NYMEX Light Sweet Crude Oil Future August 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 |
93.18 |
91.08 |
-2.10 |
-2.3% |
88.56 |
High |
93.33 |
94.39 |
1.06 |
1.1% |
94.16 |
Low |
90.29 |
90.92 |
0.63 |
0.7% |
88.13 |
Close |
91.21 |
94.15 |
2.94 |
3.2% |
93.29 |
Range |
3.04 |
3.47 |
0.43 |
14.1% |
6.03 |
ATR |
2.05 |
2.15 |
0.10 |
4.9% |
0.00 |
Volume |
47,737 |
69,292 |
21,555 |
45.2% |
169,047 |
|
Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.56 |
102.33 |
96.06 |
|
R3 |
100.09 |
98.86 |
95.10 |
|
R2 |
96.62 |
96.62 |
94.79 |
|
R1 |
95.39 |
95.39 |
94.47 |
96.01 |
PP |
93.15 |
93.15 |
93.15 |
93.46 |
S1 |
91.92 |
91.92 |
93.83 |
92.54 |
S2 |
89.68 |
89.68 |
93.51 |
|
S3 |
86.21 |
88.45 |
93.20 |
|
S4 |
82.74 |
84.98 |
92.24 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.95 |
107.65 |
96.61 |
|
R3 |
103.92 |
101.62 |
94.95 |
|
R2 |
97.89 |
97.89 |
94.40 |
|
R1 |
95.59 |
95.59 |
93.84 |
96.74 |
PP |
91.86 |
91.86 |
91.86 |
92.44 |
S1 |
89.56 |
89.56 |
92.74 |
90.71 |
S2 |
85.83 |
85.83 |
92.18 |
|
S3 |
79.80 |
83.53 |
91.63 |
|
S4 |
73.77 |
77.50 |
89.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.87 |
90.29 |
4.58 |
4.9% |
2.35 |
2.5% |
84% |
False |
False |
43,205 |
10 |
94.87 |
88.11 |
6.76 |
7.2% |
2.13 |
2.3% |
89% |
False |
False |
37,552 |
20 |
95.43 |
86.29 |
9.14 |
9.7% |
2.17 |
2.3% |
86% |
False |
False |
33,101 |
40 |
97.94 |
86.29 |
11.65 |
12.4% |
1.79 |
1.9% |
67% |
False |
False |
25,837 |
60 |
99.83 |
86.29 |
13.54 |
14.4% |
1.66 |
1.8% |
58% |
False |
False |
22,214 |
80 |
99.98 |
86.29 |
13.69 |
14.5% |
1.50 |
1.6% |
57% |
False |
False |
19,649 |
100 |
99.98 |
86.29 |
13.69 |
14.5% |
1.35 |
1.4% |
57% |
False |
False |
16,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.14 |
2.618 |
103.47 |
1.618 |
100.00 |
1.000 |
97.86 |
0.618 |
96.53 |
HIGH |
94.39 |
0.618 |
93.06 |
0.500 |
92.66 |
0.382 |
92.25 |
LOW |
90.92 |
0.618 |
88.78 |
1.000 |
87.45 |
1.618 |
85.31 |
2.618 |
81.84 |
4.250 |
76.17 |
|
|
Fisher Pivots for day following 02-May-2013 |
Pivot |
1 day |
3 day |
R1 |
93.65 |
93.61 |
PP |
93.15 |
93.07 |
S1 |
92.66 |
92.54 |
|