NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
93.15 |
93.80 |
0.65 |
0.7% |
94.00 |
| High |
94.18 |
94.03 |
-0.15 |
-0.2% |
96.04 |
| Low |
91.93 |
91.89 |
-0.04 |
0.0% |
91.89 |
| Close |
93.81 |
92.30 |
-1.51 |
-1.6% |
92.30 |
| Range |
2.25 |
2.14 |
-0.11 |
-4.9% |
4.15 |
| ATR |
1.98 |
1.99 |
0.01 |
0.6% |
0.00 |
| Volume |
65,911 |
62,588 |
-3,323 |
-5.0% |
217,812 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.16 |
97.87 |
93.48 |
|
| R3 |
97.02 |
95.73 |
92.89 |
|
| R2 |
94.88 |
94.88 |
92.69 |
|
| R1 |
93.59 |
93.59 |
92.50 |
93.17 |
| PP |
92.74 |
92.74 |
92.74 |
92.53 |
| S1 |
91.45 |
91.45 |
92.10 |
91.03 |
| S2 |
90.60 |
90.60 |
91.91 |
|
| S3 |
88.46 |
89.31 |
91.71 |
|
| S4 |
86.32 |
87.17 |
91.12 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.86 |
103.23 |
94.58 |
|
| R3 |
101.71 |
99.08 |
93.44 |
|
| R2 |
97.56 |
97.56 |
93.06 |
|
| R1 |
94.93 |
94.93 |
92.68 |
94.17 |
| PP |
93.41 |
93.41 |
93.41 |
93.03 |
| S1 |
90.78 |
90.78 |
91.92 |
90.02 |
| S2 |
89.26 |
89.26 |
91.54 |
|
| S3 |
85.11 |
86.63 |
91.16 |
|
| S4 |
80.96 |
82.48 |
90.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.04 |
91.89 |
4.15 |
4.5% |
2.12 |
2.3% |
10% |
False |
True |
56,150 |
| 10 |
97.28 |
91.89 |
5.39 |
5.8% |
1.95 |
2.1% |
8% |
False |
True |
47,181 |
| 20 |
97.28 |
91.89 |
5.39 |
5.8% |
1.88 |
2.0% |
8% |
False |
True |
43,914 |
| 40 |
97.28 |
86.26 |
11.02 |
11.9% |
1.99 |
2.2% |
55% |
False |
False |
38,126 |
| 60 |
97.66 |
86.26 |
11.40 |
12.4% |
1.79 |
1.9% |
53% |
False |
False |
31,942 |
| 80 |
99.69 |
86.26 |
13.43 |
14.6% |
1.67 |
1.8% |
45% |
False |
False |
27,997 |
| 100 |
99.69 |
86.26 |
13.43 |
14.6% |
1.52 |
1.6% |
45% |
False |
False |
25,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.13 |
|
2.618 |
99.63 |
|
1.618 |
97.49 |
|
1.000 |
96.17 |
|
0.618 |
95.35 |
|
HIGH |
94.03 |
|
0.618 |
93.21 |
|
0.500 |
92.96 |
|
0.382 |
92.71 |
|
LOW |
91.89 |
|
0.618 |
90.57 |
|
1.000 |
89.75 |
|
1.618 |
88.43 |
|
2.618 |
86.29 |
|
4.250 |
82.80 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.96 |
93.65 |
| PP |
92.74 |
93.20 |
| S1 |
92.52 |
92.75 |
|