NYMEX Light Sweet Crude Oil Future September 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 |
95.42 |
95.75 |
0.33 |
0.3% |
92.82 |
High |
97.00 |
96.15 |
-0.85 |
-0.9% |
95.85 |
Low |
94.95 |
94.96 |
0.01 |
0.0% |
90.09 |
Close |
96.11 |
95.59 |
-0.52 |
-0.5% |
95.43 |
Range |
2.05 |
1.19 |
-0.86 |
-42.0% |
5.76 |
ATR |
2.11 |
2.05 |
-0.07 |
-3.1% |
0.00 |
Volume |
41,036 |
41,260 |
224 |
0.5% |
175,529 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.14 |
98.55 |
96.24 |
|
R3 |
97.95 |
97.36 |
95.92 |
|
R2 |
96.76 |
96.76 |
95.81 |
|
R1 |
96.17 |
96.17 |
95.70 |
95.87 |
PP |
95.57 |
95.57 |
95.57 |
95.42 |
S1 |
94.98 |
94.98 |
95.48 |
94.68 |
S2 |
94.38 |
94.38 |
95.37 |
|
S3 |
93.19 |
93.79 |
95.26 |
|
S4 |
92.00 |
92.60 |
94.94 |
|
|
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 |
97.00 |
90.09 |
6.91 |
7.2% |
2.40 |
2.5% |
80% |
False |
False |
40,082 |
10 |
97.00 |
89.64 |
7.36 |
7.7% |
2.22 |
2.3% |
81% |
False |
False |
36,406 |
20 |
97.00 |
86.26 |
10.74 |
11.2% |
2.18 |
2.3% |
87% |
False |
False |
33,722 |
40 |
97.66 |
86.26 |
11.40 |
11.9% |
1.81 |
1.9% |
82% |
False |
False |
27,386 |
60 |
99.69 |
86.26 |
13.43 |
14.0% |
1.63 |
1.7% |
69% |
False |
False |
23,380 |
80 |
99.69 |
86.26 |
13.43 |
14.0% |
1.47 |
1.5% |
69% |
False |
False |
21,588 |
100 |
99.69 |
86.26 |
13.43 |
14.0% |
1.36 |
1.4% |
69% |
False |
False |
18,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.21 |
2.618 |
99.27 |
1.618 |
98.08 |
1.000 |
97.34 |
0.618 |
96.89 |
HIGH |
96.15 |
0.618 |
95.70 |
0.500 |
95.56 |
0.382 |
95.41 |
LOW |
94.96 |
0.618 |
94.22 |
1.000 |
93.77 |
1.618 |
93.03 |
2.618 |
91.84 |
4.250 |
89.90 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.58 |
95.48 |
PP |
95.57 |
95.38 |
S1 |
95.56 |
95.27 |
|