NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
93.58 |
95.00 |
1.42 |
1.5% |
95.21 |
High |
95.47 |
96.31 |
0.84 |
0.9% |
96.31 |
Low |
93.22 |
94.98 |
1.76 |
1.9% |
92.04 |
Close |
95.09 |
95.88 |
0.79 |
0.8% |
95.88 |
Range |
2.25 |
1.33 |
-0.92 |
-40.9% |
4.27 |
ATR |
1.87 |
1.83 |
-0.04 |
-2.1% |
0.00 |
Volume |
20,319 |
18,312 |
-2,007 |
-9.9% |
93,652 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.71 |
99.13 |
96.61 |
|
R3 |
98.38 |
97.80 |
96.25 |
|
R2 |
97.05 |
97.05 |
96.12 |
|
R1 |
96.47 |
96.47 |
96.00 |
96.76 |
PP |
95.72 |
95.72 |
95.72 |
95.87 |
S1 |
95.14 |
95.14 |
95.76 |
95.43 |
S2 |
94.39 |
94.39 |
95.64 |
|
S3 |
93.06 |
93.81 |
95.51 |
|
S4 |
91.73 |
92.48 |
95.15 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.55 |
105.99 |
98.23 |
|
R3 |
103.28 |
101.72 |
97.05 |
|
R2 |
99.01 |
99.01 |
96.66 |
|
R1 |
97.45 |
97.45 |
96.27 |
98.23 |
PP |
94.74 |
94.74 |
94.74 |
95.14 |
S1 |
93.18 |
93.18 |
95.49 |
93.96 |
S2 |
90.47 |
90.47 |
95.10 |
|
S3 |
86.20 |
88.91 |
94.71 |
|
S4 |
81.93 |
84.64 |
93.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.31 |
92.04 |
4.27 |
4.5% |
1.67 |
1.7% |
90% |
True |
False |
18,730 |
10 |
96.48 |
92.04 |
4.44 |
4.6% |
1.63 |
1.7% |
86% |
False |
False |
19,842 |
20 |
96.48 |
87.95 |
8.53 |
8.9% |
1.83 |
1.9% |
93% |
False |
False |
16,955 |
40 |
97.26 |
86.47 |
10.79 |
11.3% |
1.74 |
1.8% |
87% |
False |
False |
13,905 |
60 |
97.26 |
86.47 |
10.79 |
11.3% |
1.52 |
1.6% |
87% |
False |
False |
11,319 |
80 |
99.41 |
86.47 |
12.94 |
13.5% |
1.38 |
1.4% |
73% |
False |
False |
10,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.96 |
2.618 |
99.79 |
1.618 |
98.46 |
1.000 |
97.64 |
0.618 |
97.13 |
HIGH |
96.31 |
0.618 |
95.80 |
0.500 |
95.65 |
0.382 |
95.49 |
LOW |
94.98 |
0.618 |
94.16 |
1.000 |
93.65 |
1.618 |
92.83 |
2.618 |
91.50 |
4.250 |
89.33 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.80 |
95.31 |
PP |
95.72 |
94.74 |
S1 |
95.65 |
94.18 |
|