NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.18 |
94.37 |
0.19 |
0.2% |
96.25 |
| High |
94.46 |
94.39 |
-0.07 |
-0.1% |
97.35 |
| Low |
92.21 |
93.04 |
0.83 |
0.9% |
92.21 |
| Close |
94.25 |
94.15 |
-0.10 |
-0.1% |
94.15 |
| Range |
2.25 |
1.35 |
-0.90 |
-40.0% |
5.14 |
| ATR |
2.05 |
2.00 |
-0.05 |
-2.4% |
0.00 |
| Volume |
323,633 |
203,991 |
-119,642 |
-37.0% |
1,387,076 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.91 |
97.38 |
94.89 |
|
| R3 |
96.56 |
96.03 |
94.52 |
|
| R2 |
95.21 |
95.21 |
94.40 |
|
| R1 |
94.68 |
94.68 |
94.27 |
94.27 |
| PP |
93.86 |
93.86 |
93.86 |
93.66 |
| S1 |
93.33 |
93.33 |
94.03 |
92.92 |
| S2 |
92.51 |
92.51 |
93.90 |
|
| S3 |
91.16 |
91.98 |
93.78 |
|
| S4 |
89.81 |
90.63 |
93.41 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.99 |
107.21 |
96.98 |
|
| R3 |
104.85 |
102.07 |
95.56 |
|
| R2 |
99.71 |
99.71 |
95.09 |
|
| R1 |
96.93 |
96.93 |
94.62 |
95.75 |
| PP |
94.57 |
94.57 |
94.57 |
93.98 |
| S1 |
91.79 |
91.79 |
93.68 |
90.61 |
| S2 |
89.43 |
89.43 |
93.21 |
|
| S3 |
84.29 |
86.65 |
92.74 |
|
| S4 |
79.15 |
81.51 |
91.32 |
|
|
| 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% |
1.83 |
1.9% |
38% |
False |
False |
277,415 |
| 10 |
97.35 |
92.21 |
5.14 |
5.5% |
1.86 |
2.0% |
38% |
False |
False |
210,730 |
| 20 |
97.38 |
90.32 |
7.06 |
7.5% |
2.05 |
2.2% |
54% |
False |
False |
151,026 |
| 40 |
98.22 |
86.16 |
12.06 |
12.8% |
2.09 |
2.2% |
66% |
False |
False |
103,180 |
| 60 |
98.22 |
86.16 |
12.06 |
12.8% |
1.88 |
2.0% |
66% |
False |
False |
79,088 |
| 80 |
99.77 |
86.16 |
13.61 |
14.5% |
1.76 |
1.9% |
59% |
False |
False |
65,642 |
| 100 |
99.77 |
86.16 |
13.61 |
14.5% |
1.64 |
1.7% |
59% |
False |
False |
55,967 |
| 120 |
99.77 |
86.16 |
13.61 |
14.5% |
1.54 |
1.6% |
59% |
False |
False |
47,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.13 |
|
2.618 |
97.92 |
|
1.618 |
96.57 |
|
1.000 |
95.74 |
|
0.618 |
95.22 |
|
HIGH |
94.39 |
|
0.618 |
93.87 |
|
0.500 |
93.72 |
|
0.382 |
93.56 |
|
LOW |
93.04 |
|
0.618 |
92.21 |
|
1.000 |
91.69 |
|
1.618 |
90.86 |
|
2.618 |
89.51 |
|
4.250 |
87.30 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.01 |
94.20 |
| PP |
93.86 |
94.18 |
| S1 |
93.72 |
94.17 |
|