NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
90.50 |
91.86 |
1.36 |
1.5% |
91.76 |
High |
92.39 |
92.89 |
0.50 |
0.5% |
92.89 |
Low |
90.46 |
91.66 |
1.20 |
1.3% |
89.32 |
Close |
91.95 |
92.32 |
0.37 |
0.4% |
92.32 |
Range |
1.93 |
1.23 |
-0.70 |
-36.3% |
3.57 |
ATR |
1.54 |
1.52 |
-0.02 |
-1.4% |
0.00 |
Volume |
14,642 |
10,051 |
-4,591 |
-31.4% |
59,588 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.98 |
95.38 |
93.00 |
|
R3 |
94.75 |
94.15 |
92.66 |
|
R2 |
93.52 |
93.52 |
92.55 |
|
R1 |
92.92 |
92.92 |
92.43 |
93.22 |
PP |
92.29 |
92.29 |
92.29 |
92.44 |
S1 |
91.69 |
91.69 |
92.21 |
91.99 |
S2 |
91.06 |
91.06 |
92.09 |
|
S3 |
89.83 |
90.46 |
91.98 |
|
S4 |
88.60 |
89.23 |
91.64 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.22 |
100.84 |
94.28 |
|
R3 |
98.65 |
97.27 |
93.30 |
|
R2 |
95.08 |
95.08 |
92.97 |
|
R1 |
93.70 |
93.70 |
92.65 |
94.39 |
PP |
91.51 |
91.51 |
91.51 |
91.86 |
S1 |
90.13 |
90.13 |
91.99 |
90.82 |
S2 |
87.94 |
87.94 |
91.67 |
|
S3 |
84.37 |
86.56 |
91.34 |
|
S4 |
80.80 |
82.99 |
90.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.89 |
89.32 |
3.57 |
3.9% |
1.42 |
1.5% |
84% |
True |
False |
11,917 |
10 |
92.89 |
89.32 |
3.57 |
3.9% |
1.36 |
1.5% |
84% |
True |
False |
11,752 |
20 |
92.89 |
86.10 |
6.79 |
7.4% |
1.55 |
1.7% |
92% |
True |
False |
10,949 |
40 |
93.96 |
84.84 |
9.12 |
9.9% |
1.35 |
1.5% |
82% |
False |
False |
10,135 |
60 |
93.96 |
84.84 |
9.12 |
9.9% |
1.19 |
1.3% |
82% |
False |
False |
9,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.12 |
2.618 |
96.11 |
1.618 |
94.88 |
1.000 |
94.12 |
0.618 |
93.65 |
HIGH |
92.89 |
0.618 |
92.42 |
0.500 |
92.28 |
0.382 |
92.13 |
LOW |
91.66 |
0.618 |
90.90 |
1.000 |
90.43 |
1.618 |
89.67 |
2.618 |
88.44 |
4.250 |
86.43 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
92.31 |
91.92 |
PP |
92.29 |
91.51 |
S1 |
92.28 |
91.11 |
|