NYMEX Light Sweet Crude Oil Future August 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 |
95.73 |
96.78 |
1.05 |
1.1% |
93.05 |
| High |
96.90 |
96.87 |
-0.03 |
0.0% |
96.14 |
| Low |
95.50 |
95.59 |
0.09 |
0.1% |
90.29 |
| Close |
96.77 |
96.65 |
-0.12 |
-0.1% |
95.74 |
| Range |
1.40 |
1.28 |
-0.12 |
-8.6% |
5.85 |
| ATR |
2.06 |
2.00 |
-0.06 |
-2.7% |
0.00 |
| Volume |
61,067 |
70,302 |
9,235 |
15.1% |
227,755 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.21 |
99.71 |
97.35 |
|
| R3 |
98.93 |
98.43 |
97.00 |
|
| R2 |
97.65 |
97.65 |
96.88 |
|
| R1 |
97.15 |
97.15 |
96.77 |
96.76 |
| PP |
96.37 |
96.37 |
96.37 |
96.18 |
| S1 |
95.87 |
95.87 |
96.53 |
95.48 |
| S2 |
95.09 |
95.09 |
96.42 |
|
| S3 |
93.81 |
94.59 |
96.30 |
|
| S4 |
92.53 |
93.31 |
95.95 |
|
|
| 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 |
93.75 |
3.53 |
3.7% |
1.71 |
1.8% |
82% |
False |
False |
63,143 |
| 10 |
97.28 |
90.29 |
6.99 |
7.2% |
2.03 |
2.1% |
91% |
False |
False |
53,174 |
| 20 |
97.28 |
86.29 |
10.99 |
11.4% |
2.25 |
2.3% |
94% |
False |
False |
42,230 |
| 40 |
97.94 |
86.29 |
11.65 |
12.1% |
1.85 |
1.9% |
89% |
False |
False |
31,543 |
| 60 |
99.83 |
86.29 |
13.54 |
14.0% |
1.69 |
1.7% |
77% |
False |
False |
25,820 |
| 80 |
99.98 |
86.29 |
13.69 |
14.2% |
1.55 |
1.6% |
76% |
False |
False |
23,148 |
| 100 |
99.98 |
86.29 |
13.69 |
14.2% |
1.39 |
1.4% |
76% |
False |
False |
19,503 |
| 120 |
99.98 |
86.29 |
13.69 |
14.2% |
1.29 |
1.3% |
76% |
False |
False |
16,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.31 |
|
2.618 |
100.22 |
|
1.618 |
98.94 |
|
1.000 |
98.15 |
|
0.618 |
97.66 |
|
HIGH |
96.87 |
|
0.618 |
96.38 |
|
0.500 |
96.23 |
|
0.382 |
96.08 |
|
LOW |
95.59 |
|
0.618 |
94.80 |
|
1.000 |
94.31 |
|
1.618 |
93.52 |
|
2.618 |
92.24 |
|
4.250 |
90.15 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.51 |
96.44 |
| PP |
96.37 |
96.24 |
| S1 |
96.23 |
96.03 |
|