NYMEX Light Sweet Crude Oil Future August 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 |
94.07 |
95.77 |
1.70 |
1.8% |
93.05 |
| High |
96.14 |
97.28 |
1.14 |
1.2% |
96.14 |
| Low |
93.75 |
95.09 |
1.34 |
1.4% |
90.29 |
| Close |
95.74 |
96.38 |
0.64 |
0.7% |
95.74 |
| Range |
2.39 |
2.19 |
-0.20 |
-8.4% |
5.85 |
| ATR |
2.17 |
2.17 |
0.00 |
0.1% |
0.00 |
| Volume |
50,438 |
59,485 |
9,047 |
17.9% |
227,755 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.82 |
101.79 |
97.58 |
|
| R3 |
100.63 |
99.60 |
96.98 |
|
| R2 |
98.44 |
98.44 |
96.78 |
|
| R1 |
97.41 |
97.41 |
96.58 |
97.93 |
| PP |
96.25 |
96.25 |
96.25 |
96.51 |
| S1 |
95.22 |
95.22 |
96.18 |
95.74 |
| S2 |
94.06 |
94.06 |
95.98 |
|
| S3 |
91.87 |
93.03 |
95.78 |
|
| S4 |
89.68 |
90.84 |
95.18 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.61 |
109.52 |
98.96 |
|
| R3 |
105.76 |
103.67 |
97.35 |
|
| R2 |
99.91 |
99.91 |
96.81 |
|
| R1 |
97.82 |
97.82 |
96.28 |
98.87 |
| PP |
94.06 |
94.06 |
94.06 |
94.58 |
| S1 |
91.97 |
91.97 |
95.20 |
93.02 |
| S2 |
88.21 |
88.21 |
94.67 |
|
| S3 |
82.36 |
86.12 |
94.13 |
|
| S4 |
76.51 |
80.27 |
92.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.28 |
90.29 |
6.99 |
7.3% |
2.56 |
2.7% |
87% |
True |
False |
51,126 |
| 10 |
97.28 |
88.28 |
9.00 |
9.3% |
2.30 |
2.4% |
90% |
True |
False |
43,866 |
| 20 |
97.28 |
86.29 |
10.99 |
11.4% |
2.26 |
2.3% |
92% |
True |
False |
35,010 |
| 40 |
97.94 |
86.29 |
11.65 |
12.1% |
1.85 |
1.9% |
87% |
False |
False |
27,611 |
| 60 |
99.83 |
86.29 |
13.54 |
14.0% |
1.68 |
1.7% |
75% |
False |
False |
23,385 |
| 80 |
99.98 |
86.29 |
13.69 |
14.2% |
1.54 |
1.6% |
74% |
False |
False |
20,864 |
| 100 |
99.98 |
86.29 |
13.69 |
14.2% |
1.37 |
1.4% |
74% |
False |
False |
17,620 |
| 120 |
99.98 |
86.29 |
13.69 |
14.2% |
1.27 |
1.3% |
74% |
False |
False |
15,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.59 |
|
2.618 |
103.01 |
|
1.618 |
100.82 |
|
1.000 |
99.47 |
|
0.618 |
98.63 |
|
HIGH |
97.28 |
|
0.618 |
96.44 |
|
0.500 |
96.19 |
|
0.382 |
95.93 |
|
LOW |
95.09 |
|
0.618 |
93.74 |
|
1.000 |
92.90 |
|
1.618 |
91.55 |
|
2.618 |
89.36 |
|
4.250 |
85.78 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.32 |
95.62 |
| PP |
96.25 |
94.86 |
| S1 |
96.19 |
94.10 |
|