NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
90.96 |
90.50 |
-0.46 |
-0.5% |
92.65 |
High |
91.33 |
92.39 |
1.06 |
1.2% |
92.65 |
Low |
89.32 |
90.46 |
1.14 |
1.3% |
89.97 |
Close |
91.29 |
91.95 |
0.66 |
0.7% |
92.14 |
Range |
2.01 |
1.93 |
-0.08 |
-4.0% |
2.68 |
ATR |
1.51 |
1.54 |
0.03 |
2.0% |
0.00 |
Volume |
14,074 |
14,642 |
568 |
4.0% |
57,938 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.39 |
96.60 |
93.01 |
|
R3 |
95.46 |
94.67 |
92.48 |
|
R2 |
93.53 |
93.53 |
92.30 |
|
R1 |
92.74 |
92.74 |
92.13 |
93.14 |
PP |
91.60 |
91.60 |
91.60 |
91.80 |
S1 |
90.81 |
90.81 |
91.77 |
91.21 |
S2 |
89.67 |
89.67 |
91.60 |
|
S3 |
87.74 |
88.88 |
91.42 |
|
S4 |
85.81 |
86.95 |
90.89 |
|
|
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 |
92.39 |
89.32 |
3.07 |
3.3% |
1.66 |
1.8% |
86% |
True |
False |
12,127 |
10 |
92.65 |
89.32 |
3.33 |
3.6% |
1.42 |
1.5% |
79% |
False |
False |
11,701 |
20 |
92.65 |
85.73 |
6.92 |
7.5% |
1.52 |
1.7% |
90% |
False |
False |
11,036 |
40 |
93.96 |
84.84 |
9.12 |
9.9% |
1.33 |
1.5% |
78% |
False |
False |
10,084 |
60 |
93.96 |
84.84 |
9.12 |
9.9% |
1.19 |
1.3% |
78% |
False |
False |
9,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.59 |
2.618 |
97.44 |
1.618 |
95.51 |
1.000 |
94.32 |
0.618 |
93.58 |
HIGH |
92.39 |
0.618 |
91.65 |
0.500 |
91.43 |
0.382 |
91.20 |
LOW |
90.46 |
0.618 |
89.27 |
1.000 |
88.53 |
1.618 |
87.34 |
2.618 |
85.41 |
4.250 |
82.26 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
91.78 |
91.59 |
PP |
91.60 |
91.22 |
S1 |
91.43 |
90.86 |
|