NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
96.00 |
95.71 |
-0.29 |
-0.3% |
93.03 |
| High |
96.49 |
96.99 |
0.50 |
0.5% |
96.23 |
| Low |
95.17 |
95.47 |
0.30 |
0.3% |
90.32 |
| Close |
95.86 |
96.85 |
0.99 |
1.0% |
95.82 |
| Range |
1.32 |
1.52 |
0.20 |
15.2% |
5.91 |
| ATR |
2.18 |
2.13 |
-0.05 |
-2.2% |
0.00 |
| Volume |
105,159 |
102,728 |
-2,431 |
-2.3% |
361,473 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.00 |
100.44 |
97.69 |
|
| R3 |
99.48 |
98.92 |
97.27 |
|
| R2 |
97.96 |
97.96 |
97.13 |
|
| R1 |
97.40 |
97.40 |
96.99 |
97.68 |
| PP |
96.44 |
96.44 |
96.44 |
96.58 |
| S1 |
95.88 |
95.88 |
96.71 |
96.16 |
| S2 |
94.92 |
94.92 |
96.57 |
|
| S3 |
93.40 |
94.36 |
96.43 |
|
| S4 |
91.88 |
92.84 |
96.01 |
|
|
| 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 |
90.88 |
6.50 |
6.7% |
2.23 |
2.3% |
92% |
False |
False |
96,294 |
| 10 |
97.38 |
90.32 |
7.06 |
7.3% |
2.25 |
2.3% |
92% |
False |
False |
75,741 |
| 20 |
97.38 |
86.16 |
11.22 |
11.6% |
2.33 |
2.4% |
95% |
False |
False |
67,369 |
| 40 |
98.22 |
86.16 |
12.06 |
12.5% |
1.96 |
2.0% |
89% |
False |
False |
54,831 |
| 60 |
99.77 |
86.16 |
13.61 |
14.1% |
1.78 |
1.8% |
79% |
False |
False |
44,092 |
| 80 |
99.77 |
86.16 |
13.61 |
14.1% |
1.65 |
1.7% |
79% |
False |
False |
39,171 |
| 100 |
99.77 |
86.16 |
13.61 |
14.1% |
1.53 |
1.6% |
79% |
False |
False |
33,218 |
| 120 |
99.77 |
86.16 |
13.61 |
14.1% |
1.47 |
1.5% |
79% |
False |
False |
28,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.45 |
|
2.618 |
100.97 |
|
1.618 |
99.45 |
|
1.000 |
98.51 |
|
0.618 |
97.93 |
|
HIGH |
96.99 |
|
0.618 |
96.41 |
|
0.500 |
96.23 |
|
0.382 |
96.05 |
|
LOW |
95.47 |
|
0.618 |
94.53 |
|
1.000 |
93.95 |
|
1.618 |
93.01 |
|
2.618 |
91.49 |
|
4.250 |
89.01 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.64 |
96.65 |
| PP |
96.44 |
96.45 |
| S1 |
96.23 |
96.25 |
|