NYMEX Light Sweet Crude Oil Future September 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 |
93.03 |
90.89 |
-2.14 |
-2.3% |
88.35 |
High |
93.03 |
94.10 |
1.07 |
1.2% |
94.00 |
Low |
90.09 |
90.59 |
0.50 |
0.6% |
88.06 |
Close |
90.98 |
93.89 |
2.91 |
3.2% |
93.09 |
Range |
2.94 |
3.51 |
0.57 |
19.4% |
5.94 |
ATR |
2.00 |
2.10 |
0.11 |
5.4% |
0.00 |
Volume |
37,564 |
45,384 |
7,820 |
20.8% |
151,451 |
|
Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.39 |
102.15 |
95.82 |
|
R3 |
99.88 |
98.64 |
94.86 |
|
R2 |
96.37 |
96.37 |
94.53 |
|
R1 |
95.13 |
95.13 |
94.21 |
95.75 |
PP |
92.86 |
92.86 |
92.86 |
93.17 |
S1 |
91.62 |
91.62 |
93.57 |
92.24 |
S2 |
89.35 |
89.35 |
93.25 |
|
S3 |
85.84 |
88.11 |
92.92 |
|
S4 |
82.33 |
84.60 |
91.96 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.54 |
107.25 |
96.36 |
|
R3 |
103.60 |
101.31 |
94.72 |
|
R2 |
97.66 |
97.66 |
94.18 |
|
R1 |
95.37 |
95.37 |
93.63 |
96.52 |
PP |
91.72 |
91.72 |
91.72 |
92.29 |
S1 |
89.43 |
89.43 |
92.55 |
90.58 |
S2 |
85.78 |
85.78 |
92.00 |
|
S3 |
79.84 |
83.49 |
91.46 |
|
S4 |
73.90 |
77.55 |
89.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.58 |
90.09 |
4.49 |
4.8% |
2.35 |
2.5% |
85% |
False |
False |
34,986 |
10 |
94.58 |
88.06 |
6.52 |
6.9% |
2.08 |
2.2% |
89% |
False |
False |
32,818 |
20 |
95.23 |
86.26 |
8.97 |
9.6% |
2.10 |
2.2% |
85% |
False |
False |
32,339 |
40 |
97.66 |
86.26 |
11.40 |
12.1% |
1.75 |
1.9% |
67% |
False |
False |
25,955 |
60 |
99.69 |
86.26 |
13.43 |
14.3% |
1.60 |
1.7% |
57% |
False |
False |
22,691 |
80 |
99.69 |
86.26 |
13.43 |
14.3% |
1.43 |
1.5% |
57% |
False |
False |
20,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.02 |
2.618 |
103.29 |
1.618 |
99.78 |
1.000 |
97.61 |
0.618 |
96.27 |
HIGH |
94.10 |
0.618 |
92.76 |
0.500 |
92.35 |
0.382 |
91.93 |
LOW |
90.59 |
0.618 |
88.42 |
1.000 |
87.08 |
1.618 |
84.91 |
2.618 |
81.40 |
4.250 |
75.67 |
|
|
Fisher Pivots for day following 02-May-2013 |
Pivot |
1 day |
3 day |
R1 |
93.38 |
93.36 |
PP |
92.86 |
92.83 |
S1 |
92.35 |
92.31 |
|