NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
93.50 |
94.58 |
1.08 |
1.2% |
94.26 |
High |
94.95 |
95.91 |
0.96 |
1.0% |
95.91 |
Low |
93.02 |
94.44 |
1.42 |
1.5% |
91.80 |
Close |
94.67 |
95.40 |
0.73 |
0.8% |
95.40 |
Range |
1.93 |
1.47 |
-0.46 |
-23.8% |
4.11 |
ATR |
1.77 |
1.75 |
-0.02 |
-1.2% |
0.00 |
Volume |
10,075 |
10,037 |
-38 |
-0.4% |
50,529 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.66 |
99.00 |
96.21 |
|
R3 |
98.19 |
97.53 |
95.80 |
|
R2 |
96.72 |
96.72 |
95.67 |
|
R1 |
96.06 |
96.06 |
95.53 |
96.39 |
PP |
95.25 |
95.25 |
95.25 |
95.42 |
S1 |
94.59 |
94.59 |
95.27 |
94.92 |
S2 |
93.78 |
93.78 |
95.13 |
|
S3 |
92.31 |
93.12 |
95.00 |
|
S4 |
90.84 |
91.65 |
94.59 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.70 |
105.16 |
97.66 |
|
R3 |
102.59 |
101.05 |
96.53 |
|
R2 |
98.48 |
98.48 |
96.15 |
|
R1 |
96.94 |
96.94 |
95.78 |
97.71 |
PP |
94.37 |
94.37 |
94.37 |
94.76 |
S1 |
92.83 |
92.83 |
95.02 |
93.60 |
S2 |
90.26 |
90.26 |
94.65 |
|
S3 |
86.15 |
88.72 |
94.27 |
|
S4 |
82.04 |
84.61 |
93.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.91 |
91.80 |
4.11 |
4.3% |
1.59 |
1.7% |
88% |
True |
False |
10,105 |
10 |
95.99 |
91.80 |
4.19 |
4.4% |
1.53 |
1.6% |
86% |
False |
False |
10,570 |
20 |
95.99 |
87.54 |
8.45 |
8.9% |
1.76 |
1.8% |
93% |
False |
False |
9,796 |
40 |
96.74 |
85.96 |
10.78 |
11.3% |
1.64 |
1.7% |
88% |
False |
False |
8,441 |
60 |
96.74 |
85.96 |
10.78 |
11.3% |
1.42 |
1.5% |
88% |
False |
False |
7,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.16 |
2.618 |
99.76 |
1.618 |
98.29 |
1.000 |
97.38 |
0.618 |
96.82 |
HIGH |
95.91 |
0.618 |
95.35 |
0.500 |
95.18 |
0.382 |
95.00 |
LOW |
94.44 |
0.618 |
93.53 |
1.000 |
92.97 |
1.618 |
92.06 |
2.618 |
90.59 |
4.250 |
88.19 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.33 |
94.89 |
PP |
95.25 |
94.37 |
S1 |
95.18 |
93.86 |
|