NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.00 |
95.68 |
0.68 |
0.7% |
95.21 |
| High |
96.31 |
96.83 |
0.52 |
0.5% |
96.31 |
| Low |
94.98 |
95.15 |
0.17 |
0.2% |
92.04 |
| Close |
95.88 |
96.44 |
0.56 |
0.6% |
95.88 |
| Range |
1.33 |
1.68 |
0.35 |
26.3% |
4.27 |
| ATR |
1.83 |
1.82 |
-0.01 |
-0.6% |
0.00 |
| Volume |
18,312 |
17,190 |
-1,122 |
-6.1% |
93,652 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.18 |
100.49 |
97.36 |
|
| R3 |
99.50 |
98.81 |
96.90 |
|
| R2 |
97.82 |
97.82 |
96.75 |
|
| R1 |
97.13 |
97.13 |
96.59 |
97.48 |
| PP |
96.14 |
96.14 |
96.14 |
96.31 |
| S1 |
95.45 |
95.45 |
96.29 |
95.80 |
| S2 |
94.46 |
94.46 |
96.13 |
|
| S3 |
92.78 |
93.77 |
95.98 |
|
| S4 |
91.10 |
92.09 |
95.52 |
|
|
| 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 |
96.83 |
92.04 |
4.79 |
5.0% |
1.79 |
1.9% |
92% |
True |
False |
17,489 |
| 10 |
96.83 |
92.04 |
4.79 |
5.0% |
1.61 |
1.7% |
92% |
True |
False |
19,375 |
| 20 |
96.83 |
88.13 |
8.70 |
9.0% |
1.84 |
1.9% |
96% |
True |
False |
17,531 |
| 40 |
97.26 |
86.47 |
10.79 |
11.2% |
1.76 |
1.8% |
92% |
False |
False |
14,214 |
| 60 |
97.26 |
86.47 |
10.79 |
11.2% |
1.53 |
1.6% |
92% |
False |
False |
11,498 |
| 80 |
99.41 |
86.47 |
12.94 |
13.4% |
1.39 |
1.4% |
77% |
False |
False |
10,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.97 |
|
2.618 |
101.23 |
|
1.618 |
99.55 |
|
1.000 |
98.51 |
|
0.618 |
97.87 |
|
HIGH |
96.83 |
|
0.618 |
96.19 |
|
0.500 |
95.99 |
|
0.382 |
95.79 |
|
LOW |
95.15 |
|
0.618 |
94.11 |
|
1.000 |
93.47 |
|
1.618 |
92.43 |
|
2.618 |
90.75 |
|
4.250 |
88.01 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.29 |
95.97 |
| PP |
96.14 |
95.50 |
| S1 |
95.99 |
95.03 |
|