NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.55 |
94.57 |
0.02 |
0.0% |
95.77 |
| High |
94.76 |
95.93 |
1.17 |
1.2% |
97.28 |
| Low |
92.48 |
93.62 |
1.14 |
1.2% |
93.68 |
| Close |
94.64 |
95.56 |
0.92 |
1.0% |
96.28 |
| Range |
2.28 |
2.31 |
0.03 |
1.3% |
3.60 |
| ATR |
2.03 |
2.05 |
0.02 |
1.0% |
0.00 |
| Volume |
57,192 |
54,862 |
-2,330 |
-4.1% |
340,819 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.97 |
101.07 |
96.83 |
|
| R3 |
99.66 |
98.76 |
96.20 |
|
| R2 |
97.35 |
97.35 |
95.98 |
|
| R1 |
96.45 |
96.45 |
95.77 |
96.90 |
| PP |
95.04 |
95.04 |
95.04 |
95.26 |
| S1 |
94.14 |
94.14 |
95.35 |
94.59 |
| S2 |
92.73 |
92.73 |
95.14 |
|
| S3 |
90.42 |
91.83 |
94.92 |
|
| S4 |
88.11 |
89.52 |
94.29 |
|
|
| 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 |
96.47 |
92.48 |
3.99 |
4.2% |
2.08 |
2.2% |
77% |
False |
False |
66,053 |
| 10 |
97.28 |
92.48 |
4.80 |
5.0% |
1.90 |
2.0% |
64% |
False |
False |
64,598 |
| 20 |
97.28 |
88.11 |
9.17 |
9.6% |
2.01 |
2.1% |
81% |
False |
False |
51,075 |
| 40 |
97.94 |
86.29 |
11.65 |
12.2% |
1.95 |
2.0% |
80% |
False |
False |
37,666 |
| 60 |
97.94 |
86.29 |
11.65 |
12.2% |
1.73 |
1.8% |
80% |
False |
False |
30,152 |
| 80 |
99.98 |
86.29 |
13.69 |
14.3% |
1.62 |
1.7% |
68% |
False |
False |
26,705 |
| 100 |
99.98 |
86.29 |
13.69 |
14.3% |
1.47 |
1.5% |
68% |
False |
False |
22,623 |
| 120 |
99.98 |
86.29 |
13.69 |
14.3% |
1.34 |
1.4% |
68% |
False |
False |
19,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.75 |
|
2.618 |
101.98 |
|
1.618 |
99.67 |
|
1.000 |
98.24 |
|
0.618 |
97.36 |
|
HIGH |
95.93 |
|
0.618 |
95.05 |
|
0.500 |
94.78 |
|
0.382 |
94.50 |
|
LOW |
93.62 |
|
0.618 |
92.19 |
|
1.000 |
91.31 |
|
1.618 |
89.88 |
|
2.618 |
87.57 |
|
4.250 |
83.80 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.30 |
95.11 |
| PP |
95.04 |
94.66 |
| S1 |
94.78 |
94.21 |
|