NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.21 |
95.20 |
-0.01 |
0.0% |
95.00 |
| High |
95.25 |
95.20 |
-0.05 |
-0.1% |
96.48 |
| Low |
94.16 |
93.75 |
-0.41 |
-0.4% |
93.10 |
| Close |
94.81 |
94.02 |
-0.79 |
-0.8% |
95.63 |
| Range |
1.09 |
1.45 |
0.36 |
33.0% |
3.38 |
| ATR |
1.83 |
1.81 |
-0.03 |
-1.5% |
0.00 |
| Volume |
23,394 |
15,507 |
-7,887 |
-33.7% |
104,772 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.67 |
97.80 |
94.82 |
|
| R3 |
97.22 |
96.35 |
94.42 |
|
| R2 |
95.77 |
95.77 |
94.29 |
|
| R1 |
94.90 |
94.90 |
94.15 |
94.61 |
| PP |
94.32 |
94.32 |
94.32 |
94.18 |
| S1 |
93.45 |
93.45 |
93.89 |
93.16 |
| S2 |
92.87 |
92.87 |
93.75 |
|
| S3 |
91.42 |
92.00 |
93.62 |
|
| S4 |
89.97 |
90.55 |
93.22 |
|
|
| 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% |
1.50 |
1.6% |
31% |
False |
False |
20,066 |
| 10 |
96.48 |
89.65 |
6.83 |
7.3% |
1.87 |
2.0% |
64% |
False |
False |
19,908 |
| 20 |
96.48 |
86.47 |
10.01 |
10.6% |
1.81 |
1.9% |
75% |
False |
False |
16,134 |
| 40 |
97.26 |
86.47 |
10.79 |
11.5% |
1.70 |
1.8% |
70% |
False |
False |
13,025 |
| 60 |
98.31 |
86.47 |
11.84 |
12.6% |
1.51 |
1.6% |
64% |
False |
False |
10,721 |
| 80 |
99.41 |
86.47 |
12.94 |
13.8% |
1.33 |
1.4% |
58% |
False |
False |
10,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.36 |
|
2.618 |
99.00 |
|
1.618 |
97.55 |
|
1.000 |
96.65 |
|
0.618 |
96.10 |
|
HIGH |
95.20 |
|
0.618 |
94.65 |
|
0.500 |
94.48 |
|
0.382 |
94.30 |
|
LOW |
93.75 |
|
0.618 |
92.85 |
|
1.000 |
92.30 |
|
1.618 |
91.40 |
|
2.618 |
89.95 |
|
4.250 |
87.59 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.48 |
94.44 |
| PP |
94.32 |
94.30 |
| S1 |
94.17 |
94.16 |
|