NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 02-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
Open |
93.29 |
91.15 |
-2.14 |
-2.3% |
88.44 |
High |
93.44 |
94.45 |
1.01 |
1.1% |
94.11 |
Low |
90.32 |
90.88 |
0.56 |
0.6% |
87.94 |
Close |
91.24 |
94.20 |
2.96 |
3.2% |
93.25 |
Range |
3.12 |
3.57 |
0.45 |
14.4% |
6.17 |
ATR |
2.12 |
2.23 |
0.10 |
4.9% |
0.00 |
Volume |
85,378 |
99,061 |
13,683 |
16.0% |
266,152 |
|
Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.89 |
102.61 |
96.16 |
|
R3 |
100.32 |
99.04 |
95.18 |
|
R2 |
96.75 |
96.75 |
94.85 |
|
R1 |
95.47 |
95.47 |
94.53 |
96.11 |
PP |
93.18 |
93.18 |
93.18 |
93.50 |
S1 |
91.90 |
91.90 |
93.87 |
92.54 |
S2 |
89.61 |
89.61 |
93.55 |
|
S3 |
86.04 |
88.33 |
93.22 |
|
S4 |
82.47 |
84.76 |
92.24 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.28 |
107.93 |
96.64 |
|
R3 |
104.11 |
101.76 |
94.95 |
|
R2 |
97.94 |
97.94 |
94.38 |
|
R1 |
95.59 |
95.59 |
93.82 |
96.77 |
PP |
91.77 |
91.77 |
91.77 |
92.35 |
S1 |
89.42 |
89.42 |
92.68 |
90.60 |
S2 |
85.60 |
85.60 |
92.12 |
|
S3 |
79.43 |
83.25 |
91.55 |
|
S4 |
73.26 |
77.08 |
89.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.89 |
90.32 |
4.57 |
4.9% |
2.43 |
2.6% |
85% |
False |
False |
66,199 |
10 |
94.89 |
87.94 |
6.95 |
7.4% |
2.21 |
2.3% |
90% |
False |
False |
60,274 |
20 |
95.36 |
86.16 |
9.20 |
9.8% |
2.24 |
2.4% |
87% |
False |
False |
59,473 |
40 |
98.22 |
86.16 |
12.06 |
12.8% |
1.91 |
2.0% |
67% |
False |
False |
47,862 |
60 |
99.77 |
86.16 |
13.61 |
14.4% |
1.76 |
1.9% |
59% |
False |
False |
39,730 |
80 |
99.77 |
86.16 |
13.61 |
14.4% |
1.62 |
1.7% |
59% |
False |
False |
35,036 |
100 |
99.77 |
86.16 |
13.61 |
14.4% |
1.49 |
1.6% |
59% |
False |
False |
29,662 |
120 |
99.77 |
86.16 |
13.61 |
14.4% |
1.44 |
1.5% |
59% |
False |
False |
25,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.62 |
2.618 |
103.80 |
1.618 |
100.23 |
1.000 |
98.02 |
0.618 |
96.66 |
HIGH |
94.45 |
0.618 |
93.09 |
0.500 |
92.67 |
0.382 |
92.24 |
LOW |
90.88 |
0.618 |
88.67 |
1.000 |
87.31 |
1.618 |
85.10 |
2.618 |
81.53 |
4.250 |
75.71 |
|
|
Fisher Pivots for day following 02-May-2013 |
Pivot |
1 day |
3 day |
R1 |
93.69 |
93.66 |
PP |
93.18 |
93.12 |
S1 |
92.67 |
92.58 |
|