NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
93.46 |
93.61 |
0.15 |
0.2% |
95.68 |
High |
94.15 |
94.07 |
-0.08 |
-0.1% |
96.83 |
Low |
92.09 |
92.88 |
0.79 |
0.9% |
92.09 |
Close |
94.00 |
93.98 |
-0.02 |
0.0% |
93.98 |
Range |
2.06 |
1.19 |
-0.87 |
-42.2% |
4.74 |
ATR |
1.81 |
1.76 |
-0.04 |
-2.4% |
0.00 |
Volume |
17,297 |
22,324 |
5,027 |
29.1% |
89,229 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.21 |
96.79 |
94.63 |
|
R3 |
96.02 |
95.60 |
94.31 |
|
R2 |
94.83 |
94.83 |
94.20 |
|
R1 |
94.41 |
94.41 |
94.09 |
94.62 |
PP |
93.64 |
93.64 |
93.64 |
93.75 |
S1 |
93.22 |
93.22 |
93.87 |
93.43 |
S2 |
92.45 |
92.45 |
93.76 |
|
S3 |
91.26 |
92.03 |
93.65 |
|
S4 |
90.07 |
90.84 |
93.33 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.52 |
105.99 |
96.59 |
|
R3 |
103.78 |
101.25 |
95.28 |
|
R2 |
99.04 |
99.04 |
94.85 |
|
R1 |
96.51 |
96.51 |
94.41 |
95.41 |
PP |
94.30 |
94.30 |
94.30 |
93.75 |
S1 |
91.77 |
91.77 |
93.55 |
90.67 |
S2 |
89.56 |
89.56 |
93.11 |
|
S3 |
84.82 |
87.03 |
92.68 |
|
S4 |
80.08 |
82.29 |
91.37 |
|
|
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% |
1.62 |
1.7% |
40% |
False |
False |
17,845 |
10 |
96.83 |
92.04 |
4.79 |
5.1% |
1.65 |
1.8% |
41% |
False |
False |
18,288 |
20 |
96.83 |
89.65 |
7.18 |
7.6% |
1.79 |
1.9% |
60% |
False |
False |
18,409 |
40 |
97.26 |
86.47 |
10.79 |
11.5% |
1.80 |
1.9% |
70% |
False |
False |
14,975 |
60 |
97.26 |
86.47 |
10.79 |
11.5% |
1.56 |
1.7% |
70% |
False |
False |
12,357 |
80 |
99.41 |
86.47 |
12.94 |
13.8% |
1.44 |
1.5% |
58% |
False |
False |
11,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.13 |
2.618 |
97.19 |
1.618 |
96.00 |
1.000 |
95.26 |
0.618 |
94.81 |
HIGH |
94.07 |
0.618 |
93.62 |
0.500 |
93.48 |
0.382 |
93.33 |
LOW |
92.88 |
0.618 |
92.14 |
1.000 |
91.69 |
1.618 |
90.95 |
2.618 |
89.76 |
4.250 |
87.82 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
93.81 |
93.97 |
PP |
93.64 |
93.96 |
S1 |
93.48 |
93.96 |
|