NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.57 |
95.59 |
1.02 |
1.1% |
96.02 |
| High |
95.93 |
96.86 |
0.93 |
1.0% |
96.86 |
| Low |
93.62 |
95.22 |
1.60 |
1.7% |
92.48 |
| Close |
95.56 |
96.41 |
0.85 |
0.9% |
96.41 |
| Range |
2.31 |
1.64 |
-0.67 |
-29.0% |
4.38 |
| ATR |
2.05 |
2.02 |
-0.03 |
-1.4% |
0.00 |
| Volume |
54,862 |
68,798 |
13,936 |
25.4% |
323,528 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.08 |
100.39 |
97.31 |
|
| R3 |
99.44 |
98.75 |
96.86 |
|
| R2 |
97.80 |
97.80 |
96.71 |
|
| R1 |
97.11 |
97.11 |
96.56 |
97.46 |
| PP |
96.16 |
96.16 |
96.16 |
96.34 |
| S1 |
95.47 |
95.47 |
96.26 |
95.82 |
| S2 |
94.52 |
94.52 |
96.11 |
|
| S3 |
92.88 |
93.83 |
95.96 |
|
| S4 |
91.24 |
92.19 |
95.51 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.39 |
106.78 |
98.82 |
|
| R3 |
104.01 |
102.40 |
97.61 |
|
| R2 |
99.63 |
99.63 |
97.21 |
|
| R1 |
98.02 |
98.02 |
96.81 |
98.83 |
| PP |
95.25 |
95.25 |
95.25 |
95.65 |
| S1 |
93.64 |
93.64 |
96.01 |
94.45 |
| S2 |
90.87 |
90.87 |
95.61 |
|
| S3 |
86.49 |
89.26 |
95.21 |
|
| S4 |
82.11 |
84.88 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.86 |
92.48 |
4.38 |
4.5% |
1.85 |
1.9% |
90% |
True |
False |
64,705 |
| 10 |
97.28 |
92.48 |
4.80 |
5.0% |
1.82 |
1.9% |
82% |
False |
False |
66,434 |
| 20 |
97.28 |
88.13 |
9.15 |
9.5% |
2.04 |
2.1% |
90% |
False |
False |
53,057 |
| 40 |
97.94 |
86.29 |
11.65 |
12.1% |
1.96 |
2.0% |
87% |
False |
False |
38,973 |
| 60 |
97.94 |
86.29 |
11.65 |
12.1% |
1.73 |
1.8% |
87% |
False |
False |
31,034 |
| 80 |
99.98 |
86.29 |
13.69 |
14.2% |
1.62 |
1.7% |
74% |
False |
False |
27,421 |
| 100 |
99.98 |
86.29 |
13.69 |
14.2% |
1.48 |
1.5% |
74% |
False |
False |
23,267 |
| 120 |
99.98 |
86.29 |
13.69 |
14.2% |
1.35 |
1.4% |
74% |
False |
False |
19,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.83 |
|
2.618 |
101.15 |
|
1.618 |
99.51 |
|
1.000 |
98.50 |
|
0.618 |
97.87 |
|
HIGH |
96.86 |
|
0.618 |
96.23 |
|
0.500 |
96.04 |
|
0.382 |
95.85 |
|
LOW |
95.22 |
|
0.618 |
94.21 |
|
1.000 |
93.58 |
|
1.618 |
92.57 |
|
2.618 |
90.93 |
|
4.250 |
88.25 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.29 |
95.83 |
| PP |
96.16 |
95.25 |
| S1 |
96.04 |
94.67 |
|