NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.62 |
93.15 |
-1.47 |
-1.6% |
95.68 |
| High |
95.08 |
93.94 |
-1.14 |
-1.2% |
96.83 |
| Low |
92.86 |
91.76 |
-1.10 |
-1.2% |
92.09 |
| Close |
93.15 |
93.57 |
0.42 |
0.5% |
93.98 |
| Range |
2.22 |
2.18 |
-0.04 |
-1.8% |
4.74 |
| ATR |
1.84 |
1.87 |
0.02 |
1.3% |
0.00 |
| Volume |
15,534 |
24,466 |
8,932 |
57.5% |
89,229 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.63 |
98.78 |
94.77 |
|
| R3 |
97.45 |
96.60 |
94.17 |
|
| R2 |
95.27 |
95.27 |
93.97 |
|
| R1 |
94.42 |
94.42 |
93.77 |
94.85 |
| PP |
93.09 |
93.09 |
93.09 |
93.30 |
| S1 |
92.24 |
92.24 |
93.37 |
92.67 |
| S2 |
90.91 |
90.91 |
93.17 |
|
| S3 |
88.73 |
90.06 |
92.97 |
|
| S4 |
86.55 |
87.88 |
92.37 |
|
|
| 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 |
95.75 |
91.76 |
3.99 |
4.3% |
2.03 |
2.2% |
45% |
False |
True |
18,283 |
| 10 |
96.83 |
91.76 |
5.07 |
5.4% |
1.86 |
2.0% |
36% |
False |
True |
17,965 |
| 20 |
96.83 |
90.50 |
6.33 |
6.8% |
1.83 |
2.0% |
48% |
False |
False |
19,015 |
| 40 |
96.83 |
86.47 |
10.36 |
11.1% |
1.85 |
2.0% |
69% |
False |
False |
15,657 |
| 60 |
97.26 |
86.47 |
10.79 |
11.5% |
1.63 |
1.7% |
66% |
False |
False |
13,004 |
| 80 |
99.41 |
86.47 |
12.94 |
13.8% |
1.50 |
1.6% |
55% |
False |
False |
11,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.21 |
|
2.618 |
99.65 |
|
1.618 |
97.47 |
|
1.000 |
96.12 |
|
0.618 |
95.29 |
|
HIGH |
93.94 |
|
0.618 |
93.11 |
|
0.500 |
92.85 |
|
0.382 |
92.59 |
|
LOW |
91.76 |
|
0.618 |
90.41 |
|
1.000 |
89.58 |
|
1.618 |
88.23 |
|
2.618 |
86.05 |
|
4.250 |
82.50 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.33 |
93.76 |
| PP |
93.09 |
93.69 |
| S1 |
92.85 |
93.63 |
|