NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
93.15 |
93.38 |
0.23 |
0.2% |
93.24 |
High |
93.94 |
93.38 |
-0.56 |
-0.6% |
95.75 |
Low |
91.76 |
91.74 |
-0.02 |
0.0% |
91.74 |
Close |
93.57 |
92.12 |
-1.45 |
-1.5% |
92.12 |
Range |
2.18 |
1.64 |
-0.54 |
-24.8% |
4.01 |
ATR |
1.87 |
1.87 |
0.00 |
-0.1% |
0.00 |
Volume |
24,466 |
21,323 |
-3,143 |
-12.8% |
73,117 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.33 |
96.37 |
93.02 |
|
R3 |
95.69 |
94.73 |
92.57 |
|
R2 |
94.05 |
94.05 |
92.42 |
|
R1 |
93.09 |
93.09 |
92.27 |
92.75 |
PP |
92.41 |
92.41 |
92.41 |
92.25 |
S1 |
91.45 |
91.45 |
91.97 |
91.11 |
S2 |
90.77 |
90.77 |
91.82 |
|
S3 |
89.13 |
89.81 |
91.67 |
|
S4 |
87.49 |
88.17 |
91.22 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.23 |
102.69 |
94.33 |
|
R3 |
101.22 |
98.68 |
93.22 |
|
R2 |
97.21 |
97.21 |
92.86 |
|
R1 |
94.67 |
94.67 |
92.49 |
93.94 |
PP |
93.20 |
93.20 |
93.20 |
92.84 |
S1 |
90.66 |
90.66 |
91.75 |
89.93 |
S2 |
89.19 |
89.19 |
91.38 |
|
S3 |
85.18 |
86.65 |
91.02 |
|
S4 |
81.17 |
82.64 |
89.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.75 |
91.74 |
4.01 |
4.4% |
1.95 |
2.1% |
9% |
False |
True |
19,088 |
10 |
96.83 |
91.74 |
5.09 |
5.5% |
1.80 |
2.0% |
7% |
False |
True |
18,065 |
20 |
96.83 |
91.74 |
5.09 |
5.5% |
1.75 |
1.9% |
7% |
False |
True |
18,996 |
40 |
96.83 |
86.47 |
10.36 |
11.2% |
1.84 |
2.0% |
55% |
False |
False |
15,985 |
60 |
97.26 |
86.47 |
10.79 |
11.7% |
1.65 |
1.8% |
52% |
False |
False |
13,221 |
80 |
99.41 |
86.47 |
12.94 |
14.0% |
1.52 |
1.6% |
44% |
False |
False |
11,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.35 |
2.618 |
97.67 |
1.618 |
96.03 |
1.000 |
95.02 |
0.618 |
94.39 |
HIGH |
93.38 |
0.618 |
92.75 |
0.500 |
92.56 |
0.382 |
92.37 |
LOW |
91.74 |
0.618 |
90.73 |
1.000 |
90.10 |
1.618 |
89.09 |
2.618 |
87.45 |
4.250 |
84.77 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
92.56 |
93.41 |
PP |
92.41 |
92.98 |
S1 |
92.27 |
92.55 |
|