NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.79 |
95.56 |
-0.23 |
-0.2% |
92.70 |
| High |
96.26 |
96.77 |
0.51 |
0.5% |
96.04 |
| Low |
94.92 |
95.24 |
0.32 |
0.3% |
90.11 |
| Close |
95.62 |
96.62 |
1.00 |
1.0% |
95.61 |
| Range |
1.34 |
1.53 |
0.19 |
14.2% |
5.93 |
| ATR |
2.21 |
2.17 |
-0.05 |
-2.2% |
0.00 |
| Volume |
260,141 |
276,315 |
16,174 |
6.2% |
1,432,819 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.80 |
100.24 |
97.46 |
|
| R3 |
99.27 |
98.71 |
97.04 |
|
| R2 |
97.74 |
97.74 |
96.90 |
|
| R1 |
97.18 |
97.18 |
96.76 |
97.46 |
| PP |
96.21 |
96.21 |
96.21 |
96.35 |
| S1 |
95.65 |
95.65 |
96.48 |
95.93 |
| S2 |
94.68 |
94.68 |
96.34 |
|
| S3 |
93.15 |
94.12 |
96.20 |
|
| S4 |
91.62 |
92.59 |
95.78 |
|
|
| 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 |
90.65 |
6.52 |
6.7% |
2.25 |
2.3% |
92% |
False |
False |
283,158 |
| 10 |
97.17 |
90.11 |
7.06 |
7.3% |
2.27 |
2.4% |
92% |
False |
False |
275,136 |
| 20 |
97.17 |
85.90 |
11.27 |
11.7% |
2.38 |
2.5% |
95% |
False |
False |
235,757 |
| 40 |
98.06 |
85.90 |
12.16 |
12.6% |
2.01 |
2.1% |
88% |
False |
False |
157,545 |
| 60 |
99.52 |
85.90 |
13.62 |
14.1% |
1.86 |
1.9% |
79% |
False |
False |
124,469 |
| 80 |
99.52 |
85.90 |
13.62 |
14.1% |
1.73 |
1.8% |
79% |
False |
False |
110,214 |
| 100 |
99.52 |
85.90 |
13.62 |
14.1% |
1.64 |
1.7% |
79% |
False |
False |
94,458 |
| 120 |
99.52 |
85.90 |
13.62 |
14.1% |
1.63 |
1.7% |
79% |
False |
False |
83,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.27 |
|
2.618 |
100.78 |
|
1.618 |
99.25 |
|
1.000 |
98.30 |
|
0.618 |
97.72 |
|
HIGH |
96.77 |
|
0.618 |
96.19 |
|
0.500 |
96.01 |
|
0.382 |
95.82 |
|
LOW |
95.24 |
|
0.618 |
94.29 |
|
1.000 |
93.71 |
|
1.618 |
92.76 |
|
2.618 |
91.23 |
|
4.250 |
88.74 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.42 |
96.42 |
| PP |
96.21 |
96.21 |
| S1 |
96.01 |
96.01 |
|