NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.21 |
93.15 |
-2.06 |
-2.2% |
96.40 |
| High |
95.40 |
94.18 |
-1.22 |
-1.3% |
97.28 |
| Low |
93.09 |
91.93 |
-1.16 |
-1.2% |
92.34 |
| Close |
93.38 |
93.81 |
0.43 |
0.5% |
94.28 |
| Range |
2.31 |
2.25 |
-0.06 |
-2.6% |
4.94 |
| ATR |
1.96 |
1.98 |
0.02 |
1.0% |
0.00 |
| Volume |
53,289 |
65,911 |
12,622 |
23.7% |
212,888 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.06 |
99.18 |
95.05 |
|
| R3 |
97.81 |
96.93 |
94.43 |
|
| R2 |
95.56 |
95.56 |
94.22 |
|
| R1 |
94.68 |
94.68 |
94.02 |
95.12 |
| PP |
93.31 |
93.31 |
93.31 |
93.53 |
| S1 |
92.43 |
92.43 |
93.60 |
92.87 |
| S2 |
91.06 |
91.06 |
93.40 |
|
| S3 |
88.81 |
90.18 |
93.19 |
|
| S4 |
86.56 |
87.93 |
92.57 |
|
|
| 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 |
96.04 |
91.93 |
4.11 |
4.4% |
2.12 |
2.3% |
46% |
False |
True |
53,977 |
| 10 |
97.28 |
91.93 |
5.35 |
5.7% |
1.97 |
2.1% |
35% |
False |
True |
44,322 |
| 20 |
97.28 |
90.59 |
6.69 |
7.1% |
1.95 |
2.1% |
48% |
False |
False |
43,054 |
| 40 |
97.28 |
86.26 |
11.02 |
11.7% |
2.00 |
2.1% |
69% |
False |
False |
37,350 |
| 60 |
97.66 |
86.26 |
11.40 |
12.2% |
1.78 |
1.9% |
66% |
False |
False |
31,050 |
| 80 |
99.69 |
86.26 |
13.43 |
14.3% |
1.66 |
1.8% |
56% |
False |
False |
27,341 |
| 100 |
99.69 |
86.26 |
13.43 |
14.3% |
1.50 |
1.6% |
56% |
False |
False |
24,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.74 |
|
2.618 |
100.07 |
|
1.618 |
97.82 |
|
1.000 |
96.43 |
|
0.618 |
95.57 |
|
HIGH |
94.18 |
|
0.618 |
93.32 |
|
0.500 |
93.06 |
|
0.382 |
92.79 |
|
LOW |
91.93 |
|
0.618 |
90.54 |
|
1.000 |
89.68 |
|
1.618 |
88.29 |
|
2.618 |
86.04 |
|
4.250 |
82.37 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.56 |
93.99 |
| PP |
93.31 |
93.93 |
| S1 |
93.06 |
93.87 |
|