NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
96.02 |
95.24 |
-0.78 |
-0.8% |
95.77 |
High |
96.02 |
95.92 |
-0.10 |
-0.1% |
97.28 |
Low |
94.71 |
94.20 |
-0.51 |
-0.5% |
93.68 |
Close |
95.43 |
94.55 |
-0.88 |
-0.9% |
96.28 |
Range |
1.31 |
1.72 |
0.41 |
31.3% |
3.60 |
ATR |
2.03 |
2.01 |
-0.02 |
-1.1% |
0.00 |
Volume |
85,455 |
57,221 |
-28,234 |
-33.0% |
340,819 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.05 |
99.02 |
95.50 |
|
R3 |
98.33 |
97.30 |
95.02 |
|
R2 |
96.61 |
96.61 |
94.87 |
|
R1 |
95.58 |
95.58 |
94.71 |
95.24 |
PP |
94.89 |
94.89 |
94.89 |
94.72 |
S1 |
93.86 |
93.86 |
94.39 |
93.52 |
S2 |
93.17 |
93.17 |
94.23 |
|
S3 |
91.45 |
92.14 |
94.08 |
|
S4 |
89.73 |
90.42 |
93.60 |
|
|
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% |
1.70 |
1.8% |
27% |
False |
False |
69,916 |
10 |
97.28 |
90.29 |
6.99 |
7.4% |
2.09 |
2.2% |
61% |
False |
False |
65,096 |
20 |
97.28 |
86.29 |
10.99 |
11.6% |
2.07 |
2.2% |
75% |
False |
False |
48,244 |
40 |
97.94 |
86.29 |
11.65 |
12.3% |
1.91 |
2.0% |
71% |
False |
False |
35,575 |
60 |
98.65 |
86.29 |
12.36 |
13.1% |
1.72 |
1.8% |
67% |
False |
False |
28,677 |
80 |
99.98 |
86.29 |
13.69 |
14.5% |
1.58 |
1.7% |
60% |
False |
False |
25,553 |
100 |
99.98 |
86.29 |
13.69 |
14.5% |
1.44 |
1.5% |
60% |
False |
False |
21,569 |
120 |
99.98 |
86.29 |
13.69 |
14.5% |
1.32 |
1.4% |
60% |
False |
False |
18,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.23 |
2.618 |
100.42 |
1.618 |
98.70 |
1.000 |
97.64 |
0.618 |
96.98 |
HIGH |
95.92 |
0.618 |
95.26 |
0.500 |
95.06 |
0.382 |
94.86 |
LOW |
94.20 |
0.618 |
93.14 |
1.000 |
92.48 |
1.618 |
91.42 |
2.618 |
89.70 |
4.250 |
86.89 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.06 |
95.08 |
PP |
94.89 |
94.90 |
S1 |
94.72 |
94.73 |
|