NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.30 |
94.26 |
-1.04 |
-1.1% |
95.81 |
High |
95.30 |
94.76 |
-0.54 |
-0.6% |
95.99 |
Low |
92.78 |
93.74 |
0.96 |
1.0% |
92.78 |
Close |
95.16 |
94.35 |
-0.81 |
-0.9% |
95.16 |
Range |
2.52 |
1.02 |
-1.50 |
-59.5% |
3.21 |
ATR |
1.78 |
1.75 |
-0.03 |
-1.4% |
0.00 |
Volume |
10,745 |
13,058 |
2,313 |
21.5% |
55,173 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.34 |
96.87 |
94.91 |
|
R3 |
96.32 |
95.85 |
94.63 |
|
R2 |
95.30 |
95.30 |
94.54 |
|
R1 |
94.83 |
94.83 |
94.44 |
95.07 |
PP |
94.28 |
94.28 |
94.28 |
94.40 |
S1 |
93.81 |
93.81 |
94.26 |
94.05 |
S2 |
93.26 |
93.26 |
94.16 |
|
S3 |
92.24 |
92.79 |
94.07 |
|
S4 |
91.22 |
91.77 |
93.79 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.27 |
102.93 |
96.93 |
|
R3 |
101.06 |
99.72 |
96.04 |
|
R2 |
97.85 |
97.85 |
95.75 |
|
R1 |
96.51 |
96.51 |
95.45 |
95.58 |
PP |
94.64 |
94.64 |
94.64 |
94.18 |
S1 |
93.30 |
93.30 |
94.87 |
92.37 |
S2 |
91.43 |
91.43 |
94.57 |
|
S3 |
88.22 |
90.09 |
94.28 |
|
S4 |
85.01 |
86.88 |
93.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.59 |
92.78 |
2.81 |
3.0% |
1.29 |
1.4% |
56% |
False |
False |
11,533 |
10 |
95.99 |
89.26 |
6.73 |
7.1% |
1.76 |
1.9% |
76% |
False |
False |
11,163 |
20 |
95.99 |
85.96 |
10.03 |
10.6% |
1.79 |
1.9% |
84% |
False |
False |
9,701 |
40 |
96.74 |
85.96 |
10.78 |
11.4% |
1.60 |
1.7% |
78% |
False |
False |
7,991 |
60 |
98.23 |
85.96 |
12.27 |
13.0% |
1.39 |
1.5% |
68% |
False |
False |
6,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.10 |
2.618 |
97.43 |
1.618 |
96.41 |
1.000 |
95.78 |
0.618 |
95.39 |
HIGH |
94.76 |
0.618 |
94.37 |
0.500 |
94.25 |
0.382 |
94.13 |
LOW |
93.74 |
0.618 |
93.11 |
1.000 |
92.72 |
1.618 |
92.09 |
2.618 |
91.07 |
4.250 |
89.41 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
94.32 |
94.30 |
PP |
94.28 |
94.24 |
S1 |
94.25 |
94.19 |
|