NYMEX Light Sweet Crude Oil Future September 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 |
94.00 |
95.21 |
1.21 |
1.3% |
96.40 |
| High |
96.04 |
95.40 |
-0.64 |
-0.7% |
97.28 |
| Low |
93.43 |
93.09 |
-0.34 |
-0.4% |
92.34 |
| Close |
95.17 |
93.38 |
-1.79 |
-1.9% |
94.28 |
| Range |
2.61 |
2.31 |
-0.30 |
-11.5% |
4.94 |
| ATR |
1.94 |
1.96 |
0.03 |
1.4% |
0.00 |
| Volume |
36,024 |
53,289 |
17,265 |
47.9% |
212,888 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.89 |
99.44 |
94.65 |
|
| R3 |
98.58 |
97.13 |
94.02 |
|
| R2 |
96.27 |
96.27 |
93.80 |
|
| R1 |
94.82 |
94.82 |
93.59 |
94.39 |
| PP |
93.96 |
93.96 |
93.96 |
93.74 |
| S1 |
92.51 |
92.51 |
93.17 |
92.08 |
| S2 |
91.65 |
91.65 |
92.96 |
|
| S3 |
89.34 |
90.20 |
92.74 |
|
| S4 |
87.03 |
87.89 |
92.11 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.45 |
106.81 |
97.00 |
|
| R3 |
104.51 |
101.87 |
95.64 |
|
| R2 |
99.57 |
99.57 |
95.19 |
|
| R1 |
96.93 |
96.93 |
94.73 |
95.78 |
| PP |
94.63 |
94.63 |
94.63 |
94.06 |
| S1 |
91.99 |
91.99 |
93.83 |
90.84 |
| S2 |
89.69 |
89.69 |
93.37 |
|
| S3 |
84.75 |
87.05 |
92.92 |
|
| S4 |
79.81 |
82.11 |
91.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.20 |
92.34 |
3.86 |
4.1% |
2.09 |
2.2% |
27% |
False |
False |
46,511 |
| 10 |
97.28 |
92.34 |
4.94 |
5.3% |
1.96 |
2.1% |
21% |
False |
False |
41,425 |
| 20 |
97.28 |
90.09 |
7.19 |
7.7% |
1.98 |
2.1% |
46% |
False |
False |
41,637 |
| 40 |
97.28 |
86.26 |
11.02 |
11.8% |
2.01 |
2.1% |
65% |
False |
False |
36,300 |
| 60 |
97.66 |
86.26 |
11.40 |
12.2% |
1.76 |
1.9% |
62% |
False |
False |
30,099 |
| 80 |
99.69 |
86.26 |
13.43 |
14.4% |
1.64 |
1.8% |
53% |
False |
False |
26,876 |
| 100 |
99.69 |
86.26 |
13.43 |
14.4% |
1.49 |
1.6% |
53% |
False |
False |
24,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.22 |
|
2.618 |
101.45 |
|
1.618 |
99.14 |
|
1.000 |
97.71 |
|
0.618 |
96.83 |
|
HIGH |
95.40 |
|
0.618 |
94.52 |
|
0.500 |
94.25 |
|
0.382 |
93.97 |
|
LOW |
93.09 |
|
0.618 |
91.66 |
|
1.000 |
90.78 |
|
1.618 |
89.35 |
|
2.618 |
87.04 |
|
4.250 |
83.27 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.25 |
94.57 |
| PP |
93.96 |
94.17 |
| S1 |
93.67 |
93.78 |
|