NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
94.87 |
95.80 |
0.93 |
1.0% |
94.26 |
High |
96.30 |
96.02 |
-0.28 |
-0.3% |
95.91 |
Low |
94.78 |
94.99 |
0.21 |
0.2% |
91.80 |
Close |
95.92 |
95.29 |
-0.63 |
-0.7% |
95.40 |
Range |
1.52 |
1.03 |
-0.49 |
-32.2% |
4.11 |
ATR |
1.73 |
1.68 |
-0.05 |
-2.9% |
0.00 |
Volume |
12,679 |
11,991 |
-688 |
-5.4% |
50,529 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.52 |
97.94 |
95.86 |
|
R3 |
97.49 |
96.91 |
95.57 |
|
R2 |
96.46 |
96.46 |
95.48 |
|
R1 |
95.88 |
95.88 |
95.38 |
95.66 |
PP |
95.43 |
95.43 |
95.43 |
95.32 |
S1 |
94.85 |
94.85 |
95.20 |
94.63 |
S2 |
94.40 |
94.40 |
95.10 |
|
S3 |
93.37 |
93.82 |
95.01 |
|
S4 |
92.34 |
92.79 |
94.72 |
|
|
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% |
1.61 |
1.7% |
78% |
False |
False |
10,704 |
10 |
96.30 |
91.80 |
4.50 |
4.7% |
1.53 |
1.6% |
78% |
False |
False |
10,804 |
20 |
96.30 |
89.15 |
7.15 |
7.5% |
1.73 |
1.8% |
86% |
False |
False |
10,596 |
40 |
96.74 |
85.96 |
10.78 |
11.3% |
1.64 |
1.7% |
87% |
False |
False |
8,887 |
60 |
96.74 |
85.96 |
10.78 |
11.3% |
1.44 |
1.5% |
87% |
False |
False |
7,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.40 |
2.618 |
98.72 |
1.618 |
97.69 |
1.000 |
97.05 |
0.618 |
96.66 |
HIGH |
96.02 |
0.618 |
95.63 |
0.500 |
95.51 |
0.382 |
95.38 |
LOW |
94.99 |
0.618 |
94.35 |
1.000 |
93.96 |
1.618 |
93.32 |
2.618 |
92.29 |
4.250 |
90.61 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.51 |
95.37 |
PP |
95.43 |
95.34 |
S1 |
95.36 |
95.32 |
|