NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
91.00 |
93.99 |
2.99 |
3.3% |
92.70 |
| High |
94.25 |
96.04 |
1.79 |
1.9% |
96.04 |
| Low |
90.65 |
93.56 |
2.91 |
3.2% |
90.11 |
| Close |
93.99 |
95.61 |
1.62 |
1.7% |
95.61 |
| Range |
3.60 |
2.48 |
-1.12 |
-31.1% |
5.93 |
| ATR |
2.26 |
2.28 |
0.02 |
0.7% |
0.00 |
| Volume |
310,808 |
297,522 |
-13,286 |
-4.3% |
1,432,819 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.51 |
101.54 |
96.97 |
|
| R3 |
100.03 |
99.06 |
96.29 |
|
| R2 |
97.55 |
97.55 |
96.06 |
|
| R1 |
96.58 |
96.58 |
95.84 |
97.07 |
| PP |
95.07 |
95.07 |
95.07 |
95.31 |
| S1 |
94.10 |
94.10 |
95.38 |
94.59 |
| S2 |
92.59 |
92.59 |
95.16 |
|
| S3 |
90.11 |
91.62 |
94.93 |
|
| S4 |
87.63 |
89.14 |
94.25 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.71 |
109.59 |
98.87 |
|
| R3 |
105.78 |
103.66 |
97.24 |
|
| R2 |
99.85 |
99.85 |
96.70 |
|
| R1 |
97.73 |
97.73 |
96.15 |
98.79 |
| PP |
93.92 |
93.92 |
93.92 |
94.45 |
| S1 |
91.80 |
91.80 |
95.07 |
92.86 |
| S2 |
87.99 |
87.99 |
94.52 |
|
| S3 |
82.06 |
85.87 |
93.98 |
|
| S4 |
76.13 |
79.94 |
92.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.04 |
90.11 |
5.93 |
6.2% |
2.65 |
2.8% |
93% |
True |
False |
286,563 |
| 10 |
96.04 |
87.69 |
8.35 |
8.7% |
2.36 |
2.5% |
95% |
True |
False |
272,917 |
| 20 |
96.04 |
85.90 |
10.14 |
10.6% |
2.34 |
2.5% |
96% |
True |
False |
211,117 |
| 40 |
98.06 |
85.90 |
12.16 |
12.7% |
1.98 |
2.1% |
80% |
False |
False |
142,675 |
| 60 |
99.52 |
85.90 |
13.62 |
14.2% |
1.85 |
1.9% |
71% |
False |
False |
115,243 |
| 80 |
99.52 |
85.90 |
13.62 |
14.2% |
1.71 |
1.8% |
71% |
False |
False |
101,460 |
| 100 |
99.52 |
85.90 |
13.62 |
14.2% |
1.62 |
1.7% |
71% |
False |
False |
87,235 |
| 120 |
99.52 |
85.90 |
13.62 |
14.2% |
1.63 |
1.7% |
71% |
False |
False |
76,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.58 |
|
2.618 |
102.53 |
|
1.618 |
100.05 |
|
1.000 |
98.52 |
|
0.618 |
97.57 |
|
HIGH |
96.04 |
|
0.618 |
95.09 |
|
0.500 |
94.80 |
|
0.382 |
94.51 |
|
LOW |
93.56 |
|
0.618 |
92.03 |
|
1.000 |
91.08 |
|
1.618 |
89.55 |
|
2.618 |
87.07 |
|
4.250 |
83.02 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.34 |
94.77 |
| PP |
95.07 |
93.92 |
| S1 |
94.80 |
93.08 |
|