NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
94.58 |
94.87 |
0.29 |
0.3% |
94.26 |
High |
95.91 |
96.30 |
0.39 |
0.4% |
95.91 |
Low |
94.44 |
94.78 |
0.34 |
0.4% |
91.80 |
Close |
95.40 |
95.92 |
0.52 |
0.5% |
95.40 |
Range |
1.47 |
1.52 |
0.05 |
3.4% |
4.11 |
ATR |
1.75 |
1.73 |
-0.02 |
-0.9% |
0.00 |
Volume |
10,037 |
12,679 |
2,642 |
26.3% |
50,529 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.23 |
99.59 |
96.76 |
|
R3 |
98.71 |
98.07 |
96.34 |
|
R2 |
97.19 |
97.19 |
96.20 |
|
R1 |
96.55 |
96.55 |
96.06 |
96.87 |
PP |
95.67 |
95.67 |
95.67 |
95.83 |
S1 |
95.03 |
95.03 |
95.78 |
95.35 |
S2 |
94.15 |
94.15 |
95.64 |
|
S3 |
92.63 |
93.51 |
95.50 |
|
S4 |
91.11 |
91.99 |
95.08 |
|
|
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 |
96.30 |
91.80 |
4.50 |
4.7% |
1.69 |
1.8% |
92% |
True |
False |
10,030 |
10 |
96.30 |
91.80 |
4.50 |
4.7% |
1.49 |
1.6% |
92% |
True |
False |
10,781 |
20 |
96.30 |
87.81 |
8.49 |
8.9% |
1.75 |
1.8% |
96% |
True |
False |
10,282 |
40 |
96.74 |
85.96 |
10.78 |
11.2% |
1.65 |
1.7% |
92% |
False |
False |
8,692 |
60 |
96.74 |
85.96 |
10.78 |
11.2% |
1.43 |
1.5% |
92% |
False |
False |
7,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.76 |
2.618 |
100.28 |
1.618 |
98.76 |
1.000 |
97.82 |
0.618 |
97.24 |
HIGH |
96.30 |
0.618 |
95.72 |
0.500 |
95.54 |
0.382 |
95.36 |
LOW |
94.78 |
0.618 |
93.84 |
1.000 |
93.26 |
1.618 |
92.32 |
2.618 |
90.80 |
4.250 |
88.32 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.79 |
95.50 |
PP |
95.67 |
95.08 |
S1 |
95.54 |
94.66 |
|