NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
93.09 |
93.78 |
0.69 |
0.7% |
94.07 |
| High |
94.18 |
94.03 |
-0.15 |
-0.2% |
96.09 |
| Low |
91.89 |
91.80 |
-0.09 |
-0.1% |
91.80 |
| Close |
93.80 |
92.21 |
-1.59 |
-1.7% |
92.21 |
| Range |
2.29 |
2.23 |
-0.06 |
-2.6% |
4.29 |
| ATR |
2.04 |
2.05 |
0.01 |
0.7% |
0.00 |
| Volume |
75,801 |
82,133 |
6,332 |
8.4% |
262,052 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.37 |
98.02 |
93.44 |
|
| R3 |
97.14 |
95.79 |
92.82 |
|
| R2 |
94.91 |
94.91 |
92.62 |
|
| R1 |
93.56 |
93.56 |
92.41 |
93.12 |
| PP |
92.68 |
92.68 |
92.68 |
92.46 |
| S1 |
91.33 |
91.33 |
92.01 |
90.89 |
| S2 |
90.45 |
90.45 |
91.80 |
|
| S3 |
88.22 |
89.10 |
91.60 |
|
| S4 |
85.99 |
86.87 |
90.98 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.24 |
103.51 |
94.57 |
|
| R3 |
101.95 |
99.22 |
93.39 |
|
| R2 |
97.66 |
97.66 |
93.00 |
|
| R1 |
94.93 |
94.93 |
92.60 |
94.15 |
| PP |
93.37 |
93.37 |
93.37 |
92.98 |
| S1 |
90.64 |
90.64 |
91.82 |
89.86 |
| S2 |
89.08 |
89.08 |
91.42 |
|
| S3 |
84.79 |
86.35 |
91.03 |
|
| S4 |
80.50 |
82.06 |
89.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.09 |
91.80 |
4.29 |
4.7% |
2.16 |
2.3% |
10% |
False |
True |
66,606 |
| 10 |
97.46 |
91.80 |
5.66 |
6.1% |
2.01 |
2.2% |
7% |
False |
True |
62,985 |
| 20 |
97.46 |
91.80 |
5.66 |
6.1% |
1.95 |
2.1% |
7% |
False |
True |
63,792 |
| 40 |
97.46 |
86.29 |
11.17 |
12.1% |
2.06 |
2.2% |
53% |
False |
False |
48,446 |
| 60 |
97.94 |
86.29 |
11.65 |
12.6% |
1.85 |
2.0% |
51% |
False |
False |
38,489 |
| 80 |
99.83 |
86.29 |
13.54 |
14.7% |
1.73 |
1.9% |
44% |
False |
False |
32,609 |
| 100 |
99.98 |
86.29 |
13.69 |
14.8% |
1.59 |
1.7% |
43% |
False |
False |
28,477 |
| 120 |
99.98 |
86.29 |
13.69 |
14.8% |
1.45 |
1.6% |
43% |
False |
False |
24,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.51 |
|
2.618 |
99.87 |
|
1.618 |
97.64 |
|
1.000 |
96.26 |
|
0.618 |
95.41 |
|
HIGH |
94.03 |
|
0.618 |
93.18 |
|
0.500 |
92.92 |
|
0.382 |
92.65 |
|
LOW |
91.80 |
|
0.618 |
90.42 |
|
1.000 |
89.57 |
|
1.618 |
88.19 |
|
2.618 |
85.96 |
|
4.250 |
82.32 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.92 |
93.61 |
| PP |
92.68 |
93.14 |
| S1 |
92.45 |
92.68 |
|