NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
93.69 |
92.66 |
-1.03 |
-1.1% |
94.87 |
High |
94.62 |
93.52 |
-1.10 |
-1.2% |
96.30 |
Low |
92.49 |
91.49 |
-1.00 |
-1.1% |
91.69 |
Close |
92.75 |
93.16 |
0.41 |
0.4% |
93.55 |
Range |
2.13 |
2.03 |
-0.10 |
-4.7% |
4.61 |
ATR |
1.76 |
1.78 |
0.02 |
1.1% |
0.00 |
Volume |
12,743 |
18,361 |
5,618 |
44.1% |
58,333 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.81 |
98.02 |
94.28 |
|
R3 |
96.78 |
95.99 |
93.72 |
|
R2 |
94.75 |
94.75 |
93.53 |
|
R1 |
93.96 |
93.96 |
93.35 |
94.36 |
PP |
92.72 |
92.72 |
92.72 |
92.92 |
S1 |
91.93 |
91.93 |
92.97 |
92.33 |
S2 |
90.69 |
90.69 |
92.79 |
|
S3 |
88.66 |
89.90 |
92.60 |
|
S4 |
86.63 |
87.87 |
92.04 |
|
|
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 |
95.27 |
91.49 |
3.78 |
4.1% |
1.95 |
2.1% |
44% |
False |
True |
12,902 |
10 |
96.30 |
91.49 |
4.81 |
5.2% |
1.76 |
1.9% |
35% |
False |
True |
11,900 |
20 |
96.30 |
90.19 |
6.11 |
6.6% |
1.73 |
1.9% |
49% |
False |
False |
11,552 |
40 |
96.30 |
85.96 |
10.34 |
11.1% |
1.74 |
1.9% |
70% |
False |
False |
9,863 |
60 |
96.74 |
85.96 |
10.78 |
11.6% |
1.53 |
1.6% |
67% |
False |
False |
8,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.15 |
2.618 |
98.83 |
1.618 |
96.80 |
1.000 |
95.55 |
0.618 |
94.77 |
HIGH |
93.52 |
0.618 |
92.74 |
0.500 |
92.51 |
0.382 |
92.27 |
LOW |
91.49 |
0.618 |
90.24 |
1.000 |
89.46 |
1.618 |
88.21 |
2.618 |
86.18 |
4.250 |
82.86 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
92.94 |
93.38 |
PP |
92.72 |
93.31 |
S1 |
92.51 |
93.23 |
|