NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
96.60 |
96.16 |
-0.44 |
-0.5% |
95.58 |
| High |
96.77 |
96.24 |
-0.53 |
-0.5% |
97.17 |
| Low |
95.35 |
93.37 |
-1.98 |
-2.1% |
93.37 |
| Close |
96.39 |
96.04 |
-0.35 |
-0.4% |
96.04 |
| Range |
1.42 |
2.87 |
1.45 |
102.1% |
3.80 |
| ATR |
2.11 |
2.18 |
0.06 |
3.1% |
0.00 |
| Volume |
272,196 |
354,119 |
81,923 |
30.1% |
1,433,775 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.83 |
102.80 |
97.62 |
|
| R3 |
100.96 |
99.93 |
96.83 |
|
| R2 |
98.09 |
98.09 |
96.57 |
|
| R1 |
97.06 |
97.06 |
96.30 |
96.14 |
| PP |
95.22 |
95.22 |
95.22 |
94.76 |
| S1 |
94.19 |
94.19 |
95.78 |
93.27 |
| S2 |
92.35 |
92.35 |
95.51 |
|
| S3 |
89.48 |
91.32 |
95.25 |
|
| S4 |
86.61 |
88.45 |
94.46 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.93 |
105.28 |
98.13 |
|
| R3 |
103.13 |
101.48 |
97.09 |
|
| R2 |
99.33 |
99.33 |
96.74 |
|
| R1 |
97.68 |
97.68 |
96.39 |
98.51 |
| PP |
95.53 |
95.53 |
95.53 |
95.94 |
| S1 |
93.88 |
93.88 |
95.69 |
94.71 |
| S2 |
91.73 |
91.73 |
95.34 |
|
| S3 |
87.93 |
90.08 |
95.00 |
|
| S4 |
84.13 |
86.28 |
93.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.17 |
93.37 |
3.80 |
4.0% |
1.90 |
2.0% |
70% |
False |
True |
286,755 |
| 10 |
97.17 |
90.11 |
7.06 |
7.4% |
2.27 |
2.4% |
84% |
False |
False |
286,659 |
| 20 |
97.17 |
85.90 |
11.27 |
11.7% |
2.35 |
2.4% |
90% |
False |
False |
257,357 |
| 40 |
98.06 |
85.90 |
12.16 |
12.7% |
2.04 |
2.1% |
83% |
False |
False |
170,048 |
| 60 |
99.52 |
85.90 |
13.62 |
14.2% |
1.88 |
2.0% |
74% |
False |
False |
132,548 |
| 80 |
99.52 |
85.90 |
13.62 |
14.2% |
1.75 |
1.8% |
74% |
False |
False |
116,617 |
| 100 |
99.52 |
85.90 |
13.62 |
14.2% |
1.65 |
1.7% |
74% |
False |
False |
100,035 |
| 120 |
99.52 |
85.90 |
13.62 |
14.2% |
1.64 |
1.7% |
74% |
False |
False |
87,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.44 |
|
2.618 |
103.75 |
|
1.618 |
100.88 |
|
1.000 |
99.11 |
|
0.618 |
98.01 |
|
HIGH |
96.24 |
|
0.618 |
95.14 |
|
0.500 |
94.81 |
|
0.382 |
94.47 |
|
LOW |
93.37 |
|
0.618 |
91.60 |
|
1.000 |
90.50 |
|
1.618 |
88.73 |
|
2.618 |
85.86 |
|
4.250 |
81.17 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.63 |
95.72 |
| PP |
95.22 |
95.39 |
| S1 |
94.81 |
95.07 |
|