NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
94.28 |
95.36 |
1.08 |
1.1% |
95.76 |
High |
95.78 |
96.70 |
0.92 |
1.0% |
96.70 |
Low |
93.49 |
95.09 |
1.60 |
1.7% |
92.40 |
Close |
95.42 |
96.25 |
0.83 |
0.9% |
96.25 |
Range |
2.29 |
1.61 |
-0.68 |
-29.7% |
4.30 |
ATR |
1.99 |
1.96 |
-0.03 |
-1.4% |
0.00 |
Volume |
34,002 |
41,112 |
7,110 |
20.9% |
183,031 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.84 |
100.16 |
97.14 |
|
R3 |
99.23 |
98.55 |
96.69 |
|
R2 |
97.62 |
97.62 |
96.55 |
|
R1 |
96.94 |
96.94 |
96.40 |
97.28 |
PP |
96.01 |
96.01 |
96.01 |
96.19 |
S1 |
95.33 |
95.33 |
96.10 |
95.67 |
S2 |
94.40 |
94.40 |
95.95 |
|
S3 |
92.79 |
93.72 |
95.81 |
|
S4 |
91.18 |
92.11 |
95.36 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.02 |
106.43 |
98.62 |
|
R3 |
103.72 |
102.13 |
97.43 |
|
R2 |
99.42 |
99.42 |
97.04 |
|
R1 |
97.83 |
97.83 |
96.64 |
98.63 |
PP |
95.12 |
95.12 |
95.12 |
95.51 |
S1 |
93.53 |
93.53 |
95.86 |
94.33 |
S2 |
90.82 |
90.82 |
95.46 |
|
S3 |
86.52 |
89.23 |
95.07 |
|
S4 |
82.22 |
84.93 |
93.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.70 |
92.40 |
4.30 |
4.5% |
1.79 |
1.9% |
90% |
True |
False |
36,606 |
10 |
97.00 |
92.40 |
4.60 |
4.8% |
1.74 |
1.8% |
84% |
False |
False |
41,242 |
20 |
97.00 |
88.06 |
8.94 |
9.3% |
1.97 |
2.0% |
92% |
False |
False |
36,970 |
40 |
97.66 |
86.26 |
11.40 |
11.8% |
1.89 |
2.0% |
88% |
False |
False |
32,125 |
60 |
97.66 |
86.26 |
11.40 |
11.8% |
1.67 |
1.7% |
88% |
False |
False |
26,437 |
80 |
99.69 |
86.26 |
13.43 |
14.0% |
1.56 |
1.6% |
74% |
False |
False |
24,491 |
100 |
99.69 |
86.26 |
13.43 |
14.0% |
1.42 |
1.5% |
74% |
False |
False |
21,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.54 |
2.618 |
100.91 |
1.618 |
99.30 |
1.000 |
98.31 |
0.618 |
97.69 |
HIGH |
96.70 |
0.618 |
96.08 |
0.500 |
95.90 |
0.382 |
95.71 |
LOW |
95.09 |
0.618 |
94.10 |
1.000 |
93.48 |
1.618 |
92.49 |
2.618 |
90.88 |
4.250 |
88.25 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
96.13 |
95.68 |
PP |
96.01 |
95.12 |
S1 |
95.90 |
94.55 |
|