NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.20 |
94.18 |
-1.02 |
-1.1% |
95.00 |
| High |
95.20 |
94.29 |
-0.91 |
-1.0% |
96.48 |
| Low |
93.75 |
92.04 |
-1.71 |
-1.8% |
93.10 |
| Close |
94.02 |
94.17 |
0.15 |
0.2% |
95.63 |
| Range |
1.45 |
2.25 |
0.80 |
55.2% |
3.38 |
| ATR |
1.81 |
1.84 |
0.03 |
1.8% |
0.00 |
| Volume |
15,507 |
16,120 |
613 |
4.0% |
104,772 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.25 |
99.46 |
95.41 |
|
| R3 |
98.00 |
97.21 |
94.79 |
|
| R2 |
95.75 |
95.75 |
94.58 |
|
| R1 |
94.96 |
94.96 |
94.38 |
94.23 |
| PP |
93.50 |
93.50 |
93.50 |
93.14 |
| S1 |
92.71 |
92.71 |
93.96 |
91.98 |
| S2 |
91.25 |
91.25 |
93.76 |
|
| S3 |
89.00 |
90.46 |
93.55 |
|
| S4 |
86.75 |
88.21 |
92.93 |
|
|
| 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 |
96.08 |
92.04 |
4.04 |
4.3% |
1.72 |
1.8% |
53% |
False |
True |
20,743 |
| 10 |
96.48 |
90.50 |
5.98 |
6.4% |
1.80 |
1.9% |
61% |
False |
False |
20,065 |
| 20 |
96.48 |
86.64 |
9.84 |
10.4% |
1.78 |
1.9% |
77% |
False |
False |
16,312 |
| 40 |
97.26 |
86.47 |
10.79 |
11.5% |
1.71 |
1.8% |
71% |
False |
False |
13,247 |
| 60 |
98.31 |
86.47 |
11.84 |
12.6% |
1.53 |
1.6% |
65% |
False |
False |
10,889 |
| 80 |
99.41 |
86.47 |
12.94 |
13.7% |
1.35 |
1.4% |
60% |
False |
False |
10,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.85 |
|
2.618 |
100.18 |
|
1.618 |
97.93 |
|
1.000 |
96.54 |
|
0.618 |
95.68 |
|
HIGH |
94.29 |
|
0.618 |
93.43 |
|
0.500 |
93.17 |
|
0.382 |
92.90 |
|
LOW |
92.04 |
|
0.618 |
90.65 |
|
1.000 |
89.79 |
|
1.618 |
88.40 |
|
2.618 |
86.15 |
|
4.250 |
82.48 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.84 |
94.00 |
| PP |
93.50 |
93.82 |
| S1 |
93.17 |
93.65 |
|