NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
96.03 |
94.35 |
-1.68 |
-1.7% |
96.02 |
| High |
96.32 |
94.60 |
-1.72 |
-1.8% |
96.86 |
| Low |
94.19 |
92.40 |
-1.79 |
-1.9% |
92.48 |
| Close |
94.46 |
94.42 |
-0.04 |
0.0% |
96.41 |
| Range |
2.13 |
2.20 |
0.07 |
3.3% |
4.38 |
| ATR |
1.98 |
2.00 |
0.02 |
0.8% |
0.00 |
| Volume |
58,978 |
76,818 |
17,840 |
30.2% |
323,528 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.41 |
99.61 |
95.63 |
|
| R3 |
98.21 |
97.41 |
95.03 |
|
| R2 |
96.01 |
96.01 |
94.82 |
|
| R1 |
95.21 |
95.21 |
94.62 |
95.61 |
| PP |
93.81 |
93.81 |
93.81 |
94.01 |
| S1 |
93.01 |
93.01 |
94.22 |
93.41 |
| S2 |
91.61 |
91.61 |
94.02 |
|
| S3 |
89.41 |
90.81 |
93.82 |
|
| S4 |
87.21 |
88.61 |
93.21 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.39 |
106.78 |
98.82 |
|
| R3 |
104.01 |
102.40 |
97.61 |
|
| R2 |
99.63 |
99.63 |
97.21 |
|
| R1 |
98.02 |
98.02 |
96.81 |
98.83 |
| PP |
95.25 |
95.25 |
95.25 |
95.65 |
| S1 |
93.64 |
93.64 |
96.01 |
94.45 |
| S2 |
90.87 |
90.87 |
95.61 |
|
| S3 |
86.49 |
89.26 |
95.21 |
|
| S4 |
82.11 |
84.88 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.46 |
92.40 |
5.06 |
5.4% |
1.85 |
2.0% |
40% |
False |
True |
59,365 |
| 10 |
97.46 |
92.40 |
5.06 |
5.4% |
1.97 |
2.1% |
40% |
False |
True |
62,709 |
| 20 |
97.46 |
90.29 |
7.17 |
7.6% |
2.00 |
2.1% |
58% |
False |
False |
57,942 |
| 40 |
97.94 |
86.29 |
11.65 |
12.3% |
2.01 |
2.1% |
70% |
False |
False |
42,785 |
| 60 |
97.94 |
86.29 |
11.65 |
12.3% |
1.77 |
1.9% |
70% |
False |
False |
34,077 |
| 80 |
99.98 |
86.29 |
13.69 |
14.5% |
1.67 |
1.8% |
59% |
False |
False |
29,531 |
| 100 |
99.98 |
86.29 |
13.69 |
14.5% |
1.53 |
1.6% |
59% |
False |
False |
25,421 |
| 120 |
99.98 |
86.29 |
13.69 |
14.5% |
1.39 |
1.5% |
59% |
False |
False |
21,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.95 |
|
2.618 |
100.36 |
|
1.618 |
98.16 |
|
1.000 |
96.80 |
|
0.618 |
95.96 |
|
HIGH |
94.60 |
|
0.618 |
93.76 |
|
0.500 |
93.50 |
|
0.382 |
93.24 |
|
LOW |
92.40 |
|
0.618 |
91.04 |
|
1.000 |
90.20 |
|
1.618 |
88.84 |
|
2.618 |
86.64 |
|
4.250 |
83.05 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.11 |
94.84 |
| PP |
93.81 |
94.70 |
| S1 |
93.50 |
94.56 |
|