NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.07 |
95.22 |
1.15 |
1.2% |
96.39 |
| High |
96.09 |
95.41 |
-0.68 |
-0.7% |
97.46 |
| Low |
93.45 |
93.07 |
-0.38 |
-0.4% |
92.40 |
| Close |
95.20 |
93.35 |
-1.85 |
-1.9% |
94.34 |
| Range |
2.64 |
2.34 |
-0.30 |
-11.4% |
5.06 |
| ATR |
1.99 |
2.02 |
0.02 |
1.2% |
0.00 |
| Volume |
42,470 |
61,648 |
19,178 |
45.2% |
299,009 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.96 |
99.50 |
94.64 |
|
| R3 |
98.62 |
97.16 |
93.99 |
|
| R2 |
96.28 |
96.28 |
93.78 |
|
| R1 |
94.82 |
94.82 |
93.56 |
94.38 |
| PP |
93.94 |
93.94 |
93.94 |
93.73 |
| S1 |
92.48 |
92.48 |
93.14 |
92.04 |
| S2 |
91.60 |
91.60 |
92.92 |
|
| S3 |
89.26 |
90.14 |
92.71 |
|
| S4 |
86.92 |
87.80 |
92.06 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.91 |
107.19 |
97.12 |
|
| R3 |
104.85 |
102.13 |
95.73 |
|
| R2 |
99.79 |
99.79 |
95.27 |
|
| R1 |
97.07 |
97.07 |
94.80 |
95.90 |
| PP |
94.73 |
94.73 |
94.73 |
94.15 |
| S1 |
92.01 |
92.01 |
93.88 |
90.84 |
| S2 |
89.67 |
89.67 |
93.41 |
|
| S3 |
84.61 |
86.95 |
92.95 |
|
| S4 |
79.55 |
81.89 |
91.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.32 |
92.40 |
3.92 |
4.2% |
2.12 |
2.3% |
24% |
False |
False |
62,178 |
| 10 |
97.46 |
92.40 |
5.06 |
5.4% |
2.01 |
2.2% |
19% |
False |
False |
58,397 |
| 20 |
97.46 |
90.29 |
7.17 |
7.7% |
2.05 |
2.2% |
43% |
False |
False |
61,747 |
| 40 |
97.46 |
86.29 |
11.17 |
12.0% |
2.07 |
2.2% |
63% |
False |
False |
45,812 |
| 60 |
97.94 |
86.29 |
11.65 |
12.5% |
1.80 |
1.9% |
61% |
False |
False |
36,237 |
| 80 |
99.83 |
86.29 |
13.54 |
14.5% |
1.71 |
1.8% |
52% |
False |
False |
31,122 |
| 100 |
99.98 |
86.29 |
13.69 |
14.7% |
1.56 |
1.7% |
52% |
False |
False |
27,016 |
| 120 |
99.98 |
86.29 |
13.69 |
14.7% |
1.42 |
1.5% |
52% |
False |
False |
23,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.36 |
|
2.618 |
101.54 |
|
1.618 |
99.20 |
|
1.000 |
97.75 |
|
0.618 |
96.86 |
|
HIGH |
95.41 |
|
0.618 |
94.52 |
|
0.500 |
94.24 |
|
0.382 |
93.96 |
|
LOW |
93.07 |
|
0.618 |
91.62 |
|
1.000 |
90.73 |
|
1.618 |
89.28 |
|
2.618 |
86.94 |
|
4.250 |
83.13 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.24 |
94.58 |
| PP |
93.94 |
94.17 |
| S1 |
93.65 |
93.76 |
|