NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 23-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
Open |
94.95 |
93.04 |
-1.91 |
-2.0% |
94.26 |
High |
95.31 |
93.70 |
-1.61 |
-1.7% |
95.91 |
Low |
93.40 |
91.69 |
-1.71 |
-1.8% |
91.80 |
Close |
93.64 |
93.55 |
-0.09 |
-0.1% |
95.40 |
Range |
1.91 |
2.01 |
0.10 |
5.2% |
4.11 |
ATR |
1.70 |
1.72 |
0.02 |
1.3% |
0.00 |
Volume |
9,709 |
10,868 |
1,159 |
11.9% |
50,529 |
|
Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.01 |
98.29 |
94.66 |
|
R3 |
97.00 |
96.28 |
94.10 |
|
R2 |
94.99 |
94.99 |
93.92 |
|
R1 |
94.27 |
94.27 |
93.73 |
94.63 |
PP |
92.98 |
92.98 |
92.98 |
93.16 |
S1 |
92.26 |
92.26 |
93.37 |
92.62 |
S2 |
90.97 |
90.97 |
93.18 |
|
S3 |
88.96 |
90.25 |
93.00 |
|
S4 |
86.95 |
88.24 |
92.44 |
|
|
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 |
91.69 |
4.61 |
4.9% |
1.59 |
1.7% |
40% |
False |
True |
11,056 |
10 |
96.30 |
91.69 |
4.61 |
4.9% |
1.69 |
1.8% |
40% |
False |
True |
10,652 |
20 |
96.30 |
89.26 |
7.04 |
7.5% |
1.70 |
1.8% |
61% |
False |
False |
10,713 |
40 |
96.74 |
85.96 |
10.78 |
11.5% |
1.68 |
1.8% |
70% |
False |
False |
9,032 |
60 |
96.74 |
85.96 |
10.78 |
11.5% |
1.47 |
1.6% |
70% |
False |
False |
7,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.24 |
2.618 |
98.96 |
1.618 |
96.95 |
1.000 |
95.71 |
0.618 |
94.94 |
HIGH |
93.70 |
0.618 |
92.93 |
0.500 |
92.70 |
0.382 |
92.46 |
LOW |
91.69 |
0.618 |
90.45 |
1.000 |
89.68 |
1.618 |
88.44 |
2.618 |
86.43 |
4.250 |
83.15 |
|
|
Fisher Pivots for day following 23-May-2013 |
Pivot |
1 day |
3 day |
R1 |
93.27 |
93.86 |
PP |
92.98 |
93.75 |
S1 |
92.70 |
93.65 |
|