NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
92.27 |
91.76 |
-0.51 |
-0.6% |
92.65 |
| High |
92.37 |
91.77 |
-0.60 |
-0.6% |
92.65 |
| Low |
89.97 |
90.88 |
0.91 |
1.0% |
89.97 |
| Close |
92.14 |
91.45 |
-0.69 |
-0.7% |
92.14 |
| Range |
2.40 |
0.89 |
-1.51 |
-62.9% |
2.68 |
| ATR |
1.52 |
1.50 |
-0.02 |
-1.2% |
0.00 |
| Volume |
11,101 |
12,700 |
1,599 |
14.4% |
57,938 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.04 |
93.63 |
91.94 |
|
| R3 |
93.15 |
92.74 |
91.69 |
|
| R2 |
92.26 |
92.26 |
91.61 |
|
| R1 |
91.85 |
91.85 |
91.53 |
91.61 |
| PP |
91.37 |
91.37 |
91.37 |
91.25 |
| S1 |
90.96 |
90.96 |
91.37 |
90.72 |
| S2 |
90.48 |
90.48 |
91.29 |
|
| S3 |
89.59 |
90.07 |
91.21 |
|
| S4 |
88.70 |
89.18 |
90.96 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.63 |
98.56 |
93.61 |
|
| R3 |
96.95 |
95.88 |
92.88 |
|
| R2 |
94.27 |
94.27 |
92.63 |
|
| R1 |
93.20 |
93.20 |
92.39 |
92.40 |
| PP |
91.59 |
91.59 |
91.59 |
91.18 |
| S1 |
90.52 |
90.52 |
91.89 |
89.72 |
| S2 |
88.91 |
88.91 |
91.65 |
|
| S3 |
86.23 |
87.84 |
91.40 |
|
| S4 |
83.55 |
85.16 |
90.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.42 |
89.97 |
2.45 |
2.7% |
1.18 |
1.3% |
60% |
False |
False |
11,354 |
| 10 |
92.65 |
86.89 |
5.76 |
6.3% |
1.57 |
1.7% |
79% |
False |
False |
11,660 |
| 20 |
92.65 |
84.84 |
7.81 |
8.5% |
1.51 |
1.7% |
85% |
False |
False |
10,730 |
| 40 |
93.96 |
84.84 |
9.12 |
10.0% |
1.30 |
1.4% |
72% |
False |
False |
9,781 |
| 60 |
95.66 |
84.84 |
10.82 |
11.8% |
1.18 |
1.3% |
61% |
False |
False |
8,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.55 |
|
2.618 |
94.10 |
|
1.618 |
93.21 |
|
1.000 |
92.66 |
|
0.618 |
92.32 |
|
HIGH |
91.77 |
|
0.618 |
91.43 |
|
0.500 |
91.33 |
|
0.382 |
91.22 |
|
LOW |
90.88 |
|
0.618 |
90.33 |
|
1.000 |
89.99 |
|
1.618 |
89.44 |
|
2.618 |
88.55 |
|
4.250 |
87.10 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.41 |
91.37 |
| PP |
91.37 |
91.28 |
| S1 |
91.33 |
91.20 |
|