NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 07-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.77 |
96.00 |
0.23 |
0.2% |
93.03 |
High |
97.38 |
96.49 |
-0.89 |
-0.9% |
96.23 |
Low |
95.11 |
95.17 |
0.06 |
0.1% |
90.32 |
Close |
96.39 |
95.86 |
-0.53 |
-0.5% |
95.82 |
Range |
2.27 |
1.32 |
-0.95 |
-41.9% |
5.91 |
ATR |
2.24 |
2.18 |
-0.07 |
-2.9% |
0.00 |
Volume |
90,584 |
105,159 |
14,575 |
16.1% |
361,473 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.80 |
99.15 |
96.59 |
|
R3 |
98.48 |
97.83 |
96.22 |
|
R2 |
97.16 |
97.16 |
96.10 |
|
R1 |
96.51 |
96.51 |
95.98 |
96.18 |
PP |
95.84 |
95.84 |
95.84 |
95.67 |
S1 |
95.19 |
95.19 |
95.74 |
94.86 |
S2 |
94.52 |
94.52 |
95.62 |
|
S3 |
93.20 |
93.87 |
95.50 |
|
S4 |
91.88 |
92.55 |
95.13 |
|
|
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 |
7.4% |
2.55 |
2.7% |
78% |
False |
False |
92,824 |
10 |
97.38 |
89.52 |
7.86 |
8.2% |
2.34 |
2.4% |
81% |
False |
False |
73,919 |
20 |
97.38 |
86.16 |
11.22 |
11.7% |
2.32 |
2.4% |
86% |
False |
False |
64,786 |
40 |
98.22 |
86.16 |
12.06 |
12.6% |
1.97 |
2.1% |
80% |
False |
False |
52,759 |
60 |
99.77 |
86.16 |
13.61 |
14.2% |
1.79 |
1.9% |
71% |
False |
False |
42,833 |
80 |
99.77 |
86.16 |
13.61 |
14.2% |
1.65 |
1.7% |
71% |
False |
False |
38,086 |
100 |
99.77 |
86.16 |
13.61 |
14.2% |
1.52 |
1.6% |
71% |
False |
False |
32,277 |
120 |
99.77 |
86.16 |
13.61 |
14.2% |
1.46 |
1.5% |
71% |
False |
False |
27,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.10 |
2.618 |
99.95 |
1.618 |
98.63 |
1.000 |
97.81 |
0.618 |
97.31 |
HIGH |
96.49 |
0.618 |
95.99 |
0.500 |
95.83 |
0.382 |
95.67 |
LOW |
95.17 |
0.618 |
94.35 |
1.000 |
93.85 |
1.618 |
93.03 |
2.618 |
91.71 |
4.250 |
89.56 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.85 |
95.77 |
PP |
95.84 |
95.67 |
S1 |
95.83 |
95.58 |
|