NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
91.67 |
90.96 |
-0.71 |
-0.8% |
92.65 |
High |
91.80 |
91.33 |
-0.47 |
-0.5% |
92.65 |
Low |
90.75 |
89.32 |
-1.43 |
-1.6% |
89.97 |
Close |
91.06 |
91.29 |
0.23 |
0.3% |
92.14 |
Range |
1.05 |
2.01 |
0.96 |
91.4% |
2.68 |
ATR |
1.47 |
1.51 |
0.04 |
2.6% |
0.00 |
Volume |
8,121 |
14,074 |
5,953 |
73.3% |
57,938 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.68 |
95.99 |
92.40 |
|
R3 |
94.67 |
93.98 |
91.84 |
|
R2 |
92.66 |
92.66 |
91.66 |
|
R1 |
91.97 |
91.97 |
91.47 |
92.32 |
PP |
90.65 |
90.65 |
90.65 |
90.82 |
S1 |
89.96 |
89.96 |
91.11 |
90.31 |
S2 |
88.64 |
88.64 |
90.92 |
|
S3 |
86.63 |
87.95 |
90.74 |
|
S4 |
84.62 |
85.94 |
90.18 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.63 |
98.56 |
93.61 |
|
R3 |
96.95 |
95.88 |
92.88 |
|
R2 |
94.27 |
94.27 |
92.63 |
|
R1 |
93.20 |
93.20 |
92.39 |
92.40 |
PP |
91.59 |
91.59 |
91.59 |
91.18 |
S1 |
90.52 |
90.52 |
91.89 |
89.72 |
S2 |
88.91 |
88.91 |
91.65 |
|
S3 |
86.23 |
87.84 |
91.40 |
|
S4 |
83.55 |
85.16 |
90.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.42 |
89.32 |
3.10 |
3.4% |
1.47 |
1.6% |
64% |
False |
True |
11,896 |
10 |
92.65 |
87.65 |
5.00 |
5.5% |
1.49 |
1.6% |
73% |
False |
False |
11,595 |
20 |
92.65 |
84.84 |
7.81 |
8.6% |
1.50 |
1.6% |
83% |
False |
False |
10,926 |
40 |
93.96 |
84.84 |
9.12 |
10.0% |
1.30 |
1.4% |
71% |
False |
False |
9,988 |
60 |
95.16 |
84.84 |
10.32 |
11.3% |
1.20 |
1.3% |
63% |
False |
False |
9,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.87 |
2.618 |
96.59 |
1.618 |
94.58 |
1.000 |
93.34 |
0.618 |
92.57 |
HIGH |
91.33 |
0.618 |
90.56 |
0.500 |
90.33 |
0.382 |
90.09 |
LOW |
89.32 |
0.618 |
88.08 |
1.000 |
87.31 |
1.618 |
86.07 |
2.618 |
84.06 |
4.250 |
80.78 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
90.97 |
91.05 |
PP |
90.65 |
90.80 |
S1 |
90.33 |
90.56 |
|