NYMEX Light Sweet Crude Oil Future August 2013
Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
96.78 |
96.39 |
-0.39 |
-0.4% |
95.77 |
High |
96.87 |
96.47 |
-0.40 |
-0.4% |
97.28 |
Low |
95.59 |
93.68 |
-1.91 |
-2.0% |
93.68 |
Close |
96.65 |
96.28 |
-0.37 |
-0.4% |
96.28 |
Range |
1.28 |
2.79 |
1.51 |
118.0% |
3.60 |
ATR |
2.00 |
2.07 |
0.07 |
3.5% |
0.00 |
Volume |
70,302 |
75,538 |
5,236 |
7.4% |
340,819 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.85 |
102.85 |
97.81 |
|
R3 |
101.06 |
100.06 |
97.05 |
|
R2 |
98.27 |
98.27 |
96.79 |
|
R1 |
97.27 |
97.27 |
96.54 |
96.38 |
PP |
95.48 |
95.48 |
95.48 |
95.03 |
S1 |
94.48 |
94.48 |
96.02 |
93.59 |
S2 |
92.69 |
92.69 |
95.77 |
|
S3 |
89.90 |
91.69 |
95.51 |
|
S4 |
87.11 |
88.90 |
94.75 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.55 |
105.01 |
98.26 |
|
R3 |
102.95 |
101.41 |
97.27 |
|
R2 |
99.35 |
99.35 |
96.94 |
|
R1 |
97.81 |
97.81 |
96.61 |
98.58 |
PP |
95.75 |
95.75 |
95.75 |
96.13 |
S1 |
94.21 |
94.21 |
95.95 |
94.98 |
S2 |
92.15 |
92.15 |
95.62 |
|
S3 |
88.55 |
90.61 |
95.29 |
|
S4 |
84.95 |
87.01 |
94.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.28 |
93.68 |
3.60 |
3.7% |
1.79 |
1.9% |
72% |
False |
True |
68,163 |
10 |
97.28 |
90.29 |
6.99 |
7.3% |
2.16 |
2.2% |
86% |
False |
False |
56,857 |
20 |
97.28 |
86.29 |
10.99 |
11.4% |
2.23 |
2.3% |
91% |
False |
False |
45,246 |
40 |
97.94 |
86.29 |
11.65 |
12.1% |
1.90 |
2.0% |
86% |
False |
False |
32,711 |
60 |
99.49 |
86.29 |
13.20 |
13.7% |
1.71 |
1.8% |
76% |
False |
False |
26,836 |
80 |
99.98 |
86.29 |
13.69 |
14.2% |
1.57 |
1.6% |
73% |
False |
False |
23,993 |
100 |
99.98 |
86.29 |
13.69 |
14.2% |
1.42 |
1.5% |
73% |
False |
False |
20,222 |
120 |
99.98 |
86.29 |
13.69 |
14.2% |
1.30 |
1.4% |
73% |
False |
False |
17,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.33 |
2.618 |
103.77 |
1.618 |
100.98 |
1.000 |
99.26 |
0.618 |
98.19 |
HIGH |
96.47 |
0.618 |
95.40 |
0.500 |
95.08 |
0.382 |
94.75 |
LOW |
93.68 |
0.618 |
91.96 |
1.000 |
90.89 |
1.618 |
89.17 |
2.618 |
86.38 |
4.250 |
81.82 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.88 |
95.95 |
PP |
95.48 |
95.62 |
S1 |
95.08 |
95.29 |
|