NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
92.89 |
93.64 |
0.75 |
0.8% |
93.89 |
High |
93.99 |
93.85 |
-0.14 |
-0.1% |
95.92 |
Low |
91.65 |
91.56 |
-0.09 |
-0.1% |
91.56 |
Close |
93.61 |
91.97 |
-1.64 |
-1.8% |
91.97 |
Range |
2.34 |
2.29 |
-0.05 |
-2.1% |
4.36 |
ATR |
2.10 |
2.11 |
0.01 |
0.7% |
0.00 |
Volume |
294,855 |
267,978 |
-26,877 |
-9.1% |
1,097,284 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.33 |
97.94 |
93.23 |
|
R3 |
97.04 |
95.65 |
92.60 |
|
R2 |
94.75 |
94.75 |
92.39 |
|
R1 |
93.36 |
93.36 |
92.18 |
92.91 |
PP |
92.46 |
92.46 |
92.46 |
92.24 |
S1 |
91.07 |
91.07 |
91.76 |
90.62 |
S2 |
90.17 |
90.17 |
91.55 |
|
S3 |
87.88 |
88.78 |
91.34 |
|
S4 |
85.59 |
86.49 |
90.71 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.23 |
103.46 |
94.37 |
|
R3 |
101.87 |
99.10 |
93.17 |
|
R2 |
97.51 |
97.51 |
92.77 |
|
R1 |
94.74 |
94.74 |
92.37 |
93.95 |
PP |
93.15 |
93.15 |
93.15 |
92.75 |
S1 |
90.38 |
90.38 |
91.57 |
89.59 |
S2 |
88.79 |
88.79 |
91.17 |
|
S3 |
84.43 |
86.02 |
90.77 |
|
S4 |
80.07 |
81.66 |
89.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.92 |
91.56 |
4.36 |
4.7% |
2.21 |
2.4% |
9% |
False |
True |
260,255 |
10 |
97.35 |
91.56 |
5.79 |
6.3% |
2.06 |
2.2% |
7% |
False |
True |
264,123 |
20 |
97.38 |
91.56 |
5.82 |
6.3% |
2.01 |
2.2% |
7% |
False |
True |
192,013 |
40 |
97.38 |
86.16 |
11.22 |
12.2% |
2.12 |
2.3% |
52% |
False |
False |
125,743 |
60 |
98.22 |
86.16 |
12.06 |
13.1% |
1.94 |
2.1% |
48% |
False |
False |
95,913 |
80 |
99.77 |
86.16 |
13.61 |
14.8% |
1.82 |
2.0% |
43% |
False |
False |
77,801 |
100 |
99.77 |
86.16 |
13.61 |
14.8% |
1.69 |
1.8% |
43% |
False |
False |
66,431 |
120 |
99.77 |
86.16 |
13.61 |
14.8% |
1.57 |
1.7% |
43% |
False |
False |
56,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.58 |
2.618 |
99.85 |
1.618 |
97.56 |
1.000 |
96.14 |
0.618 |
95.27 |
HIGH |
93.85 |
0.618 |
92.98 |
0.500 |
92.71 |
0.382 |
92.43 |
LOW |
91.56 |
0.618 |
90.14 |
1.000 |
89.27 |
1.618 |
87.85 |
2.618 |
85.56 |
4.250 |
81.83 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
92.71 |
93.39 |
PP |
92.46 |
92.92 |
S1 |
92.22 |
92.44 |
|