NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 09-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.56 |
96.60 |
1.04 |
1.1% |
92.70 |
High |
96.77 |
96.77 |
0.00 |
0.0% |
96.04 |
Low |
95.24 |
95.35 |
0.11 |
0.1% |
90.11 |
Close |
96.62 |
96.39 |
-0.23 |
-0.2% |
95.61 |
Range |
1.53 |
1.42 |
-0.11 |
-7.2% |
5.93 |
ATR |
2.17 |
2.11 |
-0.05 |
-2.5% |
0.00 |
Volume |
276,315 |
272,196 |
-4,119 |
-1.5% |
1,432,819 |
|
Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.43 |
99.83 |
97.17 |
|
R3 |
99.01 |
98.41 |
96.78 |
|
R2 |
97.59 |
97.59 |
96.65 |
|
R1 |
96.99 |
96.99 |
96.52 |
96.58 |
PP |
96.17 |
96.17 |
96.17 |
95.97 |
S1 |
95.57 |
95.57 |
96.26 |
95.16 |
S2 |
94.75 |
94.75 |
96.13 |
|
S3 |
93.33 |
94.15 |
96.00 |
|
S4 |
91.91 |
92.73 |
95.61 |
|
|
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 |
93.56 |
3.61 |
3.7% |
1.82 |
1.9% |
78% |
False |
False |
275,435 |
10 |
97.17 |
90.11 |
7.06 |
7.3% |
2.14 |
2.2% |
89% |
False |
False |
275,344 |
20 |
97.17 |
85.90 |
11.27 |
11.7% |
2.37 |
2.5% |
93% |
False |
False |
244,117 |
40 |
98.06 |
85.90 |
12.16 |
12.6% |
2.00 |
2.1% |
86% |
False |
False |
163,348 |
60 |
99.52 |
85.90 |
13.62 |
14.1% |
1.85 |
1.9% |
77% |
False |
False |
127,872 |
80 |
99.52 |
85.90 |
13.62 |
14.1% |
1.73 |
1.8% |
77% |
False |
False |
112,709 |
100 |
99.52 |
85.90 |
13.62 |
14.1% |
1.64 |
1.7% |
77% |
False |
False |
96,952 |
120 |
99.52 |
85.90 |
13.62 |
14.1% |
1.63 |
1.7% |
77% |
False |
False |
85,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.81 |
2.618 |
100.49 |
1.618 |
99.07 |
1.000 |
98.19 |
0.618 |
97.65 |
HIGH |
96.77 |
0.618 |
96.23 |
0.500 |
96.06 |
0.382 |
95.89 |
LOW |
95.35 |
0.618 |
94.47 |
1.000 |
93.93 |
1.618 |
93.05 |
2.618 |
91.63 |
4.250 |
89.32 |
|
|
Fisher Pivots for day following 09-May-2013 |
Pivot |
1 day |
3 day |
R1 |
96.28 |
96.21 |
PP |
96.17 |
96.03 |
S1 |
96.06 |
95.85 |
|