NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
96.40 |
95.17 |
-1.23 |
-1.3% |
95.21 |
High |
96.48 |
95.82 |
-0.66 |
-0.7% |
96.31 |
Low |
95.34 |
93.80 |
-1.54 |
-1.6% |
92.04 |
Close |
95.78 |
94.06 |
-1.72 |
-1.8% |
95.88 |
Range |
1.14 |
2.02 |
0.88 |
77.2% |
4.27 |
ATR |
1.77 |
1.79 |
0.02 |
1.0% |
0.00 |
Volume |
16,482 |
15,936 |
-546 |
-3.3% |
93,652 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.62 |
99.36 |
95.17 |
|
R3 |
98.60 |
97.34 |
94.62 |
|
R2 |
96.58 |
96.58 |
94.43 |
|
R1 |
95.32 |
95.32 |
94.25 |
94.94 |
PP |
94.56 |
94.56 |
94.56 |
94.37 |
S1 |
93.30 |
93.30 |
93.87 |
92.92 |
S2 |
92.54 |
92.54 |
93.69 |
|
S3 |
90.52 |
91.28 |
93.50 |
|
S4 |
88.50 |
89.26 |
92.95 |
|
|
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 |
93.22 |
3.61 |
3.8% |
1.68 |
1.8% |
23% |
False |
False |
17,647 |
10 |
96.83 |
92.04 |
4.79 |
5.1% |
1.70 |
1.8% |
42% |
False |
False |
19,195 |
20 |
96.83 |
89.65 |
7.18 |
7.6% |
1.82 |
1.9% |
61% |
False |
False |
17,947 |
40 |
97.26 |
86.47 |
10.79 |
11.5% |
1.77 |
1.9% |
70% |
False |
False |
14,568 |
60 |
97.26 |
86.47 |
10.79 |
11.5% |
1.54 |
1.6% |
70% |
False |
False |
11,914 |
80 |
99.41 |
86.47 |
12.94 |
13.8% |
1.41 |
1.5% |
59% |
False |
False |
10,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.41 |
2.618 |
101.11 |
1.618 |
99.09 |
1.000 |
97.84 |
0.618 |
97.07 |
HIGH |
95.82 |
0.618 |
95.05 |
0.500 |
94.81 |
0.382 |
94.57 |
LOW |
93.80 |
0.618 |
92.55 |
1.000 |
91.78 |
1.618 |
90.53 |
2.618 |
88.51 |
4.250 |
85.22 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
94.81 |
95.32 |
PP |
94.56 |
94.90 |
S1 |
94.31 |
94.48 |
|