NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.76 |
94.93 |
-0.83 |
-0.9% |
95.58 |
| High |
95.81 |
95.66 |
-0.15 |
-0.2% |
97.17 |
| Low |
94.47 |
93.85 |
-0.62 |
-0.7% |
93.37 |
| Close |
95.17 |
94.21 |
-0.96 |
-1.0% |
96.04 |
| Range |
1.34 |
1.81 |
0.47 |
35.1% |
3.80 |
| ATR |
2.13 |
2.11 |
-0.02 |
-1.1% |
0.00 |
| Volume |
297,036 |
269,403 |
-27,633 |
-9.3% |
1,433,775 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.00 |
98.92 |
95.21 |
|
| R3 |
98.19 |
97.11 |
94.71 |
|
| R2 |
96.38 |
96.38 |
94.54 |
|
| R1 |
95.30 |
95.30 |
94.38 |
94.94 |
| PP |
94.57 |
94.57 |
94.57 |
94.39 |
| S1 |
93.49 |
93.49 |
94.04 |
93.13 |
| S2 |
92.76 |
92.76 |
93.88 |
|
| S3 |
90.95 |
91.68 |
93.71 |
|
| S4 |
89.14 |
89.87 |
93.21 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.93 |
105.28 |
98.13 |
|
| R3 |
103.13 |
101.48 |
97.09 |
|
| R2 |
99.33 |
99.33 |
96.74 |
|
| R1 |
97.68 |
97.68 |
96.39 |
98.51 |
| PP |
95.53 |
95.53 |
95.53 |
95.94 |
| S1 |
93.88 |
93.88 |
95.69 |
94.71 |
| S2 |
91.73 |
91.73 |
95.34 |
|
| S3 |
87.93 |
90.08 |
95.00 |
|
| S4 |
84.13 |
86.28 |
93.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.77 |
93.37 |
3.40 |
3.6% |
1.79 |
1.9% |
25% |
False |
False |
293,813 |
| 10 |
97.17 |
90.11 |
7.06 |
7.5% |
2.19 |
2.3% |
58% |
False |
False |
294,092 |
| 20 |
97.17 |
85.90 |
11.27 |
12.0% |
2.17 |
2.3% |
74% |
False |
False |
269,085 |
| 40 |
98.06 |
85.90 |
12.16 |
12.9% |
2.07 |
2.2% |
68% |
False |
False |
180,419 |
| 60 |
98.90 |
85.90 |
13.00 |
13.8% |
1.89 |
2.0% |
64% |
False |
False |
139,830 |
| 80 |
99.52 |
85.90 |
13.62 |
14.5% |
1.76 |
1.9% |
61% |
False |
False |
122,549 |
| 100 |
99.52 |
85.90 |
13.62 |
14.5% |
1.67 |
1.8% |
61% |
False |
False |
104,784 |
| 120 |
99.52 |
85.90 |
13.62 |
14.5% |
1.64 |
1.7% |
61% |
False |
False |
92,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.35 |
|
2.618 |
100.40 |
|
1.618 |
98.59 |
|
1.000 |
97.47 |
|
0.618 |
96.78 |
|
HIGH |
95.66 |
|
0.618 |
94.97 |
|
0.500 |
94.76 |
|
0.382 |
94.54 |
|
LOW |
93.85 |
|
0.618 |
92.73 |
|
1.000 |
92.04 |
|
1.618 |
90.92 |
|
2.618 |
89.11 |
|
4.250 |
86.16 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.76 |
94.81 |
| PP |
94.57 |
94.61 |
| S1 |
94.39 |
94.41 |
|