NYMEX Light Sweet Crude Oil Future July 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 |
96.04 |
95.18 |
-0.86 |
-0.9% |
95.77 |
| High |
96.04 |
95.91 |
-0.13 |
-0.1% |
97.38 |
| Low |
94.71 |
94.13 |
-0.58 |
-0.6% |
93.62 |
| Close |
95.41 |
94.48 |
-0.93 |
-1.0% |
96.29 |
| Range |
1.33 |
1.78 |
0.45 |
33.8% |
3.76 |
| ATR |
2.11 |
2.08 |
-0.02 |
-1.1% |
0.00 |
| Volume |
134,883 |
107,344 |
-27,539 |
-20.4% |
551,743 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.18 |
99.11 |
95.46 |
|
| R3 |
98.40 |
97.33 |
94.97 |
|
| R2 |
96.62 |
96.62 |
94.81 |
|
| R1 |
95.55 |
95.55 |
94.64 |
95.20 |
| PP |
94.84 |
94.84 |
94.84 |
94.66 |
| S1 |
93.77 |
93.77 |
94.32 |
93.42 |
| S2 |
93.06 |
93.06 |
94.15 |
|
| S3 |
91.28 |
91.99 |
93.99 |
|
| S4 |
89.50 |
90.21 |
93.50 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.04 |
105.43 |
98.36 |
|
| R3 |
103.28 |
101.67 |
97.32 |
|
| R2 |
99.52 |
99.52 |
96.98 |
|
| R1 |
97.91 |
97.91 |
96.63 |
98.72 |
| PP |
95.76 |
95.76 |
95.76 |
96.17 |
| S1 |
94.15 |
94.15 |
95.95 |
94.96 |
| S2 |
92.00 |
92.00 |
95.60 |
|
| S3 |
88.24 |
90.39 |
95.26 |
|
| S4 |
84.48 |
86.63 |
94.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.99 |
93.62 |
3.37 |
3.6% |
1.78 |
1.9% |
26% |
False |
False |
119,645 |
| 10 |
97.38 |
90.32 |
7.06 |
7.5% |
2.16 |
2.3% |
59% |
False |
False |
106,234 |
| 20 |
97.38 |
86.16 |
11.22 |
11.9% |
2.14 |
2.3% |
74% |
False |
False |
80,079 |
| 40 |
98.22 |
86.16 |
12.06 |
12.8% |
2.01 |
2.1% |
69% |
False |
False |
64,181 |
| 60 |
98.57 |
86.16 |
12.41 |
13.1% |
1.82 |
1.9% |
67% |
False |
False |
50,435 |
| 80 |
99.77 |
86.16 |
13.61 |
14.4% |
1.68 |
1.8% |
61% |
False |
False |
44,609 |
| 100 |
99.77 |
86.16 |
13.61 |
14.4% |
1.58 |
1.7% |
61% |
False |
False |
37,844 |
| 120 |
99.77 |
86.16 |
13.61 |
14.4% |
1.49 |
1.6% |
61% |
False |
False |
32,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.48 |
|
2.618 |
100.57 |
|
1.618 |
98.79 |
|
1.000 |
97.69 |
|
0.618 |
97.01 |
|
HIGH |
95.91 |
|
0.618 |
95.23 |
|
0.500 |
95.02 |
|
0.382 |
94.81 |
|
LOW |
94.13 |
|
0.618 |
93.03 |
|
1.000 |
92.35 |
|
1.618 |
91.25 |
|
2.618 |
89.47 |
|
4.250 |
86.57 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.02 |
95.06 |
| PP |
94.84 |
94.86 |
| S1 |
94.66 |
94.67 |
|