NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
92.66 |
93.31 |
0.65 |
0.7% |
92.91 |
High |
93.52 |
93.31 |
-0.21 |
-0.2% |
95.27 |
Low |
91.49 |
91.40 |
-0.09 |
-0.1% |
91.40 |
Close |
93.16 |
91.74 |
-1.42 |
-1.5% |
91.74 |
Range |
2.03 |
1.91 |
-0.12 |
-5.9% |
3.87 |
ATR |
1.78 |
1.79 |
0.01 |
0.5% |
0.00 |
Volume |
18,361 |
15,505 |
-2,856 |
-15.6% |
56,061 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.88 |
96.72 |
92.79 |
|
R3 |
95.97 |
94.81 |
92.27 |
|
R2 |
94.06 |
94.06 |
92.09 |
|
R1 |
92.90 |
92.90 |
91.92 |
92.53 |
PP |
92.15 |
92.15 |
92.15 |
91.96 |
S1 |
90.99 |
90.99 |
91.56 |
90.62 |
S2 |
90.24 |
90.24 |
91.39 |
|
S3 |
88.33 |
89.08 |
91.21 |
|
S4 |
86.42 |
87.17 |
90.69 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.41 |
101.95 |
93.87 |
|
R3 |
100.54 |
98.08 |
92.80 |
|
R2 |
96.67 |
96.67 |
92.45 |
|
R1 |
94.21 |
94.21 |
92.09 |
93.51 |
PP |
92.80 |
92.80 |
92.80 |
92.45 |
S1 |
90.34 |
90.34 |
91.39 |
89.64 |
S2 |
88.93 |
88.93 |
91.03 |
|
S3 |
85.06 |
86.47 |
90.68 |
|
S4 |
81.19 |
82.60 |
89.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.27 |
91.40 |
3.87 |
4.2% |
1.93 |
2.1% |
9% |
False |
True |
13,829 |
10 |
96.30 |
91.40 |
4.90 |
5.3% |
1.76 |
1.9% |
7% |
False |
True |
12,443 |
20 |
96.30 |
91.40 |
4.90 |
5.3% |
1.67 |
1.8% |
7% |
False |
True |
11,595 |
40 |
96.30 |
85.96 |
10.34 |
11.3% |
1.74 |
1.9% |
56% |
False |
False |
10,112 |
60 |
96.74 |
85.96 |
10.78 |
11.8% |
1.55 |
1.7% |
54% |
False |
False |
8,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.43 |
2.618 |
98.31 |
1.618 |
96.40 |
1.000 |
95.22 |
0.618 |
94.49 |
HIGH |
93.31 |
0.618 |
92.58 |
0.500 |
92.36 |
0.382 |
92.13 |
LOW |
91.40 |
0.618 |
90.22 |
1.000 |
89.49 |
1.618 |
88.31 |
2.618 |
86.40 |
4.250 |
83.28 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
92.36 |
93.01 |
PP |
92.15 |
92.59 |
S1 |
91.95 |
92.16 |
|