NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.31 |
94.28 |
-0.03 |
0.0% |
95.42 |
| High |
94.61 |
95.78 |
1.17 |
1.2% |
97.00 |
| Low |
92.40 |
93.49 |
1.09 |
1.2% |
93.53 |
| Close |
94.49 |
95.42 |
0.93 |
1.0% |
96.03 |
| Range |
2.21 |
2.29 |
0.08 |
3.6% |
3.47 |
| ATR |
1.97 |
1.99 |
0.02 |
1.2% |
0.00 |
| Volume |
36,943 |
34,002 |
-2,941 |
-8.0% |
229,394 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.77 |
100.88 |
96.68 |
|
| R3 |
99.48 |
98.59 |
96.05 |
|
| R2 |
97.19 |
97.19 |
95.84 |
|
| R1 |
96.30 |
96.30 |
95.63 |
96.75 |
| PP |
94.90 |
94.90 |
94.90 |
95.12 |
| S1 |
94.01 |
94.01 |
95.21 |
94.46 |
| S2 |
92.61 |
92.61 |
95.00 |
|
| S3 |
90.32 |
91.72 |
94.79 |
|
| S4 |
88.03 |
89.43 |
94.16 |
|
|
| 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 |
96.16 |
92.40 |
3.76 |
3.9% |
2.00 |
2.1% |
80% |
False |
False |
38,197 |
| 10 |
97.00 |
92.40 |
4.60 |
4.8% |
1.81 |
1.9% |
66% |
False |
False |
40,648 |
| 20 |
97.00 |
88.06 |
8.94 |
9.4% |
1.94 |
2.0% |
82% |
False |
False |
36,733 |
| 40 |
97.66 |
86.26 |
11.40 |
11.9% |
1.88 |
2.0% |
80% |
False |
False |
31,491 |
| 60 |
97.66 |
86.26 |
11.40 |
11.9% |
1.67 |
1.8% |
80% |
False |
False |
25,978 |
| 80 |
99.69 |
86.26 |
13.43 |
14.1% |
1.55 |
1.6% |
68% |
False |
False |
24,115 |
| 100 |
99.69 |
86.26 |
13.43 |
14.1% |
1.42 |
1.5% |
68% |
False |
False |
20,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.51 |
|
2.618 |
101.78 |
|
1.618 |
99.49 |
|
1.000 |
98.07 |
|
0.618 |
97.20 |
|
HIGH |
95.78 |
|
0.618 |
94.91 |
|
0.500 |
94.64 |
|
0.382 |
94.36 |
|
LOW |
93.49 |
|
0.618 |
92.07 |
|
1.000 |
91.20 |
|
1.618 |
89.78 |
|
2.618 |
87.49 |
|
4.250 |
83.76 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.16 |
94.98 |
| PP |
94.90 |
94.53 |
| S1 |
94.64 |
94.09 |
|