NYMEX Light Sweet Crude Oil Future September 2013
Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
96.74 |
95.67 |
-1.07 |
-1.1% |
95.76 |
High |
97.00 |
96.20 |
-0.80 |
-0.8% |
96.70 |
Low |
95.73 |
94.11 |
-1.62 |
-1.7% |
92.40 |
Close |
96.17 |
94.37 |
-1.80 |
-1.9% |
96.25 |
Range |
1.27 |
2.09 |
0.82 |
64.6% |
4.30 |
ATR |
1.90 |
1.91 |
0.01 |
0.7% |
0.00 |
Volume |
33,121 |
28,581 |
-4,540 |
-13.7% |
183,031 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.16 |
99.86 |
95.52 |
|
R3 |
99.07 |
97.77 |
94.94 |
|
R2 |
96.98 |
96.98 |
94.75 |
|
R1 |
95.68 |
95.68 |
94.56 |
95.29 |
PP |
94.89 |
94.89 |
94.89 |
94.70 |
S1 |
93.59 |
93.59 |
94.18 |
93.20 |
S2 |
92.80 |
92.80 |
93.99 |
|
S3 |
90.71 |
91.50 |
93.80 |
|
S4 |
88.62 |
89.41 |
93.22 |
|
|
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 |
97.28 |
93.49 |
3.79 |
4.0% |
1.81 |
1.9% |
23% |
False |
False |
34,668 |
10 |
97.28 |
92.40 |
4.88 |
5.2% |
1.79 |
1.9% |
40% |
False |
False |
39,416 |
20 |
97.28 |
90.09 |
7.19 |
7.6% |
1.96 |
2.1% |
60% |
False |
False |
37,599 |
40 |
97.66 |
86.26 |
11.40 |
12.1% |
1.91 |
2.0% |
71% |
False |
False |
33,246 |
60 |
97.66 |
86.26 |
11.40 |
12.1% |
1.69 |
1.8% |
71% |
False |
False |
27,460 |
80 |
99.69 |
86.26 |
13.43 |
14.2% |
1.58 |
1.7% |
60% |
False |
False |
25,117 |
100 |
99.69 |
86.26 |
13.43 |
14.2% |
1.45 |
1.5% |
60% |
False |
False |
22,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.08 |
2.618 |
101.67 |
1.618 |
99.58 |
1.000 |
98.29 |
0.618 |
97.49 |
HIGH |
96.20 |
0.618 |
95.40 |
0.500 |
95.16 |
0.382 |
94.91 |
LOW |
94.11 |
0.618 |
92.82 |
1.000 |
92.02 |
1.618 |
90.73 |
2.618 |
88.64 |
4.250 |
85.23 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.16 |
95.70 |
PP |
94.89 |
95.25 |
S1 |
94.63 |
94.81 |
|