NYMEX Light Sweet Crude Oil Future September 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 |
96.15 |
95.76 |
-0.39 |
-0.4% |
95.42 |
| High |
96.16 |
95.76 |
-0.40 |
-0.4% |
97.00 |
| Low |
93.53 |
94.55 |
1.02 |
1.1% |
93.53 |
| Close |
96.03 |
95.20 |
-0.83 |
-0.9% |
96.03 |
| Range |
2.63 |
1.21 |
-1.42 |
-54.0% |
3.47 |
| ATR |
2.01 |
1.97 |
-0.04 |
-1.9% |
0.00 |
| Volume |
49,068 |
43,090 |
-5,978 |
-12.2% |
229,394 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.80 |
98.21 |
95.87 |
|
| R3 |
97.59 |
97.00 |
95.53 |
|
| R2 |
96.38 |
96.38 |
95.42 |
|
| R1 |
95.79 |
95.79 |
95.31 |
95.48 |
| PP |
95.17 |
95.17 |
95.17 |
95.02 |
| S1 |
94.58 |
94.58 |
95.09 |
94.27 |
| S2 |
93.96 |
93.96 |
94.98 |
|
| S3 |
92.75 |
93.37 |
94.87 |
|
| S4 |
91.54 |
92.16 |
94.53 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.93 |
104.45 |
97.94 |
|
| R3 |
102.46 |
100.98 |
96.98 |
|
| R2 |
98.99 |
98.99 |
96.67 |
|
| R1 |
97.51 |
97.51 |
96.35 |
98.25 |
| PP |
95.52 |
95.52 |
95.52 |
95.89 |
| S1 |
94.04 |
94.04 |
95.71 |
94.78 |
| S2 |
92.05 |
92.05 |
95.39 |
|
| S3 |
88.58 |
90.57 |
95.08 |
|
| S4 |
85.11 |
87.10 |
94.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.59 |
93.53 |
3.06 |
3.2% |
1.52 |
1.6% |
55% |
False |
False |
46,289 |
| 10 |
97.00 |
90.09 |
6.91 |
7.3% |
2.01 |
2.1% |
74% |
False |
False |
41,809 |
| 20 |
97.00 |
86.26 |
10.74 |
11.3% |
2.05 |
2.2% |
83% |
False |
False |
36,963 |
| 40 |
97.66 |
86.26 |
11.40 |
12.0% |
1.85 |
1.9% |
78% |
False |
False |
30,255 |
| 60 |
99.21 |
86.26 |
12.95 |
13.6% |
1.67 |
1.7% |
69% |
False |
False |
25,013 |
| 80 |
99.69 |
86.26 |
13.43 |
14.1% |
1.50 |
1.6% |
67% |
False |
False |
23,364 |
| 100 |
99.69 |
86.26 |
13.43 |
14.1% |
1.39 |
1.5% |
67% |
False |
False |
20,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.90 |
|
2.618 |
98.93 |
|
1.618 |
97.72 |
|
1.000 |
96.97 |
|
0.618 |
96.51 |
|
HIGH |
95.76 |
|
0.618 |
95.30 |
|
0.500 |
95.16 |
|
0.382 |
95.01 |
|
LOW |
94.55 |
|
0.618 |
93.80 |
|
1.000 |
93.34 |
|
1.618 |
92.59 |
|
2.618 |
91.38 |
|
4.250 |
89.41 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.19 |
95.15 |
| PP |
95.17 |
95.10 |
| S1 |
95.16 |
95.05 |
|