NYMEX Light Sweet Crude Oil Future August 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 |
96.10 |
0.33 |
0.3% |
93.05 |
High |
97.28 |
96.44 |
-0.84 |
-0.9% |
96.14 |
Low |
95.09 |
95.16 |
0.07 |
0.1% |
90.29 |
Close |
96.38 |
95.83 |
-0.55 |
-0.6% |
95.74 |
Range |
2.19 |
1.28 |
-0.91 |
-41.6% |
5.85 |
ATR |
2.17 |
2.11 |
-0.06 |
-2.9% |
0.00 |
Volume |
59,485 |
74,427 |
14,942 |
25.1% |
227,755 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.65 |
99.02 |
96.53 |
|
R3 |
98.37 |
97.74 |
96.18 |
|
R2 |
97.09 |
97.09 |
96.06 |
|
R1 |
96.46 |
96.46 |
95.95 |
96.14 |
PP |
95.81 |
95.81 |
95.81 |
95.65 |
S1 |
95.18 |
95.18 |
95.71 |
94.86 |
S2 |
94.53 |
94.53 |
95.60 |
|
S3 |
93.25 |
93.90 |
95.48 |
|
S4 |
91.97 |
92.62 |
95.13 |
|
|
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% |
2.47 |
2.6% |
79% |
False |
False |
60,275 |
10 |
97.28 |
89.71 |
7.57 |
7.9% |
2.26 |
2.4% |
81% |
False |
False |
48,358 |
20 |
97.28 |
86.29 |
10.99 |
11.5% |
2.25 |
2.3% |
87% |
False |
False |
37,851 |
40 |
97.94 |
86.29 |
11.65 |
12.2% |
1.86 |
1.9% |
82% |
False |
False |
29,129 |
60 |
99.83 |
86.29 |
13.54 |
14.1% |
1.69 |
1.8% |
70% |
False |
False |
24,264 |
80 |
99.98 |
86.29 |
13.69 |
14.3% |
1.54 |
1.6% |
70% |
False |
False |
21,690 |
100 |
99.98 |
86.29 |
13.69 |
14.3% |
1.38 |
1.4% |
70% |
False |
False |
18,302 |
120 |
99.98 |
86.29 |
13.69 |
14.3% |
1.27 |
1.3% |
70% |
False |
False |
15,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.88 |
2.618 |
99.79 |
1.618 |
98.51 |
1.000 |
97.72 |
0.618 |
97.23 |
HIGH |
96.44 |
0.618 |
95.95 |
0.500 |
95.80 |
0.382 |
95.65 |
LOW |
95.16 |
0.618 |
94.37 |
1.000 |
93.88 |
1.618 |
93.09 |
2.618 |
91.81 |
4.250 |
89.72 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.82 |
95.73 |
PP |
95.81 |
95.62 |
S1 |
95.80 |
95.52 |
|