NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
96.39 |
97.01 |
0.62 |
0.6% |
96.02 |
| High |
97.46 |
97.28 |
-0.18 |
-0.2% |
96.86 |
| Low |
95.60 |
95.86 |
0.26 |
0.3% |
92.48 |
| Close |
97.04 |
96.32 |
-0.72 |
-0.7% |
96.41 |
| Range |
1.86 |
1.42 |
-0.44 |
-23.7% |
4.38 |
| ATR |
2.01 |
1.97 |
-0.04 |
-2.1% |
0.00 |
| Volume |
41,210 |
51,023 |
9,813 |
23.8% |
323,528 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.75 |
99.95 |
97.10 |
|
| R3 |
99.33 |
98.53 |
96.71 |
|
| R2 |
97.91 |
97.91 |
96.58 |
|
| R1 |
97.11 |
97.11 |
96.45 |
96.80 |
| PP |
96.49 |
96.49 |
96.49 |
96.33 |
| S1 |
95.69 |
95.69 |
96.19 |
95.38 |
| S2 |
95.07 |
95.07 |
96.06 |
|
| S3 |
93.65 |
94.27 |
95.93 |
|
| S4 |
92.23 |
92.85 |
95.54 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.39 |
106.78 |
98.82 |
|
| R3 |
104.01 |
102.40 |
97.61 |
|
| R2 |
99.63 |
99.63 |
97.21 |
|
| R1 |
98.02 |
98.02 |
96.81 |
98.83 |
| PP |
95.25 |
95.25 |
95.25 |
95.65 |
| S1 |
93.64 |
93.64 |
96.01 |
94.45 |
| S2 |
90.87 |
90.87 |
95.61 |
|
| S3 |
86.49 |
89.26 |
95.21 |
|
| S4 |
82.11 |
84.88 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.46 |
92.48 |
4.98 |
5.2% |
1.90 |
2.0% |
77% |
False |
False |
54,617 |
| 10 |
97.46 |
92.48 |
4.98 |
5.2% |
1.80 |
1.9% |
77% |
False |
False |
62,266 |
| 20 |
97.46 |
89.71 |
7.75 |
8.0% |
2.03 |
2.1% |
85% |
False |
False |
55,312 |
| 40 |
97.94 |
86.29 |
11.65 |
12.1% |
1.97 |
2.0% |
86% |
False |
False |
40,625 |
| 60 |
97.94 |
86.29 |
11.65 |
12.1% |
1.73 |
1.8% |
86% |
False |
False |
32,206 |
| 80 |
99.98 |
86.29 |
13.69 |
14.2% |
1.64 |
1.7% |
73% |
False |
False |
28,081 |
| 100 |
99.98 |
86.29 |
13.69 |
14.2% |
1.51 |
1.6% |
73% |
False |
False |
24,148 |
| 120 |
99.98 |
86.29 |
13.69 |
14.2% |
1.37 |
1.4% |
73% |
False |
False |
20,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.32 |
|
2.618 |
101.00 |
|
1.618 |
99.58 |
|
1.000 |
98.70 |
|
0.618 |
98.16 |
|
HIGH |
97.28 |
|
0.618 |
96.74 |
|
0.500 |
96.57 |
|
0.382 |
96.40 |
|
LOW |
95.86 |
|
0.618 |
94.98 |
|
1.000 |
94.44 |
|
1.618 |
93.56 |
|
2.618 |
92.14 |
|
4.250 |
89.83 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.57 |
96.34 |
| PP |
96.49 |
96.33 |
| S1 |
96.40 |
96.33 |
|