NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
93.45 |
92.91 |
-0.54 |
-0.6% |
94.87 |
High |
93.60 |
95.27 |
1.67 |
1.8% |
96.30 |
Low |
92.46 |
92.82 |
0.36 |
0.4% |
91.69 |
Close |
93.55 |
94.44 |
0.89 |
1.0% |
93.55 |
Range |
1.14 |
2.45 |
1.31 |
114.9% |
4.61 |
ATR |
1.68 |
1.73 |
0.06 |
3.3% |
0.00 |
Volume |
13,086 |
9,452 |
-3,634 |
-27.8% |
58,333 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.53 |
100.43 |
95.79 |
|
R3 |
99.08 |
97.98 |
95.11 |
|
R2 |
96.63 |
96.63 |
94.89 |
|
R1 |
95.53 |
95.53 |
94.66 |
96.08 |
PP |
94.18 |
94.18 |
94.18 |
94.45 |
S1 |
93.08 |
93.08 |
94.22 |
93.63 |
S2 |
91.73 |
91.73 |
93.99 |
|
S3 |
89.28 |
90.63 |
93.77 |
|
S4 |
86.83 |
88.18 |
93.09 |
|
|
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 |
96.02 |
91.69 |
4.33 |
4.6% |
1.71 |
1.8% |
64% |
False |
False |
11,021 |
10 |
96.30 |
91.69 |
4.61 |
4.9% |
1.70 |
1.8% |
60% |
False |
False |
10,525 |
20 |
96.30 |
89.26 |
7.04 |
7.5% |
1.73 |
1.8% |
74% |
False |
False |
10,844 |
40 |
96.74 |
85.96 |
10.78 |
11.4% |
1.73 |
1.8% |
79% |
False |
False |
9,351 |
60 |
96.74 |
85.96 |
10.78 |
11.4% |
1.49 |
1.6% |
79% |
False |
False |
7,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.68 |
2.618 |
101.68 |
1.618 |
99.23 |
1.000 |
97.72 |
0.618 |
96.78 |
HIGH |
95.27 |
0.618 |
94.33 |
0.500 |
94.05 |
0.382 |
93.76 |
LOW |
92.82 |
0.618 |
91.31 |
1.000 |
90.37 |
1.618 |
88.86 |
2.618 |
86.41 |
4.250 |
82.41 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
94.31 |
94.12 |
PP |
94.18 |
93.80 |
S1 |
94.05 |
93.48 |
|