NYMEX Light Sweet Crude Oil Future July 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 |
96.25 |
96.89 |
0.64 |
0.7% |
96.04 |
| High |
97.35 |
97.22 |
-0.13 |
-0.1% |
96.74 |
| Low |
95.47 |
95.72 |
0.25 |
0.3% |
92.40 |
| Close |
96.93 |
96.18 |
-0.75 |
-0.8% |
96.29 |
| Range |
1.88 |
1.50 |
-0.38 |
-20.2% |
4.34 |
| ATR |
2.07 |
2.03 |
-0.04 |
-2.0% |
0.00 |
| Volume |
263,796 |
259,159 |
-4,637 |
-1.8% |
720,228 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.87 |
100.03 |
97.01 |
|
| R3 |
99.37 |
98.53 |
96.59 |
|
| R2 |
97.87 |
97.87 |
96.46 |
|
| R1 |
97.03 |
97.03 |
96.32 |
96.70 |
| PP |
96.37 |
96.37 |
96.37 |
96.21 |
| S1 |
95.53 |
95.53 |
96.04 |
95.20 |
| S2 |
94.87 |
94.87 |
95.91 |
|
| S3 |
93.37 |
94.03 |
95.77 |
|
| S4 |
91.87 |
92.53 |
95.36 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.16 |
106.57 |
98.68 |
|
| R3 |
103.82 |
102.23 |
97.48 |
|
| R2 |
99.48 |
99.48 |
97.09 |
|
| R1 |
97.89 |
97.89 |
96.69 |
98.69 |
| PP |
95.14 |
95.14 |
95.14 |
95.54 |
| S1 |
93.55 |
93.55 |
95.89 |
94.35 |
| S2 |
90.80 |
90.80 |
95.49 |
|
| S3 |
86.46 |
89.21 |
95.10 |
|
| S4 |
82.12 |
84.87 |
93.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.35 |
92.40 |
4.95 |
5.1% |
1.94 |
2.0% |
76% |
False |
False |
200,191 |
| 10 |
97.35 |
92.40 |
4.95 |
5.1% |
1.86 |
1.9% |
76% |
False |
False |
159,918 |
| 20 |
97.38 |
89.52 |
7.86 |
8.2% |
2.10 |
2.2% |
85% |
False |
False |
116,918 |
| 40 |
98.22 |
86.16 |
12.06 |
12.5% |
2.05 |
2.1% |
83% |
False |
False |
84,822 |
| 60 |
98.22 |
86.16 |
12.06 |
12.5% |
1.82 |
1.9% |
83% |
False |
False |
65,680 |
| 80 |
99.77 |
86.16 |
13.61 |
14.2% |
1.72 |
1.8% |
74% |
False |
False |
55,605 |
| 100 |
99.77 |
86.16 |
13.61 |
14.2% |
1.62 |
1.7% |
74% |
False |
False |
47,563 |
| 120 |
99.77 |
86.16 |
13.61 |
14.2% |
1.52 |
1.6% |
74% |
False |
False |
40,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.60 |
|
2.618 |
101.15 |
|
1.618 |
99.65 |
|
1.000 |
98.72 |
|
0.618 |
98.15 |
|
HIGH |
97.22 |
|
0.618 |
96.65 |
|
0.500 |
96.47 |
|
0.382 |
96.29 |
|
LOW |
95.72 |
|
0.618 |
94.79 |
|
1.000 |
94.22 |
|
1.618 |
93.29 |
|
2.618 |
91.79 |
|
4.250 |
89.35 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.47 |
96.21 |
| PP |
96.37 |
96.20 |
| S1 |
96.28 |
96.19 |
|