NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
92.00 |
89.85 |
-2.15 |
-2.3% |
91.76 |
| High |
92.22 |
90.71 |
-1.51 |
-1.6% |
92.89 |
| Low |
90.75 |
89.23 |
-1.52 |
-1.7% |
89.32 |
| Close |
90.99 |
90.70 |
-0.29 |
-0.3% |
92.32 |
| Range |
1.47 |
1.48 |
0.01 |
0.7% |
3.57 |
| ATR |
1.46 |
1.48 |
0.02 |
1.5% |
0.00 |
| Volume |
8,579 |
13,784 |
5,205 |
60.7% |
59,588 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.65 |
94.16 |
91.51 |
|
| R3 |
93.17 |
92.68 |
91.11 |
|
| R2 |
91.69 |
91.69 |
90.97 |
|
| R1 |
91.20 |
91.20 |
90.84 |
91.45 |
| PP |
90.21 |
90.21 |
90.21 |
90.34 |
| S1 |
89.72 |
89.72 |
90.56 |
89.97 |
| S2 |
88.73 |
88.73 |
90.43 |
|
| S3 |
87.25 |
88.24 |
90.29 |
|
| S4 |
85.77 |
86.76 |
89.89 |
|
|
| 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 |
89.23 |
3.71 |
4.1% |
1.27 |
1.4% |
40% |
False |
True |
13,317 |
| 10 |
92.94 |
89.23 |
3.71 |
4.1% |
1.46 |
1.6% |
40% |
False |
True |
12,722 |
| 20 |
92.94 |
86.89 |
6.05 |
6.7% |
1.49 |
1.6% |
63% |
False |
False |
11,990 |
| 40 |
93.96 |
84.84 |
9.12 |
10.1% |
1.38 |
1.5% |
64% |
False |
False |
10,718 |
| 60 |
93.96 |
84.84 |
9.12 |
10.1% |
1.22 |
1.3% |
64% |
False |
False |
9,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.00 |
|
2.618 |
94.58 |
|
1.618 |
93.10 |
|
1.000 |
92.19 |
|
0.618 |
91.62 |
|
HIGH |
90.71 |
|
0.618 |
90.14 |
|
0.500 |
89.97 |
|
0.382 |
89.80 |
|
LOW |
89.23 |
|
0.618 |
88.32 |
|
1.000 |
87.75 |
|
1.618 |
86.84 |
|
2.618 |
85.36 |
|
4.250 |
82.94 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
90.46 |
91.08 |
| PP |
90.21 |
90.95 |
| S1 |
89.97 |
90.83 |
|