NYMEX Light Sweet Crude Oil Future July 2013
Trading Metrics calculated at close of trading on 09-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.71 |
96.74 |
1.03 |
1.1% |
93.03 |
High |
96.99 |
96.99 |
0.00 |
0.0% |
96.23 |
Low |
95.47 |
95.61 |
0.14 |
0.1% |
90.32 |
Close |
96.85 |
96.66 |
-0.19 |
-0.2% |
95.82 |
Range |
1.52 |
1.38 |
-0.14 |
-9.2% |
5.91 |
ATR |
2.13 |
2.08 |
-0.05 |
-2.5% |
0.00 |
Volume |
102,728 |
113,686 |
10,958 |
10.7% |
361,473 |
|
Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.56 |
99.99 |
97.42 |
|
R3 |
99.18 |
98.61 |
97.04 |
|
R2 |
97.80 |
97.80 |
96.91 |
|
R1 |
97.23 |
97.23 |
96.79 |
96.83 |
PP |
96.42 |
96.42 |
96.42 |
96.22 |
S1 |
95.85 |
95.85 |
96.53 |
95.45 |
S2 |
95.04 |
95.04 |
96.41 |
|
S3 |
93.66 |
94.47 |
96.28 |
|
S4 |
92.28 |
93.09 |
95.90 |
|
|
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 |
93.77 |
3.61 |
3.7% |
1.79 |
1.9% |
80% |
False |
False |
99,219 |
10 |
97.38 |
90.32 |
7.06 |
7.3% |
2.11 |
2.2% |
90% |
False |
False |
82,709 |
20 |
97.38 |
86.16 |
11.22 |
11.6% |
2.32 |
2.4% |
94% |
False |
False |
70,660 |
40 |
98.22 |
86.16 |
12.06 |
12.5% |
1.96 |
2.0% |
87% |
False |
False |
56,807 |
60 |
99.77 |
86.16 |
13.61 |
14.1% |
1.78 |
1.8% |
77% |
False |
False |
45,431 |
80 |
99.77 |
86.16 |
13.61 |
14.1% |
1.66 |
1.7% |
77% |
False |
False |
40,423 |
100 |
99.77 |
86.16 |
13.61 |
14.1% |
1.53 |
1.6% |
77% |
False |
False |
34,255 |
120 |
99.77 |
86.16 |
13.61 |
14.1% |
1.47 |
1.5% |
77% |
False |
False |
29,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.86 |
2.618 |
100.60 |
1.618 |
99.22 |
1.000 |
98.37 |
0.618 |
97.84 |
HIGH |
96.99 |
0.618 |
96.46 |
0.500 |
96.30 |
0.382 |
96.14 |
LOW |
95.61 |
0.618 |
94.76 |
1.000 |
94.23 |
1.618 |
93.38 |
2.618 |
92.00 |
4.250 |
89.75 |
|
|
Fisher Pivots for day following 09-May-2013 |
Pivot |
1 day |
3 day |
R1 |
96.54 |
96.47 |
PP |
96.42 |
96.27 |
S1 |
96.30 |
96.08 |
|