NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
92.91 |
93.69 |
0.78 |
0.8% |
94.87 |
High |
95.27 |
94.62 |
-0.65 |
-0.7% |
96.30 |
Low |
92.82 |
92.49 |
-0.33 |
-0.4% |
91.69 |
Close |
94.44 |
92.75 |
-1.69 |
-1.8% |
93.55 |
Range |
2.45 |
2.13 |
-0.32 |
-13.1% |
4.61 |
ATR |
1.73 |
1.76 |
0.03 |
1.6% |
0.00 |
Volume |
9,452 |
12,743 |
3,291 |
34.8% |
58,333 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.68 |
98.34 |
93.92 |
|
R3 |
97.55 |
96.21 |
93.34 |
|
R2 |
95.42 |
95.42 |
93.14 |
|
R1 |
94.08 |
94.08 |
92.95 |
93.69 |
PP |
93.29 |
93.29 |
93.29 |
93.09 |
S1 |
91.95 |
91.95 |
92.55 |
91.56 |
S2 |
91.16 |
91.16 |
92.36 |
|
S3 |
89.03 |
89.82 |
92.16 |
|
S4 |
86.90 |
87.69 |
91.58 |
|
|
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 |
95.31 |
91.69 |
3.62 |
3.9% |
1.93 |
2.1% |
29% |
False |
False |
11,171 |
10 |
96.30 |
91.69 |
4.61 |
5.0% |
1.77 |
1.9% |
23% |
False |
False |
10,938 |
20 |
96.30 |
89.26 |
7.04 |
7.6% |
1.77 |
1.9% |
50% |
False |
False |
11,123 |
40 |
96.42 |
85.96 |
10.46 |
11.3% |
1.75 |
1.9% |
65% |
False |
False |
9,546 |
60 |
96.74 |
85.96 |
10.78 |
11.6% |
1.51 |
1.6% |
63% |
False |
False |
8,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.67 |
2.618 |
100.20 |
1.618 |
98.07 |
1.000 |
96.75 |
0.618 |
95.94 |
HIGH |
94.62 |
0.618 |
93.81 |
0.500 |
93.56 |
0.382 |
93.30 |
LOW |
92.49 |
0.618 |
91.17 |
1.000 |
90.36 |
1.618 |
89.04 |
2.618 |
86.91 |
4.250 |
83.44 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
93.56 |
93.87 |
PP |
93.29 |
93.49 |
S1 |
93.02 |
93.12 |
|