NYMEX Light Sweet Crude Oil Future June 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 |
95.93 |
96.70 |
0.77 |
0.8% |
95.76 |
| High |
97.11 |
96.97 |
-0.14 |
-0.1% |
96.45 |
| Low |
95.23 |
95.50 |
0.27 |
0.3% |
92.13 |
| Close |
96.71 |
96.16 |
-0.55 |
-0.6% |
96.02 |
| Range |
1.88 |
1.47 |
-0.41 |
-21.8% |
4.32 |
| ATR |
2.09 |
2.05 |
-0.04 |
-2.1% |
0.00 |
| Volume |
118,621 |
21,442 |
-97,179 |
-81.9% |
1,412,740 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.62 |
99.86 |
96.97 |
|
| R3 |
99.15 |
98.39 |
96.56 |
|
| R2 |
97.68 |
97.68 |
96.43 |
|
| R1 |
96.92 |
96.92 |
96.29 |
96.57 |
| PP |
96.21 |
96.21 |
96.21 |
96.03 |
| S1 |
95.45 |
95.45 |
96.03 |
95.10 |
| S2 |
94.74 |
94.74 |
95.89 |
|
| S3 |
93.27 |
93.98 |
95.76 |
|
| S4 |
91.80 |
92.51 |
95.35 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.83 |
106.24 |
98.40 |
|
| R3 |
103.51 |
101.92 |
97.21 |
|
| R2 |
99.19 |
99.19 |
96.81 |
|
| R1 |
97.60 |
97.60 |
96.42 |
98.40 |
| PP |
94.87 |
94.87 |
94.87 |
95.26 |
| S1 |
93.28 |
93.28 |
95.62 |
94.08 |
| S2 |
90.55 |
90.55 |
95.23 |
|
| S3 |
86.23 |
88.96 |
94.83 |
|
| S4 |
81.91 |
84.64 |
93.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.11 |
92.13 |
4.98 |
5.2% |
1.93 |
2.0% |
81% |
False |
False |
197,272 |
| 10 |
97.11 |
92.13 |
4.98 |
5.2% |
1.86 |
1.9% |
81% |
False |
False |
245,543 |
| 20 |
97.17 |
89.21 |
7.96 |
8.3% |
2.12 |
2.2% |
87% |
False |
False |
259,411 |
| 40 |
98.06 |
85.90 |
12.16 |
12.6% |
2.10 |
2.2% |
84% |
False |
False |
197,102 |
| 60 |
98.06 |
85.90 |
12.16 |
12.6% |
1.89 |
2.0% |
84% |
False |
False |
151,413 |
| 80 |
99.52 |
85.90 |
13.62 |
14.2% |
1.79 |
1.9% |
75% |
False |
False |
130,483 |
| 100 |
99.52 |
85.90 |
13.62 |
14.2% |
1.70 |
1.8% |
75% |
False |
False |
113,211 |
| 120 |
99.52 |
85.90 |
13.62 |
14.2% |
1.64 |
1.7% |
75% |
False |
False |
99,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.22 |
|
2.618 |
100.82 |
|
1.618 |
99.35 |
|
1.000 |
98.44 |
|
0.618 |
97.88 |
|
HIGH |
96.97 |
|
0.618 |
96.41 |
|
0.500 |
96.24 |
|
0.382 |
96.06 |
|
LOW |
95.50 |
|
0.618 |
94.59 |
|
1.000 |
94.03 |
|
1.618 |
93.12 |
|
2.618 |
91.65 |
|
4.250 |
89.25 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.24 |
96.09 |
| PP |
96.21 |
96.02 |
| S1 |
96.19 |
95.95 |
|