NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 07-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.58 |
95.79 |
0.21 |
0.2% |
92.70 |
High |
97.17 |
96.26 |
-0.91 |
-0.9% |
96.04 |
Low |
94.85 |
94.92 |
0.07 |
0.1% |
90.11 |
Close |
96.16 |
95.62 |
-0.54 |
-0.6% |
95.61 |
Range |
2.32 |
1.34 |
-0.98 |
-42.2% |
5.93 |
ATR |
2.28 |
2.21 |
-0.07 |
-2.9% |
0.00 |
Volume |
271,004 |
260,141 |
-10,863 |
-4.0% |
1,432,819 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.62 |
98.96 |
96.36 |
|
R3 |
98.28 |
97.62 |
95.99 |
|
R2 |
96.94 |
96.94 |
95.87 |
|
R1 |
96.28 |
96.28 |
95.74 |
95.94 |
PP |
95.60 |
95.60 |
95.60 |
95.43 |
S1 |
94.94 |
94.94 |
95.50 |
94.60 |
S2 |
94.26 |
94.26 |
95.37 |
|
S3 |
92.92 |
93.60 |
95.25 |
|
S4 |
91.58 |
92.26 |
94.88 |
|
|
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 |
97.17 |
90.11 |
7.06 |
7.4% |
2.58 |
2.7% |
78% |
False |
False |
294,371 |
10 |
97.17 |
89.21 |
7.96 |
8.3% |
2.37 |
2.5% |
81% |
False |
False |
273,278 |
20 |
97.17 |
85.90 |
11.27 |
11.8% |
2.38 |
2.5% |
86% |
False |
False |
226,159 |
40 |
98.06 |
85.90 |
12.16 |
12.7% |
2.01 |
2.1% |
80% |
False |
False |
151,965 |
60 |
99.52 |
85.90 |
13.62 |
14.2% |
1.85 |
1.9% |
71% |
False |
False |
121,429 |
80 |
99.52 |
85.90 |
13.62 |
14.2% |
1.73 |
1.8% |
71% |
False |
False |
107,232 |
100 |
99.52 |
85.90 |
13.62 |
14.2% |
1.63 |
1.7% |
71% |
False |
False |
91,942 |
120 |
99.52 |
85.90 |
13.62 |
14.2% |
1.63 |
1.7% |
71% |
False |
False |
80,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.96 |
2.618 |
99.77 |
1.618 |
98.43 |
1.000 |
97.60 |
0.618 |
97.09 |
HIGH |
96.26 |
0.618 |
95.75 |
0.500 |
95.59 |
0.382 |
95.43 |
LOW |
94.92 |
0.618 |
94.09 |
1.000 |
93.58 |
1.618 |
92.75 |
2.618 |
91.41 |
4.250 |
89.23 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.61 |
95.54 |
PP |
95.60 |
95.45 |
S1 |
95.59 |
95.37 |
|