NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 23-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.17 |
93.46 |
-1.71 |
-1.8% |
95.21 |
High |
95.82 |
94.15 |
-1.67 |
-1.7% |
96.31 |
Low |
93.80 |
92.09 |
-1.71 |
-1.8% |
92.04 |
Close |
94.06 |
94.00 |
-0.06 |
-0.1% |
95.88 |
Range |
2.02 |
2.06 |
0.04 |
2.0% |
4.27 |
ATR |
1.79 |
1.81 |
0.02 |
1.1% |
0.00 |
Volume |
15,936 |
17,297 |
1,361 |
8.5% |
93,652 |
|
Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.59 |
98.86 |
95.13 |
|
R3 |
97.53 |
96.80 |
94.57 |
|
R2 |
95.47 |
95.47 |
94.38 |
|
R1 |
94.74 |
94.74 |
94.19 |
95.11 |
PP |
93.41 |
93.41 |
93.41 |
93.60 |
S1 |
92.68 |
92.68 |
93.81 |
93.05 |
S2 |
91.35 |
91.35 |
93.62 |
|
S3 |
89.29 |
90.62 |
93.43 |
|
S4 |
87.23 |
88.56 |
92.87 |
|
|
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 |
92.09 |
4.74 |
5.0% |
1.65 |
1.8% |
40% |
False |
True |
17,043 |
10 |
96.83 |
92.04 |
4.79 |
5.1% |
1.80 |
1.9% |
41% |
False |
False |
18,368 |
20 |
96.83 |
89.65 |
7.18 |
7.6% |
1.80 |
1.9% |
61% |
False |
False |
18,250 |
40 |
97.26 |
86.47 |
10.79 |
11.5% |
1.80 |
1.9% |
70% |
False |
False |
14,662 |
60 |
97.26 |
86.47 |
10.79 |
11.5% |
1.56 |
1.7% |
70% |
False |
False |
12,096 |
80 |
99.41 |
86.47 |
12.94 |
13.8% |
1.43 |
1.5% |
58% |
False |
False |
11,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.91 |
2.618 |
99.54 |
1.618 |
97.48 |
1.000 |
96.21 |
0.618 |
95.42 |
HIGH |
94.15 |
0.618 |
93.36 |
0.500 |
93.12 |
0.382 |
92.88 |
LOW |
92.09 |
0.618 |
90.82 |
1.000 |
90.03 |
1.618 |
88.76 |
2.618 |
86.70 |
4.250 |
83.34 |
|
|
Fisher Pivots for day following 23-May-2013 |
Pivot |
1 day |
3 day |
R1 |
93.71 |
94.29 |
PP |
93.41 |
94.19 |
S1 |
93.12 |
94.10 |
|