NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
93.61 |
93.24 |
-0.37 |
-0.4% |
95.68 |
| High |
94.07 |
95.75 |
1.68 |
1.8% |
96.83 |
| Low |
92.88 |
93.24 |
0.36 |
0.4% |
92.09 |
| Close |
93.98 |
94.88 |
0.90 |
1.0% |
93.98 |
| Range |
1.19 |
2.51 |
1.32 |
110.9% |
4.74 |
| ATR |
1.76 |
1.82 |
0.05 |
3.0% |
0.00 |
| Volume |
22,324 |
11,794 |
-10,530 |
-47.2% |
89,229 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.15 |
101.03 |
96.26 |
|
| R3 |
99.64 |
98.52 |
95.57 |
|
| R2 |
97.13 |
97.13 |
95.34 |
|
| R1 |
96.01 |
96.01 |
95.11 |
96.57 |
| PP |
94.62 |
94.62 |
94.62 |
94.91 |
| S1 |
93.50 |
93.50 |
94.65 |
94.06 |
| S2 |
92.11 |
92.11 |
94.42 |
|
| S3 |
89.60 |
90.99 |
94.19 |
|
| S4 |
87.09 |
88.48 |
93.50 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.52 |
105.99 |
96.59 |
|
| R3 |
103.78 |
101.25 |
95.28 |
|
| R2 |
99.04 |
99.04 |
94.85 |
|
| R1 |
96.51 |
96.51 |
94.41 |
95.41 |
| PP |
94.30 |
94.30 |
94.30 |
93.75 |
| S1 |
91.77 |
91.77 |
93.55 |
90.67 |
| S2 |
89.56 |
89.56 |
93.11 |
|
| S3 |
84.82 |
87.03 |
92.68 |
|
| S4 |
80.08 |
82.29 |
91.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.48 |
92.09 |
4.39 |
4.6% |
1.78 |
1.9% |
64% |
False |
False |
16,766 |
| 10 |
96.83 |
92.04 |
4.79 |
5.0% |
1.79 |
1.9% |
59% |
False |
False |
17,128 |
| 20 |
96.83 |
89.65 |
7.18 |
7.6% |
1.84 |
1.9% |
73% |
False |
False |
18,401 |
| 40 |
97.26 |
86.47 |
10.79 |
11.4% |
1.83 |
1.9% |
78% |
False |
False |
15,116 |
| 60 |
97.26 |
86.47 |
10.79 |
11.4% |
1.59 |
1.7% |
78% |
False |
False |
12,477 |
| 80 |
99.41 |
86.47 |
12.94 |
13.6% |
1.46 |
1.5% |
65% |
False |
False |
11,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.42 |
|
2.618 |
102.32 |
|
1.618 |
99.81 |
|
1.000 |
98.26 |
|
0.618 |
97.30 |
|
HIGH |
95.75 |
|
0.618 |
94.79 |
|
0.500 |
94.50 |
|
0.382 |
94.20 |
|
LOW |
93.24 |
|
0.618 |
91.69 |
|
1.000 |
90.73 |
|
1.618 |
89.18 |
|
2.618 |
86.67 |
|
4.250 |
82.57 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.75 |
94.56 |
| PP |
94.62 |
94.24 |
| S1 |
94.50 |
93.92 |
|