NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
93.89 |
95.05 |
1.16 |
1.2% |
96.25 |
High |
95.92 |
95.22 |
-0.70 |
-0.7% |
97.35 |
Low |
93.23 |
92.83 |
-0.40 |
-0.4% |
92.21 |
Close |
95.01 |
93.13 |
-1.88 |
-2.0% |
94.15 |
Range |
2.69 |
2.39 |
-0.30 |
-11.2% |
5.14 |
ATR |
2.05 |
2.08 |
0.02 |
1.2% |
0.00 |
Volume |
240,990 |
293,461 |
52,471 |
21.8% |
1,387,076 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.90 |
99.40 |
94.44 |
|
R3 |
98.51 |
97.01 |
93.79 |
|
R2 |
96.12 |
96.12 |
93.57 |
|
R1 |
94.62 |
94.62 |
93.35 |
94.18 |
PP |
93.73 |
93.73 |
93.73 |
93.50 |
S1 |
92.23 |
92.23 |
92.91 |
91.79 |
S2 |
91.34 |
91.34 |
92.69 |
|
S3 |
88.95 |
89.84 |
92.47 |
|
S4 |
86.56 |
87.45 |
91.82 |
|
|
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 |
96.19 |
92.21 |
3.98 |
4.3% |
2.17 |
2.3% |
23% |
False |
False |
279,714 |
10 |
97.35 |
92.21 |
5.14 |
5.5% |
2.05 |
2.2% |
18% |
False |
False |
239,952 |
20 |
97.38 |
90.32 |
7.06 |
7.6% |
2.11 |
2.3% |
40% |
False |
False |
173,093 |
40 |
97.40 |
86.16 |
11.24 |
12.1% |
2.14 |
2.3% |
62% |
False |
False |
114,887 |
60 |
98.22 |
86.16 |
12.06 |
12.9% |
1.91 |
2.0% |
58% |
False |
False |
87,301 |
80 |
99.77 |
86.16 |
13.61 |
14.6% |
1.79 |
1.9% |
51% |
False |
False |
71,643 |
100 |
99.77 |
86.16 |
13.61 |
14.6% |
1.67 |
1.8% |
51% |
False |
False |
61,092 |
120 |
99.77 |
86.16 |
13.61 |
14.6% |
1.56 |
1.7% |
51% |
False |
False |
52,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.38 |
2.618 |
101.48 |
1.618 |
99.09 |
1.000 |
97.61 |
0.618 |
96.70 |
HIGH |
95.22 |
0.618 |
94.31 |
0.500 |
94.03 |
0.382 |
93.74 |
LOW |
92.83 |
0.618 |
91.35 |
1.000 |
90.44 |
1.618 |
88.96 |
2.618 |
86.57 |
4.250 |
82.67 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
94.03 |
94.38 |
PP |
93.73 |
93.96 |
S1 |
93.43 |
93.55 |
|