NYMEX Light Sweet Crude Oil Future September 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 |
95.76 |
95.34 |
-0.42 |
-0.4% |
95.42 |
| High |
95.76 |
95.66 |
-0.10 |
-0.1% |
97.00 |
| Low |
94.55 |
94.02 |
-0.53 |
-0.6% |
93.53 |
| Close |
95.20 |
94.37 |
-0.83 |
-0.9% |
96.03 |
| Range |
1.21 |
1.64 |
0.43 |
35.5% |
3.47 |
| ATR |
1.97 |
1.95 |
-0.02 |
-1.2% |
0.00 |
| Volume |
43,090 |
27,884 |
-15,206 |
-35.3% |
229,394 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.60 |
98.63 |
95.27 |
|
| R3 |
97.96 |
96.99 |
94.82 |
|
| R2 |
96.32 |
96.32 |
94.67 |
|
| R1 |
95.35 |
95.35 |
94.52 |
95.02 |
| PP |
94.68 |
94.68 |
94.68 |
94.52 |
| S1 |
93.71 |
93.71 |
94.22 |
93.38 |
| S2 |
93.04 |
93.04 |
94.07 |
|
| S3 |
91.40 |
92.07 |
93.92 |
|
| S4 |
89.76 |
90.43 |
93.47 |
|
|
| 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% |
1.61 |
1.7% |
27% |
False |
False |
43,614 |
| 10 |
97.00 |
90.09 |
6.91 |
7.3% |
2.00 |
2.1% |
62% |
False |
False |
41,848 |
| 20 |
97.00 |
86.26 |
10.74 |
11.4% |
2.00 |
2.1% |
76% |
False |
False |
36,526 |
| 40 |
97.66 |
86.26 |
11.40 |
12.1% |
1.84 |
2.0% |
71% |
False |
False |
30,500 |
| 60 |
98.45 |
86.26 |
12.19 |
12.9% |
1.66 |
1.8% |
67% |
False |
False |
25,232 |
| 80 |
99.69 |
86.26 |
13.43 |
14.2% |
1.51 |
1.6% |
60% |
False |
False |
23,523 |
| 100 |
99.69 |
86.26 |
13.43 |
14.2% |
1.40 |
1.5% |
60% |
False |
False |
20,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.63 |
|
2.618 |
99.95 |
|
1.618 |
98.31 |
|
1.000 |
97.30 |
|
0.618 |
96.67 |
|
HIGH |
95.66 |
|
0.618 |
95.03 |
|
0.500 |
94.84 |
|
0.382 |
94.65 |
|
LOW |
94.02 |
|
0.618 |
93.01 |
|
1.000 |
92.38 |
|
1.618 |
91.37 |
|
2.618 |
89.73 |
|
4.250 |
87.05 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.84 |
94.85 |
| PP |
94.68 |
94.69 |
| S1 |
94.53 |
94.53 |
|