NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
93.53 |
93.50 |
-0.03 |
0.0% |
95.81 |
High |
93.92 |
94.95 |
1.03 |
1.1% |
95.99 |
Low |
91.80 |
93.02 |
1.22 |
1.3% |
92.78 |
Close |
93.79 |
94.67 |
0.88 |
0.9% |
95.16 |
Range |
2.12 |
1.93 |
-0.19 |
-9.0% |
3.21 |
ATR |
1.76 |
1.77 |
0.01 |
0.7% |
0.00 |
Volume |
8,741 |
10,075 |
1,334 |
15.3% |
55,173 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.00 |
99.27 |
95.73 |
|
R3 |
98.07 |
97.34 |
95.20 |
|
R2 |
96.14 |
96.14 |
95.02 |
|
R1 |
95.41 |
95.41 |
94.85 |
95.78 |
PP |
94.21 |
94.21 |
94.21 |
94.40 |
S1 |
93.48 |
93.48 |
94.49 |
93.85 |
S2 |
92.28 |
92.28 |
94.32 |
|
S3 |
90.35 |
91.55 |
94.14 |
|
S4 |
88.42 |
89.62 |
93.61 |
|
|
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 |
95.30 |
91.80 |
3.50 |
3.7% |
1.80 |
1.9% |
82% |
False |
False |
10,247 |
10 |
95.99 |
91.80 |
4.19 |
4.4% |
1.59 |
1.7% |
68% |
False |
False |
10,748 |
20 |
95.99 |
87.50 |
8.49 |
9.0% |
1.72 |
1.8% |
84% |
False |
False |
9,653 |
40 |
96.74 |
85.96 |
10.78 |
11.4% |
1.63 |
1.7% |
81% |
False |
False |
8,293 |
60 |
96.74 |
85.96 |
10.78 |
11.4% |
1.40 |
1.5% |
81% |
False |
False |
7,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.15 |
2.618 |
100.00 |
1.618 |
98.07 |
1.000 |
96.88 |
0.618 |
96.14 |
HIGH |
94.95 |
0.618 |
94.21 |
0.500 |
93.99 |
0.382 |
93.76 |
LOW |
93.02 |
0.618 |
91.83 |
1.000 |
91.09 |
1.618 |
89.90 |
2.618 |
87.97 |
4.250 |
84.82 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
94.44 |
94.24 |
PP |
94.21 |
93.81 |
S1 |
93.99 |
93.38 |
|