NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.80 |
94.95 |
-0.85 |
-0.9% |
94.26 |
High |
96.02 |
95.31 |
-0.71 |
-0.7% |
95.91 |
Low |
94.99 |
93.40 |
-1.59 |
-1.7% |
91.80 |
Close |
95.29 |
93.64 |
-1.65 |
-1.7% |
95.40 |
Range |
1.03 |
1.91 |
0.88 |
85.4% |
4.11 |
ATR |
1.68 |
1.70 |
0.02 |
1.0% |
0.00 |
Volume |
11,991 |
9,709 |
-2,282 |
-19.0% |
50,529 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.85 |
98.65 |
94.69 |
|
R3 |
97.94 |
96.74 |
94.17 |
|
R2 |
96.03 |
96.03 |
93.99 |
|
R1 |
94.83 |
94.83 |
93.82 |
94.48 |
PP |
94.12 |
94.12 |
94.12 |
93.94 |
S1 |
92.92 |
92.92 |
93.46 |
92.57 |
S2 |
92.21 |
92.21 |
93.29 |
|
S3 |
90.30 |
91.01 |
93.11 |
|
S4 |
88.39 |
89.10 |
92.59 |
|
|
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 |
96.30 |
93.02 |
3.28 |
3.5% |
1.57 |
1.7% |
19% |
False |
False |
10,898 |
10 |
96.30 |
91.80 |
4.50 |
4.8% |
1.60 |
1.7% |
41% |
False |
False |
10,926 |
20 |
96.30 |
89.26 |
7.04 |
7.5% |
1.72 |
1.8% |
62% |
False |
False |
10,542 |
40 |
96.74 |
85.96 |
10.78 |
11.5% |
1.66 |
1.8% |
71% |
False |
False |
8,939 |
60 |
96.74 |
85.96 |
10.78 |
11.5% |
1.45 |
1.5% |
71% |
False |
False |
7,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.43 |
2.618 |
100.31 |
1.618 |
98.40 |
1.000 |
97.22 |
0.618 |
96.49 |
HIGH |
95.31 |
0.618 |
94.58 |
0.500 |
94.36 |
0.382 |
94.13 |
LOW |
93.40 |
0.618 |
92.22 |
1.000 |
91.49 |
1.618 |
90.31 |
2.618 |
88.40 |
4.250 |
85.28 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
94.36 |
94.85 |
PP |
94.12 |
94.45 |
S1 |
93.88 |
94.04 |
|