NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
96.39 |
96.02 |
-0.37 |
-0.4% |
95.77 |
High |
96.47 |
96.02 |
-0.45 |
-0.5% |
97.28 |
Low |
93.68 |
94.71 |
1.03 |
1.1% |
93.68 |
Close |
96.28 |
95.43 |
-0.85 |
-0.9% |
96.28 |
Range |
2.79 |
1.31 |
-1.48 |
-53.0% |
3.60 |
ATR |
2.07 |
2.03 |
-0.04 |
-1.7% |
0.00 |
Volume |
75,538 |
85,455 |
9,917 |
13.1% |
340,819 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.32 |
98.68 |
96.15 |
|
R3 |
98.01 |
97.37 |
95.79 |
|
R2 |
96.70 |
96.70 |
95.67 |
|
R1 |
96.06 |
96.06 |
95.55 |
95.73 |
PP |
95.39 |
95.39 |
95.39 |
95.22 |
S1 |
94.75 |
94.75 |
95.31 |
94.42 |
S2 |
94.08 |
94.08 |
95.19 |
|
S3 |
92.77 |
93.44 |
95.07 |
|
S4 |
91.46 |
92.13 |
94.71 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.55 |
105.01 |
98.26 |
|
R3 |
102.95 |
101.41 |
97.27 |
|
R2 |
99.35 |
99.35 |
96.94 |
|
R1 |
97.81 |
97.81 |
96.61 |
98.58 |
PP |
95.75 |
95.75 |
95.75 |
96.13 |
S1 |
94.21 |
94.21 |
95.95 |
94.98 |
S2 |
92.15 |
92.15 |
95.62 |
|
S3 |
88.55 |
90.61 |
95.29 |
|
S4 |
84.95 |
87.01 |
94.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.90 |
93.68 |
3.22 |
3.4% |
1.61 |
1.7% |
54% |
False |
False |
73,357 |
10 |
97.28 |
90.29 |
6.99 |
7.3% |
2.09 |
2.2% |
74% |
False |
False |
62,242 |
20 |
97.28 |
86.29 |
10.99 |
11.5% |
2.12 |
2.2% |
83% |
False |
False |
46,886 |
40 |
97.94 |
86.29 |
11.65 |
12.2% |
1.91 |
2.0% |
78% |
False |
False |
34,584 |
60 |
99.02 |
86.29 |
12.73 |
13.3% |
1.72 |
1.8% |
72% |
False |
False |
27,995 |
80 |
99.98 |
86.29 |
13.69 |
14.3% |
1.58 |
1.7% |
67% |
False |
False |
24,967 |
100 |
99.98 |
86.29 |
13.69 |
14.3% |
1.43 |
1.5% |
67% |
False |
False |
21,022 |
120 |
99.98 |
86.29 |
13.69 |
14.3% |
1.31 |
1.4% |
67% |
False |
False |
18,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.59 |
2.618 |
99.45 |
1.618 |
98.14 |
1.000 |
97.33 |
0.618 |
96.83 |
HIGH |
96.02 |
0.618 |
95.52 |
0.500 |
95.37 |
0.382 |
95.21 |
LOW |
94.71 |
0.618 |
93.90 |
1.000 |
93.40 |
1.618 |
92.59 |
2.618 |
91.28 |
4.250 |
89.14 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.41 |
95.38 |
PP |
95.39 |
95.33 |
S1 |
95.37 |
95.28 |
|