NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.75 |
95.38 |
-0.37 |
-0.4% |
92.82 |
| High |
96.15 |
96.59 |
0.44 |
0.5% |
95.85 |
| Low |
94.96 |
95.23 |
0.27 |
0.3% |
90.09 |
| Close |
95.59 |
96.47 |
0.88 |
0.9% |
95.43 |
| Range |
1.19 |
1.36 |
0.17 |
14.3% |
5.76 |
| ATR |
2.05 |
2.00 |
-0.05 |
-2.4% |
0.00 |
| Volume |
41,260 |
34,193 |
-7,067 |
-17.1% |
175,529 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.18 |
99.68 |
97.22 |
|
| R3 |
98.82 |
98.32 |
96.84 |
|
| R2 |
97.46 |
97.46 |
96.72 |
|
| R1 |
96.96 |
96.96 |
96.59 |
97.21 |
| PP |
96.10 |
96.10 |
96.10 |
96.22 |
| S1 |
95.60 |
95.60 |
96.35 |
95.85 |
| S2 |
94.74 |
94.74 |
96.22 |
|
| S3 |
93.38 |
94.24 |
96.10 |
|
| S4 |
92.02 |
92.88 |
95.72 |
|
|
| 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 |
90.59 |
6.41 |
6.6% |
2.08 |
2.2% |
92% |
False |
False |
39,408 |
| 10 |
97.00 |
90.09 |
6.91 |
7.2% |
2.13 |
2.2% |
92% |
False |
False |
35,782 |
| 20 |
97.00 |
86.26 |
10.74 |
11.1% |
2.19 |
2.3% |
95% |
False |
False |
34,261 |
| 40 |
97.66 |
86.26 |
11.40 |
11.8% |
1.80 |
1.9% |
90% |
False |
False |
27,937 |
| 60 |
99.69 |
86.26 |
13.43 |
13.9% |
1.62 |
1.7% |
76% |
False |
False |
23,410 |
| 80 |
99.69 |
86.26 |
13.43 |
13.9% |
1.47 |
1.5% |
76% |
False |
False |
21,804 |
| 100 |
99.69 |
86.26 |
13.43 |
13.9% |
1.37 |
1.4% |
76% |
False |
False |
18,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.37 |
|
2.618 |
100.15 |
|
1.618 |
98.79 |
|
1.000 |
97.95 |
|
0.618 |
97.43 |
|
HIGH |
96.59 |
|
0.618 |
96.07 |
|
0.500 |
95.91 |
|
0.382 |
95.75 |
|
LOW |
95.23 |
|
0.618 |
94.39 |
|
1.000 |
93.87 |
|
1.618 |
93.03 |
|
2.618 |
91.67 |
|
4.250 |
89.45 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.28 |
96.31 |
| PP |
96.10 |
96.14 |
| S1 |
95.91 |
95.98 |
|