NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.59 |
96.39 |
0.80 |
0.8% |
96.02 |
| High |
96.86 |
97.46 |
0.60 |
0.6% |
96.86 |
| Low |
95.22 |
95.60 |
0.38 |
0.4% |
92.48 |
| Close |
96.41 |
97.04 |
0.63 |
0.7% |
96.41 |
| Range |
1.64 |
1.86 |
0.22 |
13.4% |
4.38 |
| ATR |
2.02 |
2.01 |
-0.01 |
-0.6% |
0.00 |
| Volume |
68,798 |
41,210 |
-27,588 |
-40.1% |
323,528 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.28 |
101.52 |
98.06 |
|
| R3 |
100.42 |
99.66 |
97.55 |
|
| R2 |
98.56 |
98.56 |
97.38 |
|
| R1 |
97.80 |
97.80 |
97.21 |
98.18 |
| PP |
96.70 |
96.70 |
96.70 |
96.89 |
| S1 |
95.94 |
95.94 |
96.87 |
96.32 |
| S2 |
94.84 |
94.84 |
96.70 |
|
| S3 |
92.98 |
94.08 |
96.53 |
|
| S4 |
91.12 |
92.22 |
96.02 |
|
|
| 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 |
97.46 |
92.48 |
4.98 |
5.1% |
1.96 |
2.0% |
92% |
True |
False |
55,856 |
| 10 |
97.46 |
92.48 |
4.98 |
5.1% |
1.79 |
1.8% |
92% |
True |
False |
64,607 |
| 20 |
97.46 |
88.28 |
9.18 |
9.5% |
2.04 |
2.1% |
95% |
True |
False |
54,236 |
| 40 |
97.94 |
86.29 |
11.65 |
12.0% |
1.97 |
2.0% |
92% |
False |
False |
39,673 |
| 60 |
97.94 |
86.29 |
11.65 |
12.0% |
1.74 |
1.8% |
92% |
False |
False |
31,478 |
| 80 |
99.98 |
86.29 |
13.69 |
14.1% |
1.63 |
1.7% |
79% |
False |
False |
27,635 |
| 100 |
99.98 |
86.29 |
13.69 |
14.1% |
1.50 |
1.5% |
79% |
False |
False |
23,647 |
| 120 |
99.98 |
86.29 |
13.69 |
14.1% |
1.36 |
1.4% |
79% |
False |
False |
20,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.37 |
|
2.618 |
102.33 |
|
1.618 |
100.47 |
|
1.000 |
99.32 |
|
0.618 |
98.61 |
|
HIGH |
97.46 |
|
0.618 |
96.75 |
|
0.500 |
96.53 |
|
0.382 |
96.31 |
|
LOW |
95.60 |
|
0.618 |
94.45 |
|
1.000 |
93.74 |
|
1.618 |
92.59 |
|
2.618 |
90.73 |
|
4.250 |
87.70 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.87 |
96.54 |
| PP |
96.70 |
96.04 |
| S1 |
96.53 |
95.54 |
|