NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.42 |
93.08 |
-1.34 |
-1.4% |
88.20 |
| High |
94.62 |
93.26 |
-1.36 |
-1.4% |
93.87 |
| Low |
92.86 |
90.11 |
-2.75 |
-3.0% |
87.69 |
| Close |
93.46 |
91.03 |
-2.43 |
-2.6% |
93.00 |
| Range |
1.76 |
3.15 |
1.39 |
79.0% |
6.18 |
| ATR |
2.07 |
2.16 |
0.09 |
4.4% |
0.00 |
| Volume |
277,499 |
332,382 |
54,883 |
19.8% |
1,296,354 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.92 |
99.12 |
92.76 |
|
| R3 |
97.77 |
95.97 |
91.90 |
|
| R2 |
94.62 |
94.62 |
91.61 |
|
| R1 |
92.82 |
92.82 |
91.32 |
92.15 |
| PP |
91.47 |
91.47 |
91.47 |
91.13 |
| S1 |
89.67 |
89.67 |
90.74 |
89.00 |
| S2 |
88.32 |
88.32 |
90.45 |
|
| S3 |
85.17 |
86.52 |
90.16 |
|
| S4 |
82.02 |
83.37 |
89.30 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.06 |
107.71 |
96.40 |
|
| R3 |
103.88 |
101.53 |
94.70 |
|
| R2 |
97.70 |
97.70 |
94.13 |
|
| R1 |
95.35 |
95.35 |
93.57 |
96.53 |
| PP |
91.52 |
91.52 |
91.52 |
92.11 |
| S1 |
89.17 |
89.17 |
92.43 |
90.35 |
| S2 |
85.34 |
85.34 |
91.87 |
|
| S3 |
79.16 |
82.99 |
91.30 |
|
| S4 |
72.98 |
76.81 |
89.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.69 |
90.11 |
4.58 |
5.0% |
2.29 |
2.5% |
20% |
False |
True |
267,115 |
| 10 |
94.69 |
85.90 |
8.79 |
9.7% |
2.17 |
2.4% |
58% |
False |
False |
258,748 |
| 20 |
97.23 |
85.90 |
11.33 |
12.4% |
2.31 |
2.5% |
45% |
False |
False |
191,768 |
| 40 |
98.06 |
85.90 |
12.16 |
13.4% |
1.89 |
2.1% |
42% |
False |
False |
129,885 |
| 60 |
99.52 |
85.90 |
13.62 |
15.0% |
1.80 |
2.0% |
38% |
False |
False |
107,690 |
| 80 |
99.52 |
85.90 |
13.62 |
15.0% |
1.66 |
1.8% |
38% |
False |
False |
94,856 |
| 100 |
99.52 |
85.90 |
13.62 |
15.0% |
1.60 |
1.8% |
38% |
False |
False |
81,763 |
| 120 |
99.52 |
85.90 |
13.62 |
15.0% |
1.64 |
1.8% |
38% |
False |
False |
72,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.65 |
|
2.618 |
101.51 |
|
1.618 |
98.36 |
|
1.000 |
96.41 |
|
0.618 |
95.21 |
|
HIGH |
93.26 |
|
0.618 |
92.06 |
|
0.500 |
91.69 |
|
0.382 |
91.31 |
|
LOW |
90.11 |
|
0.618 |
88.16 |
|
1.000 |
86.96 |
|
1.618 |
85.01 |
|
2.618 |
81.86 |
|
4.250 |
76.72 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
91.69 |
92.40 |
| PP |
91.47 |
91.94 |
| S1 |
91.25 |
91.49 |
|