NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
93.04 |
93.45 |
0.41 |
0.4% |
94.87 |
High |
93.70 |
93.60 |
-0.10 |
-0.1% |
96.30 |
Low |
91.69 |
92.46 |
0.77 |
0.8% |
91.69 |
Close |
93.55 |
93.55 |
0.00 |
0.0% |
93.55 |
Range |
2.01 |
1.14 |
-0.87 |
-43.3% |
4.61 |
ATR |
1.72 |
1.68 |
-0.04 |
-2.4% |
0.00 |
Volume |
10,868 |
13,086 |
2,218 |
20.4% |
58,333 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.62 |
96.23 |
94.18 |
|
R3 |
95.48 |
95.09 |
93.86 |
|
R2 |
94.34 |
94.34 |
93.76 |
|
R1 |
93.95 |
93.95 |
93.65 |
94.15 |
PP |
93.20 |
93.20 |
93.20 |
93.30 |
S1 |
92.81 |
92.81 |
93.45 |
93.01 |
S2 |
92.06 |
92.06 |
93.34 |
|
S3 |
90.92 |
91.67 |
93.24 |
|
S4 |
89.78 |
90.53 |
92.92 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.68 |
105.22 |
96.09 |
|
R3 |
103.07 |
100.61 |
94.82 |
|
R2 |
98.46 |
98.46 |
94.40 |
|
R1 |
96.00 |
96.00 |
93.97 |
94.93 |
PP |
93.85 |
93.85 |
93.85 |
93.31 |
S1 |
91.39 |
91.39 |
93.13 |
90.32 |
S2 |
89.24 |
89.24 |
92.70 |
|
S3 |
84.63 |
86.78 |
92.28 |
|
S4 |
80.02 |
82.17 |
91.01 |
|
|
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% |
1.52 |
1.6% |
40% |
False |
False |
11,666 |
10 |
96.30 |
91.69 |
4.61 |
4.9% |
1.56 |
1.7% |
40% |
False |
False |
10,886 |
20 |
96.30 |
89.26 |
7.04 |
7.5% |
1.69 |
1.8% |
61% |
False |
False |
10,808 |
40 |
96.74 |
85.96 |
10.78 |
11.5% |
1.69 |
1.8% |
70% |
False |
False |
9,212 |
60 |
96.74 |
85.96 |
10.78 |
11.5% |
1.47 |
1.6% |
70% |
False |
False |
7,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.45 |
2.618 |
96.58 |
1.618 |
95.44 |
1.000 |
94.74 |
0.618 |
94.30 |
HIGH |
93.60 |
0.618 |
93.16 |
0.500 |
93.03 |
0.382 |
92.90 |
LOW |
92.46 |
0.618 |
91.76 |
1.000 |
91.32 |
1.618 |
90.62 |
2.618 |
89.48 |
4.250 |
87.62 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
93.38 |
93.53 |
PP |
93.20 |
93.52 |
S1 |
93.03 |
93.50 |
|