NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.48 |
94.59 |
0.11 |
0.1% |
95.77 |
| High |
94.69 |
95.83 |
1.14 |
1.2% |
97.38 |
| Low |
92.40 |
93.50 |
1.10 |
1.2% |
93.62 |
| Close |
94.56 |
95.45 |
0.89 |
0.9% |
96.29 |
| Range |
2.29 |
2.33 |
0.04 |
1.7% |
3.76 |
| ATR |
2.10 |
2.11 |
0.02 |
0.8% |
0.00 |
| Volume |
139,800 |
181,328 |
41,528 |
29.7% |
551,743 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.92 |
101.01 |
96.73 |
|
| R3 |
99.59 |
98.68 |
96.09 |
|
| R2 |
97.26 |
97.26 |
95.88 |
|
| R1 |
96.35 |
96.35 |
95.66 |
96.81 |
| PP |
94.93 |
94.93 |
94.93 |
95.15 |
| S1 |
94.02 |
94.02 |
95.24 |
94.48 |
| S2 |
92.60 |
92.60 |
95.02 |
|
| S3 |
90.27 |
91.69 |
94.81 |
|
| S4 |
87.94 |
89.36 |
94.17 |
|
|
| 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 |
96.49 |
92.40 |
4.09 |
4.3% |
2.12 |
2.2% |
75% |
False |
False |
140,588 |
| 10 |
97.38 |
92.40 |
4.98 |
5.2% |
1.96 |
2.0% |
61% |
False |
False |
119,903 |
| 20 |
97.38 |
87.94 |
9.44 |
9.9% |
2.08 |
2.2% |
80% |
False |
False |
90,089 |
| 40 |
98.22 |
86.16 |
12.06 |
12.6% |
2.05 |
2.1% |
77% |
False |
False |
70,593 |
| 60 |
98.22 |
86.16 |
12.06 |
12.6% |
1.82 |
1.9% |
77% |
False |
False |
55,187 |
| 80 |
99.77 |
86.16 |
13.61 |
14.3% |
1.71 |
1.8% |
68% |
False |
False |
48,163 |
| 100 |
99.77 |
86.16 |
13.61 |
14.3% |
1.59 |
1.7% |
68% |
False |
False |
40,919 |
| 120 |
99.77 |
86.16 |
13.61 |
14.3% |
1.50 |
1.6% |
68% |
False |
False |
35,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.73 |
|
2.618 |
101.93 |
|
1.618 |
99.60 |
|
1.000 |
98.16 |
|
0.618 |
97.27 |
|
HIGH |
95.83 |
|
0.618 |
94.94 |
|
0.500 |
94.67 |
|
0.382 |
94.39 |
|
LOW |
93.50 |
|
0.618 |
92.06 |
|
1.000 |
91.17 |
|
1.618 |
89.73 |
|
2.618 |
87.40 |
|
4.250 |
83.60 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.19 |
95.02 |
| PP |
94.93 |
94.59 |
| S1 |
94.67 |
94.16 |
|