NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.05 |
92.89 |
-2.16 |
-2.3% |
96.25 |
| High |
95.22 |
93.99 |
-1.23 |
-1.3% |
97.35 |
| Low |
92.83 |
91.65 |
-1.18 |
-1.3% |
92.21 |
| Close |
93.13 |
93.61 |
0.48 |
0.5% |
94.15 |
| Range |
2.39 |
2.34 |
-0.05 |
-2.1% |
5.14 |
| ATR |
2.08 |
2.10 |
0.02 |
0.9% |
0.00 |
| Volume |
293,461 |
294,855 |
1,394 |
0.5% |
1,387,076 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.10 |
99.20 |
94.90 |
|
| R3 |
97.76 |
96.86 |
94.25 |
|
| R2 |
95.42 |
95.42 |
94.04 |
|
| R1 |
94.52 |
94.52 |
93.82 |
94.97 |
| PP |
93.08 |
93.08 |
93.08 |
93.31 |
| S1 |
92.18 |
92.18 |
93.40 |
92.63 |
| S2 |
90.74 |
90.74 |
93.18 |
|
| S3 |
88.40 |
89.84 |
92.97 |
|
| S4 |
86.06 |
87.50 |
92.32 |
|
|
| 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 |
95.92 |
91.65 |
4.27 |
4.6% |
2.20 |
2.4% |
46% |
False |
True |
271,386 |
| 10 |
97.35 |
91.65 |
5.70 |
6.1% |
2.06 |
2.2% |
34% |
False |
True |
255,458 |
| 20 |
97.38 |
90.88 |
6.50 |
6.9% |
2.07 |
2.2% |
42% |
False |
False |
183,567 |
| 40 |
97.38 |
86.16 |
11.22 |
12.0% |
2.13 |
2.3% |
66% |
False |
False |
120,904 |
| 60 |
98.22 |
86.16 |
12.06 |
12.9% |
1.93 |
2.1% |
62% |
False |
False |
91,974 |
| 80 |
99.77 |
86.16 |
13.61 |
14.5% |
1.80 |
1.9% |
55% |
False |
False |
74,681 |
| 100 |
99.77 |
86.16 |
13.61 |
14.5% |
1.68 |
1.8% |
55% |
False |
False |
63,905 |
| 120 |
99.77 |
86.16 |
13.61 |
14.5% |
1.57 |
1.7% |
55% |
False |
False |
54,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.94 |
|
2.618 |
100.12 |
|
1.618 |
97.78 |
|
1.000 |
96.33 |
|
0.618 |
95.44 |
|
HIGH |
93.99 |
|
0.618 |
93.10 |
|
0.500 |
92.82 |
|
0.382 |
92.54 |
|
LOW |
91.65 |
|
0.618 |
90.20 |
|
1.000 |
89.31 |
|
1.618 |
87.86 |
|
2.618 |
85.52 |
|
4.250 |
81.71 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.35 |
93.79 |
| PP |
93.08 |
93.73 |
| S1 |
92.82 |
93.67 |
|