NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.78 |
95.21 |
-0.57 |
-0.6% |
95.00 |
High |
95.78 |
95.25 |
-0.53 |
-0.6% |
96.48 |
Low |
93.10 |
94.16 |
1.06 |
1.1% |
93.10 |
Close |
95.63 |
94.81 |
-0.82 |
-0.9% |
95.63 |
Range |
2.68 |
1.09 |
-1.59 |
-59.3% |
3.38 |
ATR |
1.86 |
1.83 |
-0.03 |
-1.5% |
0.00 |
Volume |
23,128 |
23,394 |
266 |
1.2% |
104,772 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.01 |
97.50 |
95.41 |
|
R3 |
96.92 |
96.41 |
95.11 |
|
R2 |
95.83 |
95.83 |
95.01 |
|
R1 |
95.32 |
95.32 |
94.91 |
95.03 |
PP |
94.74 |
94.74 |
94.74 |
94.60 |
S1 |
94.23 |
94.23 |
94.71 |
93.94 |
S2 |
93.65 |
93.65 |
94.61 |
|
S3 |
92.56 |
93.14 |
94.51 |
|
S4 |
91.47 |
92.05 |
94.21 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.21 |
103.80 |
97.49 |
|
R3 |
101.83 |
100.42 |
96.56 |
|
R2 |
98.45 |
98.45 |
96.25 |
|
R1 |
97.04 |
97.04 |
95.94 |
97.75 |
PP |
95.07 |
95.07 |
95.07 |
95.42 |
S1 |
93.66 |
93.66 |
95.32 |
94.37 |
S2 |
91.69 |
91.69 |
95.01 |
|
S3 |
88.31 |
90.28 |
94.70 |
|
S4 |
84.93 |
86.90 |
93.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.11 |
93.10 |
3.01 |
3.2% |
1.43 |
1.5% |
57% |
False |
False |
21,261 |
10 |
96.48 |
89.65 |
6.83 |
7.2% |
1.89 |
2.0% |
76% |
False |
False |
19,674 |
20 |
96.48 |
86.47 |
10.01 |
10.6% |
1.86 |
2.0% |
83% |
False |
False |
16,374 |
40 |
97.26 |
86.47 |
10.79 |
11.4% |
1.71 |
1.8% |
77% |
False |
False |
12,803 |
60 |
98.53 |
86.47 |
12.06 |
12.7% |
1.51 |
1.6% |
69% |
False |
False |
10,542 |
80 |
99.41 |
86.47 |
12.94 |
13.6% |
1.33 |
1.4% |
64% |
False |
False |
9,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.88 |
2.618 |
98.10 |
1.618 |
97.01 |
1.000 |
96.34 |
0.618 |
95.92 |
HIGH |
95.25 |
0.618 |
94.83 |
0.500 |
94.71 |
0.382 |
94.58 |
LOW |
94.16 |
0.618 |
93.49 |
1.000 |
93.07 |
1.618 |
92.40 |
2.618 |
91.31 |
4.250 |
89.53 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
94.78 |
94.74 |
PP |
94.74 |
94.66 |
S1 |
94.71 |
94.59 |
|