NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.22 |
93.09 |
-2.13 |
-2.2% |
96.39 |
High |
95.41 |
94.18 |
-1.23 |
-1.3% |
97.46 |
Low |
93.07 |
91.89 |
-1.18 |
-1.3% |
92.40 |
Close |
93.35 |
93.80 |
0.45 |
0.5% |
94.34 |
Range |
2.34 |
2.29 |
-0.05 |
-2.1% |
5.06 |
ATR |
2.02 |
2.04 |
0.02 |
1.0% |
0.00 |
Volume |
61,648 |
75,801 |
14,153 |
23.0% |
299,009 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.16 |
99.27 |
95.06 |
|
R3 |
97.87 |
96.98 |
94.43 |
|
R2 |
95.58 |
95.58 |
94.22 |
|
R1 |
94.69 |
94.69 |
94.01 |
95.14 |
PP |
93.29 |
93.29 |
93.29 |
93.51 |
S1 |
92.40 |
92.40 |
93.59 |
92.85 |
S2 |
91.00 |
91.00 |
93.38 |
|
S3 |
88.71 |
90.11 |
93.17 |
|
S4 |
86.42 |
87.82 |
92.54 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.91 |
107.19 |
97.12 |
|
R3 |
104.85 |
102.13 |
95.73 |
|
R2 |
99.79 |
99.79 |
95.27 |
|
R1 |
97.07 |
97.07 |
94.80 |
95.90 |
PP |
94.73 |
94.73 |
94.73 |
94.15 |
S1 |
92.01 |
92.01 |
93.88 |
90.84 |
S2 |
89.67 |
89.67 |
93.41 |
|
S3 |
84.61 |
86.95 |
92.95 |
|
S4 |
79.55 |
81.89 |
91.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.09 |
91.89 |
4.20 |
4.5% |
2.15 |
2.3% |
45% |
False |
True |
65,543 |
10 |
97.46 |
91.89 |
5.57 |
5.9% |
2.01 |
2.1% |
34% |
False |
True |
60,258 |
20 |
97.46 |
90.92 |
6.54 |
7.0% |
2.01 |
2.1% |
44% |
False |
False |
63,150 |
40 |
97.46 |
86.29 |
11.17 |
11.9% |
2.07 |
2.2% |
67% |
False |
False |
47,082 |
60 |
97.94 |
86.29 |
11.65 |
12.4% |
1.83 |
1.9% |
64% |
False |
False |
37,327 |
80 |
99.83 |
86.29 |
13.54 |
14.4% |
1.72 |
1.8% |
55% |
False |
False |
31,710 |
100 |
99.98 |
86.29 |
13.69 |
14.6% |
1.57 |
1.7% |
55% |
False |
False |
27,711 |
120 |
99.98 |
86.29 |
13.69 |
14.6% |
1.43 |
1.5% |
55% |
False |
False |
23,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.91 |
2.618 |
100.18 |
1.618 |
97.89 |
1.000 |
96.47 |
0.618 |
95.60 |
HIGH |
94.18 |
0.618 |
93.31 |
0.500 |
93.04 |
0.382 |
92.76 |
LOW |
91.89 |
0.618 |
90.47 |
1.000 |
89.60 |
1.618 |
88.18 |
2.618 |
85.89 |
4.250 |
82.16 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
93.55 |
93.99 |
PP |
93.29 |
93.93 |
S1 |
93.04 |
93.86 |
|