NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
94.24 |
95.77 |
1.53 |
1.6% |
93.03 |
| High |
96.23 |
97.38 |
1.15 |
1.2% |
96.23 |
| Low |
93.77 |
95.11 |
1.34 |
1.4% |
90.32 |
| Close |
95.82 |
96.39 |
0.57 |
0.6% |
95.82 |
| Range |
2.46 |
2.27 |
-0.19 |
-7.7% |
5.91 |
| ATR |
2.24 |
2.24 |
0.00 |
0.1% |
0.00 |
| Volume |
83,939 |
90,584 |
6,645 |
7.9% |
361,473 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.10 |
102.02 |
97.64 |
|
| R3 |
100.83 |
99.75 |
97.01 |
|
| R2 |
98.56 |
98.56 |
96.81 |
|
| R1 |
97.48 |
97.48 |
96.60 |
98.02 |
| PP |
96.29 |
96.29 |
96.29 |
96.57 |
| S1 |
95.21 |
95.21 |
96.18 |
95.75 |
| S2 |
94.02 |
94.02 |
95.97 |
|
| S3 |
91.75 |
92.94 |
95.77 |
|
| S4 |
89.48 |
90.67 |
95.14 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.85 |
109.75 |
99.07 |
|
| R3 |
105.94 |
103.84 |
97.45 |
|
| R2 |
100.03 |
100.03 |
96.90 |
|
| R1 |
97.93 |
97.93 |
96.36 |
98.98 |
| PP |
94.12 |
94.12 |
94.12 |
94.65 |
| S1 |
92.02 |
92.02 |
95.28 |
93.07 |
| S2 |
88.21 |
88.21 |
94.74 |
|
| S3 |
82.30 |
86.11 |
94.19 |
|
| S4 |
76.39 |
80.20 |
92.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.38 |
90.32 |
7.06 |
7.3% |
2.63 |
2.7% |
86% |
True |
False |
82,119 |
| 10 |
97.38 |
88.09 |
9.29 |
9.6% |
2.38 |
2.5% |
89% |
True |
False |
67,390 |
| 20 |
97.38 |
86.16 |
11.22 |
11.6% |
2.34 |
2.4% |
91% |
True |
False |
61,558 |
| 40 |
98.22 |
86.16 |
12.06 |
12.5% |
1.96 |
2.0% |
85% |
False |
False |
50,630 |
| 60 |
99.77 |
86.16 |
13.61 |
14.1% |
1.78 |
1.8% |
75% |
False |
False |
41,620 |
| 80 |
99.77 |
86.16 |
13.61 |
14.1% |
1.65 |
1.7% |
75% |
False |
False |
36,936 |
| 100 |
99.77 |
86.16 |
13.61 |
14.1% |
1.52 |
1.6% |
75% |
False |
False |
31,284 |
| 120 |
99.77 |
86.16 |
13.61 |
14.1% |
1.46 |
1.5% |
75% |
False |
False |
26,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.03 |
|
2.618 |
103.32 |
|
1.618 |
101.05 |
|
1.000 |
99.65 |
|
0.618 |
98.78 |
|
HIGH |
97.38 |
|
0.618 |
96.51 |
|
0.500 |
96.25 |
|
0.382 |
95.98 |
|
LOW |
95.11 |
|
0.618 |
93.71 |
|
1.000 |
92.84 |
|
1.618 |
91.44 |
|
2.618 |
89.17 |
|
4.250 |
85.46 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.34 |
95.64 |
| PP |
96.29 |
94.88 |
| S1 |
96.25 |
94.13 |
|