NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
95.38 |
96.47 |
1.09 |
1.1% |
92.82 |
| High |
96.59 |
96.57 |
-0.02 |
0.0% |
95.85 |
| Low |
95.23 |
95.38 |
0.15 |
0.2% |
90.09 |
| Close |
96.47 |
96.41 |
-0.06 |
-0.1% |
95.43 |
| Range |
1.36 |
1.19 |
-0.17 |
-12.5% |
5.76 |
| ATR |
2.00 |
1.94 |
-0.06 |
-2.9% |
0.00 |
| Volume |
34,193 |
63,837 |
29,644 |
86.7% |
175,529 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.69 |
99.24 |
97.06 |
|
| R3 |
98.50 |
98.05 |
96.74 |
|
| R2 |
97.31 |
97.31 |
96.63 |
|
| R1 |
96.86 |
96.86 |
96.52 |
96.49 |
| PP |
96.12 |
96.12 |
96.12 |
95.94 |
| S1 |
95.67 |
95.67 |
96.30 |
95.30 |
| S2 |
94.93 |
94.93 |
96.19 |
|
| S3 |
93.74 |
94.48 |
96.08 |
|
| S4 |
92.55 |
93.29 |
95.76 |
|
|
| 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 |
93.54 |
3.46 |
3.6% |
1.62 |
1.7% |
83% |
False |
False |
43,098 |
| 10 |
97.00 |
90.09 |
6.91 |
7.2% |
1.98 |
2.1% |
91% |
False |
False |
39,042 |
| 20 |
97.00 |
86.26 |
10.74 |
11.1% |
2.18 |
2.3% |
95% |
False |
False |
36,215 |
| 40 |
97.66 |
86.26 |
11.40 |
11.8% |
1.79 |
1.9% |
89% |
False |
False |
28,818 |
| 60 |
99.69 |
86.26 |
13.43 |
13.9% |
1.63 |
1.7% |
76% |
False |
False |
24,046 |
| 80 |
99.69 |
86.26 |
13.43 |
13.9% |
1.48 |
1.5% |
76% |
False |
False |
22,499 |
| 100 |
99.69 |
86.26 |
13.43 |
13.9% |
1.37 |
1.4% |
76% |
False |
False |
19,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.63 |
|
2.618 |
99.69 |
|
1.618 |
98.50 |
|
1.000 |
97.76 |
|
0.618 |
97.31 |
|
HIGH |
96.57 |
|
0.618 |
96.12 |
|
0.500 |
95.98 |
|
0.382 |
95.83 |
|
LOW |
95.38 |
|
0.618 |
94.64 |
|
1.000 |
94.19 |
|
1.618 |
93.45 |
|
2.618 |
92.26 |
|
4.250 |
90.32 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.27 |
96.20 |
| PP |
96.12 |
95.99 |
| S1 |
95.98 |
95.78 |
|