NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
94.18 |
93.58 |
-0.60 |
-0.6% |
95.00 |
High |
94.29 |
95.47 |
1.18 |
1.3% |
96.48 |
Low |
92.04 |
93.22 |
1.18 |
1.3% |
93.10 |
Close |
94.17 |
95.09 |
0.92 |
1.0% |
95.63 |
Range |
2.25 |
2.25 |
0.00 |
0.0% |
3.38 |
ATR |
1.84 |
1.87 |
0.03 |
1.6% |
0.00 |
Volume |
16,120 |
20,319 |
4,199 |
26.0% |
104,772 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.34 |
100.47 |
96.33 |
|
R3 |
99.09 |
98.22 |
95.71 |
|
R2 |
96.84 |
96.84 |
95.50 |
|
R1 |
95.97 |
95.97 |
95.30 |
96.41 |
PP |
94.59 |
94.59 |
94.59 |
94.81 |
S1 |
93.72 |
93.72 |
94.88 |
94.16 |
S2 |
92.34 |
92.34 |
94.68 |
|
S3 |
90.09 |
91.47 |
94.47 |
|
S4 |
87.84 |
89.22 |
93.85 |
|
|
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 |
95.78 |
92.04 |
3.74 |
3.9% |
1.94 |
2.0% |
82% |
False |
False |
19,693 |
10 |
96.48 |
92.04 |
4.44 |
4.7% |
1.71 |
1.8% |
69% |
False |
False |
19,926 |
20 |
96.48 |
87.85 |
8.63 |
9.1% |
1.80 |
1.9% |
84% |
False |
False |
16,602 |
40 |
97.26 |
86.47 |
10.79 |
11.3% |
1.74 |
1.8% |
80% |
False |
False |
13,579 |
60 |
97.26 |
86.47 |
10.79 |
11.3% |
1.53 |
1.6% |
80% |
False |
False |
11,112 |
80 |
99.41 |
86.47 |
12.94 |
13.6% |
1.37 |
1.4% |
67% |
False |
False |
10,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.03 |
2.618 |
101.36 |
1.618 |
99.11 |
1.000 |
97.72 |
0.618 |
96.86 |
HIGH |
95.47 |
0.618 |
94.61 |
0.500 |
94.35 |
0.382 |
94.08 |
LOW |
93.22 |
0.618 |
91.83 |
1.000 |
90.97 |
1.618 |
89.58 |
2.618 |
87.33 |
4.250 |
83.66 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
94.84 |
94.65 |
PP |
94.59 |
94.20 |
S1 |
94.35 |
93.76 |
|