NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
97.01 |
96.03 |
-0.98 |
-1.0% |
96.02 |
| High |
97.28 |
96.32 |
-0.96 |
-1.0% |
96.86 |
| Low |
95.86 |
94.19 |
-1.67 |
-1.7% |
92.48 |
| Close |
96.32 |
94.46 |
-1.86 |
-1.9% |
96.41 |
| Range |
1.42 |
2.13 |
0.71 |
50.0% |
4.38 |
| ATR |
1.97 |
1.98 |
0.01 |
0.6% |
0.00 |
| Volume |
51,023 |
58,978 |
7,955 |
15.6% |
323,528 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.38 |
100.05 |
95.63 |
|
| R3 |
99.25 |
97.92 |
95.05 |
|
| R2 |
97.12 |
97.12 |
94.85 |
|
| R1 |
95.79 |
95.79 |
94.66 |
95.39 |
| PP |
94.99 |
94.99 |
94.99 |
94.79 |
| S1 |
93.66 |
93.66 |
94.26 |
93.26 |
| S2 |
92.86 |
92.86 |
94.07 |
|
| S3 |
90.73 |
91.53 |
93.87 |
|
| S4 |
88.60 |
89.40 |
93.29 |
|
|
| 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 |
93.62 |
3.84 |
4.1% |
1.87 |
2.0% |
22% |
False |
False |
54,974 |
| 10 |
97.46 |
92.48 |
4.98 |
5.3% |
1.87 |
2.0% |
40% |
False |
False |
62,057 |
| 20 |
97.46 |
90.29 |
7.17 |
7.6% |
2.02 |
2.1% |
58% |
False |
False |
55,448 |
| 40 |
97.94 |
86.29 |
11.65 |
12.3% |
1.98 |
2.1% |
70% |
False |
False |
41,448 |
| 60 |
97.94 |
86.29 |
11.65 |
12.3% |
1.74 |
1.8% |
70% |
False |
False |
32,900 |
| 80 |
99.98 |
86.29 |
13.69 |
14.5% |
1.65 |
1.7% |
60% |
False |
False |
28,715 |
| 100 |
99.98 |
86.29 |
13.69 |
14.5% |
1.52 |
1.6% |
60% |
False |
False |
24,697 |
| 120 |
99.98 |
86.29 |
13.69 |
14.5% |
1.38 |
1.5% |
60% |
False |
False |
21,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.37 |
|
2.618 |
101.90 |
|
1.618 |
99.77 |
|
1.000 |
98.45 |
|
0.618 |
97.64 |
|
HIGH |
96.32 |
|
0.618 |
95.51 |
|
0.500 |
95.26 |
|
0.382 |
95.00 |
|
LOW |
94.19 |
|
0.618 |
92.87 |
|
1.000 |
92.06 |
|
1.618 |
90.74 |
|
2.618 |
88.61 |
|
4.250 |
85.14 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.26 |
95.83 |
| PP |
94.99 |
95.37 |
| S1 |
94.73 |
94.92 |
|