NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
94.35 |
93.53 |
-0.82 |
-0.9% |
95.81 |
High |
94.79 |
93.92 |
-0.87 |
-0.9% |
95.99 |
Low |
93.38 |
91.80 |
-1.58 |
-1.7% |
92.78 |
Close |
93.63 |
93.79 |
0.16 |
0.2% |
95.16 |
Range |
1.41 |
2.12 |
0.71 |
50.4% |
3.21 |
ATR |
1.73 |
1.76 |
0.03 |
1.6% |
0.00 |
Volume |
8,618 |
8,741 |
123 |
1.4% |
55,173 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.53 |
98.78 |
94.96 |
|
R3 |
97.41 |
96.66 |
94.37 |
|
R2 |
95.29 |
95.29 |
94.18 |
|
R1 |
94.54 |
94.54 |
93.98 |
94.92 |
PP |
93.17 |
93.17 |
93.17 |
93.36 |
S1 |
92.42 |
92.42 |
93.60 |
92.80 |
S2 |
91.05 |
91.05 |
93.40 |
|
S3 |
88.93 |
90.30 |
93.21 |
|
S4 |
86.81 |
88.18 |
92.62 |
|
|
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 |
91.80 |
3.79 |
4.0% |
1.63 |
1.7% |
53% |
False |
True |
10,954 |
10 |
95.99 |
90.19 |
5.80 |
6.2% |
1.70 |
1.8% |
62% |
False |
False |
11,205 |
20 |
95.99 |
85.96 |
10.03 |
10.7% |
1.73 |
1.8% |
78% |
False |
False |
9,532 |
40 |
96.74 |
85.96 |
10.78 |
11.5% |
1.60 |
1.7% |
73% |
False |
False |
8,191 |
60 |
98.02 |
85.96 |
12.06 |
12.9% |
1.41 |
1.5% |
65% |
False |
False |
7,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.93 |
2.618 |
99.47 |
1.618 |
97.35 |
1.000 |
96.04 |
0.618 |
95.23 |
HIGH |
93.92 |
0.618 |
93.11 |
0.500 |
92.86 |
0.382 |
92.61 |
LOW |
91.80 |
0.618 |
90.49 |
1.000 |
89.68 |
1.618 |
88.37 |
2.618 |
86.25 |
4.250 |
82.79 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
93.48 |
93.63 |
PP |
93.17 |
93.46 |
S1 |
92.86 |
93.30 |
|