NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
96.89 |
95.90 |
-0.99 |
-1.0% |
96.04 |
High |
97.22 |
96.19 |
-1.03 |
-1.1% |
96.74 |
Low |
95.72 |
94.01 |
-1.71 |
-1.8% |
92.40 |
Close |
96.18 |
94.28 |
-1.90 |
-2.0% |
96.29 |
Range |
1.50 |
2.18 |
0.68 |
45.3% |
4.34 |
ATR |
2.03 |
2.04 |
0.01 |
0.5% |
0.00 |
Volume |
259,159 |
336,497 |
77,338 |
29.8% |
720,228 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.37 |
100.00 |
95.48 |
|
R3 |
99.19 |
97.82 |
94.88 |
|
R2 |
97.01 |
97.01 |
94.68 |
|
R1 |
95.64 |
95.64 |
94.48 |
95.24 |
PP |
94.83 |
94.83 |
94.83 |
94.62 |
S1 |
93.46 |
93.46 |
94.08 |
93.06 |
S2 |
92.65 |
92.65 |
93.88 |
|
S3 |
90.47 |
91.28 |
93.68 |
|
S4 |
88.29 |
89.10 |
93.08 |
|
|
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 |
97.35 |
93.50 |
3.85 |
4.1% |
1.91 |
2.0% |
20% |
False |
False |
239,530 |
10 |
97.35 |
92.40 |
4.95 |
5.3% |
1.92 |
2.0% |
38% |
False |
False |
183,295 |
20 |
97.38 |
90.32 |
7.06 |
7.5% |
2.08 |
2.2% |
56% |
False |
False |
129,518 |
40 |
98.22 |
86.16 |
12.06 |
12.8% |
2.06 |
2.2% |
67% |
False |
False |
91,982 |
60 |
98.22 |
86.16 |
12.06 |
12.8% |
1.83 |
1.9% |
67% |
False |
False |
70,850 |
80 |
99.77 |
86.16 |
13.61 |
14.4% |
1.74 |
1.8% |
60% |
False |
False |
59,630 |
100 |
99.77 |
86.16 |
13.61 |
14.4% |
1.63 |
1.7% |
60% |
False |
False |
50,845 |
120 |
99.77 |
86.16 |
13.61 |
14.4% |
1.53 |
1.6% |
60% |
False |
False |
43,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.46 |
2.618 |
101.90 |
1.618 |
99.72 |
1.000 |
98.37 |
0.618 |
97.54 |
HIGH |
96.19 |
0.618 |
95.36 |
0.500 |
95.10 |
0.382 |
94.84 |
LOW |
94.01 |
0.618 |
92.66 |
1.000 |
91.83 |
1.618 |
90.48 |
2.618 |
88.30 |
4.250 |
84.75 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.10 |
95.68 |
PP |
94.83 |
95.21 |
S1 |
94.55 |
94.75 |
|