NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
92.90 |
92.00 |
-0.90 |
-1.0% |
91.76 |
High |
92.93 |
92.22 |
-0.71 |
-0.8% |
92.89 |
Low |
91.87 |
90.75 |
-1.12 |
-1.2% |
89.32 |
Close |
92.22 |
90.99 |
-1.23 |
-1.3% |
92.32 |
Range |
1.06 |
1.47 |
0.41 |
38.7% |
3.57 |
ATR |
1.46 |
1.46 |
0.00 |
0.1% |
0.00 |
Volume |
17,077 |
8,579 |
-8,498 |
-49.8% |
59,588 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.73 |
94.83 |
91.80 |
|
R3 |
94.26 |
93.36 |
91.39 |
|
R2 |
92.79 |
92.79 |
91.26 |
|
R1 |
91.89 |
91.89 |
91.12 |
91.61 |
PP |
91.32 |
91.32 |
91.32 |
91.18 |
S1 |
90.42 |
90.42 |
90.86 |
90.14 |
S2 |
89.85 |
89.85 |
90.72 |
|
S3 |
88.38 |
88.95 |
90.59 |
|
S4 |
86.91 |
87.48 |
90.18 |
|
|
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 |
90.46 |
2.48 |
2.7% |
1.36 |
1.5% |
21% |
False |
False |
13,488 |
10 |
92.94 |
89.32 |
3.62 |
4.0% |
1.42 |
1.6% |
46% |
False |
False |
12,692 |
20 |
92.94 |
86.89 |
6.05 |
6.6% |
1.52 |
1.7% |
68% |
False |
False |
11,813 |
40 |
93.96 |
84.84 |
9.12 |
10.0% |
1.36 |
1.5% |
67% |
False |
False |
10,671 |
60 |
93.96 |
84.84 |
9.12 |
10.0% |
1.20 |
1.3% |
67% |
False |
False |
9,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.47 |
2.618 |
96.07 |
1.618 |
94.60 |
1.000 |
93.69 |
0.618 |
93.13 |
HIGH |
92.22 |
0.618 |
91.66 |
0.500 |
91.49 |
0.382 |
91.31 |
LOW |
90.75 |
0.618 |
89.84 |
1.000 |
89.28 |
1.618 |
88.37 |
2.618 |
86.90 |
4.250 |
84.50 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
91.49 |
91.85 |
PP |
91.32 |
91.56 |
S1 |
91.16 |
91.28 |
|