NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.90 |
94.18 |
-1.72 |
-1.8% |
96.04 |
| High |
96.19 |
94.46 |
-1.73 |
-1.8% |
96.74 |
| Low |
94.01 |
92.21 |
-1.80 |
-1.9% |
92.40 |
| Close |
94.28 |
94.25 |
-0.03 |
0.0% |
96.29 |
| Range |
2.18 |
2.25 |
0.07 |
3.2% |
4.34 |
| ATR |
2.04 |
2.05 |
0.02 |
0.7% |
0.00 |
| Volume |
336,497 |
323,633 |
-12,864 |
-3.8% |
720,228 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.39 |
99.57 |
95.49 |
|
| R3 |
98.14 |
97.32 |
94.87 |
|
| R2 |
95.89 |
95.89 |
94.66 |
|
| R1 |
95.07 |
95.07 |
94.46 |
95.48 |
| PP |
93.64 |
93.64 |
93.64 |
93.85 |
| S1 |
92.82 |
92.82 |
94.04 |
93.23 |
| S2 |
91.39 |
91.39 |
93.84 |
|
| S3 |
89.14 |
90.57 |
93.63 |
|
| S4 |
86.89 |
88.32 |
93.01 |
|
|
| 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 |
92.21 |
5.14 |
5.5% |
1.90 |
2.0% |
40% |
False |
True |
267,991 |
| 10 |
97.35 |
92.21 |
5.14 |
5.5% |
2.01 |
2.1% |
40% |
False |
True |
204,289 |
| 20 |
97.38 |
90.32 |
7.06 |
7.5% |
2.06 |
2.2% |
56% |
False |
False |
143,499 |
| 40 |
98.22 |
86.16 |
12.06 |
12.8% |
2.09 |
2.2% |
67% |
False |
False |
98,971 |
| 60 |
98.22 |
86.16 |
12.06 |
12.8% |
1.85 |
2.0% |
67% |
False |
False |
76,058 |
| 80 |
99.77 |
86.16 |
13.61 |
14.4% |
1.75 |
1.9% |
59% |
False |
False |
63,408 |
| 100 |
99.77 |
86.16 |
13.61 |
14.4% |
1.65 |
1.7% |
59% |
False |
False |
53,993 |
| 120 |
99.77 |
86.16 |
13.61 |
14.4% |
1.53 |
1.6% |
59% |
False |
False |
46,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.02 |
|
2.618 |
100.35 |
|
1.618 |
98.10 |
|
1.000 |
96.71 |
|
0.618 |
95.85 |
|
HIGH |
94.46 |
|
0.618 |
93.60 |
|
0.500 |
93.34 |
|
0.382 |
93.07 |
|
LOW |
92.21 |
|
0.618 |
90.82 |
|
1.000 |
89.96 |
|
1.618 |
88.57 |
|
2.618 |
86.32 |
|
4.250 |
82.65 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.95 |
94.72 |
| PP |
93.64 |
94.56 |
| S1 |
93.34 |
94.41 |
|