NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.37 |
93.89 |
-0.48 |
-0.5% |
96.25 |
| High |
94.39 |
95.92 |
1.53 |
1.6% |
97.35 |
| Low |
93.04 |
93.23 |
0.19 |
0.2% |
92.21 |
| Close |
94.15 |
95.01 |
0.86 |
0.9% |
94.15 |
| Range |
1.35 |
2.69 |
1.34 |
99.3% |
5.14 |
| ATR |
2.00 |
2.05 |
0.05 |
2.4% |
0.00 |
| Volume |
203,991 |
240,990 |
36,999 |
18.1% |
1,387,076 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.79 |
101.59 |
96.49 |
|
| R3 |
100.10 |
98.90 |
95.75 |
|
| R2 |
97.41 |
97.41 |
95.50 |
|
| R1 |
96.21 |
96.21 |
95.26 |
96.81 |
| PP |
94.72 |
94.72 |
94.72 |
95.02 |
| S1 |
93.52 |
93.52 |
94.76 |
94.12 |
| S2 |
92.03 |
92.03 |
94.52 |
|
| S3 |
89.34 |
90.83 |
94.27 |
|
| S4 |
86.65 |
88.14 |
93.53 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.99 |
107.21 |
96.98 |
|
| R3 |
104.85 |
102.07 |
95.56 |
|
| R2 |
99.71 |
99.71 |
95.09 |
|
| R1 |
96.93 |
96.93 |
94.62 |
95.75 |
| PP |
94.57 |
94.57 |
94.57 |
93.98 |
| S1 |
91.79 |
91.79 |
93.68 |
90.61 |
| S2 |
89.43 |
89.43 |
93.21 |
|
| S3 |
84.29 |
86.65 |
92.74 |
|
| S4 |
79.15 |
81.51 |
91.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.22 |
92.21 |
5.01 |
5.3% |
1.99 |
2.1% |
56% |
False |
False |
272,854 |
| 10 |
97.35 |
92.21 |
5.14 |
5.4% |
1.99 |
2.1% |
54% |
False |
False |
221,341 |
| 20 |
97.38 |
90.32 |
7.06 |
7.4% |
2.08 |
2.2% |
66% |
False |
False |
161,002 |
| 40 |
97.93 |
86.16 |
11.77 |
12.4% |
2.11 |
2.2% |
75% |
False |
False |
108,577 |
| 60 |
98.22 |
86.16 |
12.06 |
12.7% |
1.89 |
2.0% |
73% |
False |
False |
82,775 |
| 80 |
99.77 |
86.16 |
13.61 |
14.3% |
1.78 |
1.9% |
65% |
False |
False |
68,443 |
| 100 |
99.77 |
86.16 |
13.61 |
14.3% |
1.65 |
1.7% |
65% |
False |
False |
58,313 |
| 120 |
99.77 |
86.16 |
13.61 |
14.3% |
1.55 |
1.6% |
65% |
False |
False |
49,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.35 |
|
2.618 |
102.96 |
|
1.618 |
100.27 |
|
1.000 |
98.61 |
|
0.618 |
97.58 |
|
HIGH |
95.92 |
|
0.618 |
94.89 |
|
0.500 |
94.58 |
|
0.382 |
94.26 |
|
LOW |
93.23 |
|
0.618 |
91.57 |
|
1.000 |
90.54 |
|
1.618 |
88.88 |
|
2.618 |
86.19 |
|
4.250 |
81.80 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.87 |
94.70 |
| PP |
94.72 |
94.38 |
| S1 |
94.58 |
94.07 |
|