NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.68 |
96.40 |
0.72 |
0.8% |
95.21 |
High |
96.83 |
96.48 |
-0.35 |
-0.4% |
96.31 |
Low |
95.15 |
95.34 |
0.19 |
0.2% |
92.04 |
Close |
96.44 |
95.78 |
-0.66 |
-0.7% |
95.88 |
Range |
1.68 |
1.14 |
-0.54 |
-32.1% |
4.27 |
ATR |
1.82 |
1.77 |
-0.05 |
-2.7% |
0.00 |
Volume |
17,190 |
16,482 |
-708 |
-4.1% |
93,652 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.29 |
98.67 |
96.41 |
|
R3 |
98.15 |
97.53 |
96.09 |
|
R2 |
97.01 |
97.01 |
95.99 |
|
R1 |
96.39 |
96.39 |
95.88 |
96.13 |
PP |
95.87 |
95.87 |
95.87 |
95.74 |
S1 |
95.25 |
95.25 |
95.68 |
94.99 |
S2 |
94.73 |
94.73 |
95.57 |
|
S3 |
93.59 |
94.11 |
95.47 |
|
S4 |
92.45 |
92.97 |
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 |
96.83 |
92.04 |
4.79 |
5.0% |
1.73 |
1.8% |
78% |
False |
False |
17,684 |
10 |
96.83 |
92.04 |
4.79 |
5.0% |
1.62 |
1.7% |
78% |
False |
False |
18,875 |
20 |
96.83 |
89.40 |
7.43 |
7.8% |
1.83 |
1.9% |
86% |
False |
False |
17,980 |
40 |
97.26 |
86.47 |
10.79 |
11.3% |
1.76 |
1.8% |
86% |
False |
False |
14,452 |
60 |
97.26 |
86.47 |
10.79 |
11.3% |
1.53 |
1.6% |
86% |
False |
False |
11,712 |
80 |
99.41 |
86.47 |
12.94 |
13.5% |
1.39 |
1.5% |
72% |
False |
False |
10,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.33 |
2.618 |
99.46 |
1.618 |
98.32 |
1.000 |
97.62 |
0.618 |
97.18 |
HIGH |
96.48 |
0.618 |
96.04 |
0.500 |
95.91 |
0.382 |
95.78 |
LOW |
95.34 |
0.618 |
94.64 |
1.000 |
94.20 |
1.618 |
93.50 |
2.618 |
92.36 |
4.250 |
90.50 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.91 |
95.91 |
PP |
95.87 |
95.86 |
S1 |
95.82 |
95.82 |
|