NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.24 |
94.55 |
-0.69 |
-0.7% |
95.77 |
| High |
95.92 |
94.76 |
-1.16 |
-1.2% |
97.28 |
| Low |
94.20 |
92.48 |
-1.72 |
-1.8% |
93.68 |
| Close |
94.55 |
94.64 |
0.09 |
0.1% |
96.28 |
| Range |
1.72 |
2.28 |
0.56 |
32.6% |
3.60 |
| ATR |
2.01 |
2.03 |
0.02 |
1.0% |
0.00 |
| Volume |
57,221 |
57,192 |
-29 |
-0.1% |
340,819 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.80 |
100.00 |
95.89 |
|
| R3 |
98.52 |
97.72 |
95.27 |
|
| R2 |
96.24 |
96.24 |
95.06 |
|
| R1 |
95.44 |
95.44 |
94.85 |
95.84 |
| PP |
93.96 |
93.96 |
93.96 |
94.16 |
| S1 |
93.16 |
93.16 |
94.43 |
93.56 |
| S2 |
91.68 |
91.68 |
94.22 |
|
| S3 |
89.40 |
90.88 |
94.01 |
|
| S4 |
87.12 |
88.60 |
93.39 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.55 |
105.01 |
98.26 |
|
| R3 |
102.95 |
101.41 |
97.27 |
|
| R2 |
99.35 |
99.35 |
96.94 |
|
| R1 |
97.81 |
97.81 |
96.61 |
98.58 |
| PP |
95.75 |
95.75 |
95.75 |
96.13 |
| S1 |
94.21 |
94.21 |
95.95 |
94.98 |
| S2 |
92.15 |
92.15 |
95.62 |
|
| S3 |
88.55 |
90.61 |
95.29 |
|
| S4 |
84.95 |
87.01 |
94.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.87 |
92.48 |
4.39 |
4.6% |
1.88 |
2.0% |
49% |
False |
True |
69,141 |
| 10 |
97.28 |
90.92 |
6.36 |
6.7% |
2.01 |
2.1% |
58% |
False |
False |
66,041 |
| 20 |
97.28 |
86.29 |
10.99 |
11.6% |
2.04 |
2.2% |
76% |
False |
False |
49,573 |
| 40 |
97.94 |
86.29 |
11.65 |
12.3% |
1.92 |
2.0% |
72% |
False |
False |
36,739 |
| 60 |
98.65 |
86.29 |
12.36 |
13.1% |
1.74 |
1.8% |
68% |
False |
False |
29,426 |
| 80 |
99.98 |
86.29 |
13.69 |
14.5% |
1.60 |
1.7% |
61% |
False |
False |
26,128 |
| 100 |
99.98 |
86.29 |
13.69 |
14.5% |
1.45 |
1.5% |
61% |
False |
False |
22,125 |
| 120 |
99.98 |
86.29 |
13.69 |
14.5% |
1.32 |
1.4% |
61% |
False |
False |
18,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.45 |
|
2.618 |
100.73 |
|
1.618 |
98.45 |
|
1.000 |
97.04 |
|
0.618 |
96.17 |
|
HIGH |
94.76 |
|
0.618 |
93.89 |
|
0.500 |
93.62 |
|
0.382 |
93.35 |
|
LOW |
92.48 |
|
0.618 |
91.07 |
|
1.000 |
90.20 |
|
1.618 |
88.79 |
|
2.618 |
86.51 |
|
4.250 |
82.79 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.30 |
94.51 |
| PP |
93.96 |
94.38 |
| S1 |
93.62 |
94.25 |
|