NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.34 |
94.31 |
-1.03 |
-1.1% |
95.42 |
| High |
95.66 |
94.61 |
-1.05 |
-1.1% |
97.00 |
| Low |
94.02 |
92.40 |
-1.62 |
-1.7% |
93.53 |
| Close |
94.37 |
94.49 |
0.12 |
0.1% |
96.03 |
| Range |
1.64 |
2.21 |
0.57 |
34.8% |
3.47 |
| ATR |
1.95 |
1.97 |
0.02 |
1.0% |
0.00 |
| Volume |
27,884 |
36,943 |
9,059 |
32.5% |
229,394 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.46 |
99.69 |
95.71 |
|
| R3 |
98.25 |
97.48 |
95.10 |
|
| R2 |
96.04 |
96.04 |
94.90 |
|
| R1 |
95.27 |
95.27 |
94.69 |
95.66 |
| PP |
93.83 |
93.83 |
93.83 |
94.03 |
| S1 |
93.06 |
93.06 |
94.29 |
93.45 |
| S2 |
91.62 |
91.62 |
94.08 |
|
| S3 |
89.41 |
90.85 |
93.88 |
|
| S4 |
87.20 |
88.64 |
93.27 |
|
|
| 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 |
96.57 |
92.40 |
4.17 |
4.4% |
1.78 |
1.9% |
50% |
False |
True |
44,164 |
| 10 |
97.00 |
90.59 |
6.41 |
6.8% |
1.93 |
2.0% |
61% |
False |
False |
41,786 |
| 20 |
97.00 |
86.26 |
10.74 |
11.4% |
1.96 |
2.1% |
77% |
False |
False |
36,568 |
| 40 |
97.66 |
86.26 |
11.40 |
12.1% |
1.85 |
2.0% |
72% |
False |
False |
31,073 |
| 60 |
98.45 |
86.26 |
12.19 |
12.9% |
1.68 |
1.8% |
68% |
False |
False |
25,601 |
| 80 |
99.69 |
86.26 |
13.43 |
14.2% |
1.53 |
1.6% |
61% |
False |
False |
23,809 |
| 100 |
99.69 |
86.26 |
13.43 |
14.2% |
1.41 |
1.5% |
61% |
False |
False |
20,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.00 |
|
2.618 |
100.40 |
|
1.618 |
98.19 |
|
1.000 |
96.82 |
|
0.618 |
95.98 |
|
HIGH |
94.61 |
|
0.618 |
93.77 |
|
0.500 |
93.51 |
|
0.382 |
93.24 |
|
LOW |
92.40 |
|
0.618 |
91.03 |
|
1.000 |
90.19 |
|
1.618 |
88.82 |
|
2.618 |
86.61 |
|
4.250 |
83.01 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.16 |
94.35 |
| PP |
93.83 |
94.22 |
| S1 |
93.51 |
94.08 |
|