NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
90.89 |
93.65 |
2.76 |
3.0% |
92.82 |
| High |
94.10 |
95.85 |
1.75 |
1.9% |
95.85 |
| Low |
90.59 |
93.54 |
2.95 |
3.3% |
90.09 |
| Close |
93.89 |
95.43 |
1.54 |
1.6% |
95.43 |
| Range |
3.51 |
2.31 |
-1.20 |
-34.2% |
5.76 |
| ATR |
2.10 |
2.12 |
0.01 |
0.7% |
0.00 |
| Volume |
45,384 |
35,168 |
-10,216 |
-22.5% |
175,529 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.87 |
100.96 |
96.70 |
|
| R3 |
99.56 |
98.65 |
96.07 |
|
| R2 |
97.25 |
97.25 |
95.85 |
|
| R1 |
96.34 |
96.34 |
95.64 |
96.80 |
| PP |
94.94 |
94.94 |
94.94 |
95.17 |
| S1 |
94.03 |
94.03 |
95.22 |
94.49 |
| S2 |
92.63 |
92.63 |
95.01 |
|
| S3 |
90.32 |
91.72 |
94.79 |
|
| S4 |
88.01 |
89.41 |
94.16 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.07 |
109.01 |
98.60 |
|
| R3 |
105.31 |
103.25 |
97.01 |
|
| R2 |
99.55 |
99.55 |
96.49 |
|
| R1 |
97.49 |
97.49 |
95.96 |
98.52 |
| PP |
93.79 |
93.79 |
93.79 |
94.31 |
| S1 |
91.73 |
91.73 |
94.90 |
92.76 |
| S2 |
88.03 |
88.03 |
94.37 |
|
| S3 |
82.27 |
85.97 |
93.85 |
|
| S4 |
76.51 |
80.21 |
92.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.85 |
90.09 |
5.76 |
6.0% |
2.51 |
2.6% |
93% |
True |
False |
35,105 |
| 10 |
95.85 |
88.06 |
7.79 |
8.2% |
2.20 |
2.3% |
95% |
True |
False |
32,698 |
| 20 |
95.85 |
86.26 |
9.59 |
10.0% |
2.15 |
2.3% |
96% |
True |
False |
32,320 |
| 40 |
97.66 |
86.26 |
11.40 |
11.9% |
1.78 |
1.9% |
80% |
False |
False |
26,430 |
| 60 |
99.69 |
86.26 |
13.43 |
14.1% |
1.61 |
1.7% |
68% |
False |
False |
22,909 |
| 80 |
99.69 |
86.26 |
13.43 |
14.1% |
1.44 |
1.5% |
68% |
False |
False |
20,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.67 |
|
2.618 |
101.90 |
|
1.618 |
99.59 |
|
1.000 |
98.16 |
|
0.618 |
97.28 |
|
HIGH |
95.85 |
|
0.618 |
94.97 |
|
0.500 |
94.70 |
|
0.382 |
94.42 |
|
LOW |
93.54 |
|
0.618 |
92.11 |
|
1.000 |
91.23 |
|
1.618 |
89.80 |
|
2.618 |
87.49 |
|
4.250 |
83.72 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.19 |
94.61 |
| PP |
94.94 |
93.79 |
| S1 |
94.70 |
92.97 |
|