |
96.74 |
0.91 |
0.9% |
96.74 |
Low |
93.50 |
95.06 |
1.56 |
1.7% |
92.40 |
Close |
95.45 |
96.29 |
0.84 |
0.9% |
96.29 |
Range |
2.33 |
1.68 |
-0.65 |
-27.9% |
4.34 |
ATR |
2.11 |
2.08 |
-0.03 |
-1.5% |
0.00 |
Volume |
181,328 |
156,873 |
-24,455 |
-13.5% |
720,228 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.07 |
100.36 |
97.21 |
|
R3 |
99.39 |
98.68 |
96.75 |
|
R2 |
97.71 |
97.71 |
96.60 |
|
R1 |
97.00 |
97.00 |
96.44 |
97.36 |
PP |
96.03 |
96.03 |
96.03 |
96.21 |
S1 |
95.32 |
95.32 |
96.14 |
95.68 |
S2 |
94.35 |
94.35 |
95.98 |
|
S3 |
92.67 |
93.64 |
95.83 |
|
S4 |
90.99 |
91.96 |
95.37 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.16 |
106.57 |
98.68 |
|
R3 |
103.82 |
102.23 |
97.48 |
|
R2 |
99.48 |
99.48 |
97.09 |
|
R1 |
97.89 |
97.89 |
96.69 |
98.69 |
PP |
95.14 |
95.14 |
95.14 |
95.54 |
S1 |
93.55 |
93.55 |
95.89 |
94.35 |
S2 |
90.80 |
90.80 |
95.49 |
|
S3 |
86.46 |
89.21 |
95.10 |
|
S4 |
82.12 |
84.87 |
93.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.74 |
92.40 |
4.34 |
4.5% |
1.88 |
2.0% |
90% |
True |
False |
144,045 |
10 |
97.38 |
92.40 |
4.98 |
5.2% |
1.88 |
1.9% |
78% |
False |
False |
127,197 |
20 |
97.38 |
87.94 |
9.44 |
9.8% |
2.10 |
2.2% |
88% |
False |
False |
94,979 |
40 |
98.22 |
86.16 |
12.06 |
12.5% |
2.05 |
2.1% |
84% |
False |
False |
73,777 |
60 |
98.22 |
86.16 |
12.06 |
12.5% |
1.81 |
1.9% |
84% |
False |
False |
57,471 |
80 |
99.77 |
86.16 |
13.61 |
14.1% |
1.71 |
1.8% |
74% |
False |
False |
49,860 |
100 |
99.77 |
86.16 |
13.61 |
14.1% |
1.60 |
1.7% |
74% |
False |
False |
42,416 |
120 |
99.77 |
86.16 |
13.61 |
14.1% |
1.50 |
1.6% |
74% |
False |
False |
36,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.88 |
2.618 |
101.14 |
1.618 |
99.46 |
1.000 |
98.42 |
0.618 |
97.78 |
HIGH |
96.74 |
0.618 |
96.10 |
0.500 |
95.90 |
0.382 |
95.70 |
LOW |
95.06 |
0.618 |
94.02 |
1.000 |
93.38 |
1.618 |
92.34 |
2.618 |
90.66 |
4.250 |
87.92 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
96.16 |
95.72 |
PP |
96.03 |
95.14 |
S1 |
95.90 |
94.57 |
|