NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
91.86 |
92.32 |
0.46 |
0.5% |
91.76 |
High |
92.89 |
92.94 |
0.05 |
0.1% |
92.89 |
Low |
91.66 |
91.82 |
0.16 |
0.2% |
89.32 |
Close |
92.32 |
92.68 |
0.36 |
0.4% |
92.32 |
Range |
1.23 |
1.12 |
-0.11 |
-8.9% |
3.57 |
ATR |
1.52 |
1.49 |
-0.03 |
-1.9% |
0.00 |
Volume |
10,051 |
17,094 |
7,043 |
70.1% |
59,588 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.84 |
95.38 |
93.30 |
|
R3 |
94.72 |
94.26 |
92.99 |
|
R2 |
93.60 |
93.60 |
92.89 |
|
R1 |
93.14 |
93.14 |
92.78 |
93.37 |
PP |
92.48 |
92.48 |
92.48 |
92.60 |
S1 |
92.02 |
92.02 |
92.58 |
92.25 |
S2 |
91.36 |
91.36 |
92.47 |
|
S3 |
90.24 |
90.90 |
92.37 |
|
S4 |
89.12 |
89.78 |
92.06 |
|
|
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 |
92.94 |
89.32 |
3.62 |
3.9% |
1.47 |
1.6% |
93% |
True |
False |
12,796 |
10 |
92.94 |
89.32 |
3.62 |
3.9% |
1.33 |
1.4% |
93% |
True |
False |
12,075 |
20 |
92.94 |
86.32 |
6.62 |
7.1% |
1.54 |
1.7% |
96% |
True |
False |
11,338 |
40 |
93.96 |
84.84 |
9.12 |
9.8% |
1.36 |
1.5% |
86% |
False |
False |
10,465 |
60 |
93.96 |
84.84 |
9.12 |
9.8% |
1.20 |
1.3% |
86% |
False |
False |
9,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.70 |
2.618 |
95.87 |
1.618 |
94.75 |
1.000 |
94.06 |
0.618 |
93.63 |
HIGH |
92.94 |
0.618 |
92.51 |
0.500 |
92.38 |
0.382 |
92.25 |
LOW |
91.82 |
0.618 |
91.13 |
1.000 |
90.70 |
1.618 |
90.01 |
2.618 |
88.89 |
4.250 |
87.06 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
92.58 |
92.35 |
PP |
92.48 |
92.03 |
S1 |
92.38 |
91.70 |
|