NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.26 |
94.35 |
0.09 |
0.1% |
95.81 |
| High |
94.76 |
94.79 |
0.03 |
0.0% |
95.99 |
| Low |
93.74 |
93.38 |
-0.36 |
-0.4% |
92.78 |
| Close |
94.35 |
93.63 |
-0.72 |
-0.8% |
95.16 |
| Range |
1.02 |
1.41 |
0.39 |
38.2% |
3.21 |
| ATR |
1.75 |
1.73 |
-0.02 |
-1.4% |
0.00 |
| Volume |
13,058 |
8,618 |
-4,440 |
-34.0% |
55,173 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.16 |
97.31 |
94.41 |
|
| R3 |
96.75 |
95.90 |
94.02 |
|
| R2 |
95.34 |
95.34 |
93.89 |
|
| R1 |
94.49 |
94.49 |
93.76 |
94.21 |
| PP |
93.93 |
93.93 |
93.93 |
93.80 |
| S1 |
93.08 |
93.08 |
93.50 |
92.80 |
| S2 |
92.52 |
92.52 |
93.37 |
|
| S3 |
91.11 |
91.67 |
93.24 |
|
| S4 |
89.70 |
90.26 |
92.85 |
|
|
| 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% |
1.44 |
1.5% |
30% |
False |
False |
10,903 |
| 10 |
95.99 |
89.26 |
6.73 |
7.2% |
1.76 |
1.9% |
65% |
False |
False |
11,309 |
| 20 |
95.99 |
85.96 |
10.03 |
10.7% |
1.76 |
1.9% |
76% |
False |
False |
9,568 |
| 40 |
96.74 |
85.96 |
10.78 |
11.5% |
1.59 |
1.7% |
71% |
False |
False |
8,117 |
| 60 |
98.02 |
85.96 |
12.06 |
12.9% |
1.40 |
1.5% |
64% |
False |
False |
6,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.78 |
|
2.618 |
98.48 |
|
1.618 |
97.07 |
|
1.000 |
96.20 |
|
0.618 |
95.66 |
|
HIGH |
94.79 |
|
0.618 |
94.25 |
|
0.500 |
94.09 |
|
0.382 |
93.92 |
|
LOW |
93.38 |
|
0.618 |
92.51 |
|
1.000 |
91.97 |
|
1.618 |
91.10 |
|
2.618 |
89.69 |
|
4.250 |
87.39 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.09 |
94.04 |
| PP |
93.93 |
93.90 |
| S1 |
93.78 |
93.77 |
|