NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
92.32 |
92.90 |
0.58 |
0.6% |
91.76 |
| High |
92.94 |
92.93 |
-0.01 |
0.0% |
92.89 |
| Low |
91.82 |
91.87 |
0.05 |
0.1% |
89.32 |
| Close |
92.68 |
92.22 |
-0.46 |
-0.5% |
92.32 |
| Range |
1.12 |
1.06 |
-0.06 |
-5.4% |
3.57 |
| ATR |
1.49 |
1.46 |
-0.03 |
-2.1% |
0.00 |
| Volume |
17,094 |
17,077 |
-17 |
-0.1% |
59,588 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.52 |
94.93 |
92.80 |
|
| R3 |
94.46 |
93.87 |
92.51 |
|
| R2 |
93.40 |
93.40 |
92.41 |
|
| R1 |
92.81 |
92.81 |
92.32 |
92.58 |
| PP |
92.34 |
92.34 |
92.34 |
92.22 |
| S1 |
91.75 |
91.75 |
92.12 |
91.52 |
| S2 |
91.28 |
91.28 |
92.03 |
|
| S3 |
90.22 |
90.69 |
91.93 |
|
| S4 |
89.16 |
89.63 |
91.64 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.22 |
100.84 |
94.28 |
|
| R3 |
98.65 |
97.27 |
93.30 |
|
| R2 |
95.08 |
95.08 |
92.97 |
|
| R1 |
93.70 |
93.70 |
92.65 |
94.39 |
| PP |
91.51 |
91.51 |
91.51 |
91.86 |
| S1 |
90.13 |
90.13 |
91.99 |
90.82 |
| S2 |
87.94 |
87.94 |
91.67 |
|
| S3 |
84.37 |
86.56 |
91.34 |
|
| S4 |
80.80 |
82.99 |
90.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.94 |
89.32 |
3.62 |
3.9% |
1.47 |
1.6% |
80% |
False |
False |
14,587 |
| 10 |
92.94 |
89.32 |
3.62 |
3.9% |
1.35 |
1.5% |
80% |
False |
False |
12,897 |
| 20 |
92.94 |
86.89 |
6.05 |
6.6% |
1.53 |
1.7% |
88% |
False |
False |
11,959 |
| 40 |
93.96 |
84.84 |
9.12 |
9.9% |
1.35 |
1.5% |
81% |
False |
False |
10,775 |
| 60 |
93.96 |
84.84 |
9.12 |
9.9% |
1.19 |
1.3% |
81% |
False |
False |
9,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.44 |
|
2.618 |
95.71 |
|
1.618 |
94.65 |
|
1.000 |
93.99 |
|
0.618 |
93.59 |
|
HIGH |
92.93 |
|
0.618 |
92.53 |
|
0.500 |
92.40 |
|
0.382 |
92.27 |
|
LOW |
91.87 |
|
0.618 |
91.21 |
|
1.000 |
90.81 |
|
1.618 |
90.15 |
|
2.618 |
89.09 |
|
4.250 |
87.37 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
92.40 |
92.30 |
| PP |
92.34 |
92.27 |
| S1 |
92.28 |
92.25 |
|