NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
96.47 |
96.15 |
-0.32 |
-0.3% |
95.42 |
| High |
96.57 |
96.16 |
-0.41 |
-0.4% |
97.00 |
| Low |
95.38 |
93.53 |
-1.85 |
-1.9% |
93.53 |
| Close |
96.41 |
96.03 |
-0.38 |
-0.4% |
96.03 |
| Range |
1.19 |
2.63 |
1.44 |
121.0% |
3.47 |
| ATR |
1.94 |
2.01 |
0.07 |
3.5% |
0.00 |
| Volume |
63,837 |
49,068 |
-14,769 |
-23.1% |
229,394 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.13 |
102.21 |
97.48 |
|
| R3 |
100.50 |
99.58 |
96.75 |
|
| R2 |
97.87 |
97.87 |
96.51 |
|
| R1 |
96.95 |
96.95 |
96.27 |
96.10 |
| PP |
95.24 |
95.24 |
95.24 |
94.81 |
| S1 |
94.32 |
94.32 |
95.79 |
93.47 |
| S2 |
92.61 |
92.61 |
95.55 |
|
| S3 |
89.98 |
91.69 |
95.31 |
|
| S4 |
87.35 |
89.06 |
94.58 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.93 |
104.45 |
97.94 |
|
| R3 |
102.46 |
100.98 |
96.98 |
|
| R2 |
98.99 |
98.99 |
96.67 |
|
| R1 |
97.51 |
97.51 |
96.35 |
98.25 |
| PP |
95.52 |
95.52 |
95.52 |
95.89 |
| S1 |
94.04 |
94.04 |
95.71 |
94.78 |
| S2 |
92.05 |
92.05 |
95.39 |
|
| S3 |
88.58 |
90.57 |
95.08 |
|
| S4 |
85.11 |
87.10 |
94.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.00 |
93.53 |
3.47 |
3.6% |
1.68 |
1.8% |
72% |
False |
True |
45,878 |
| 10 |
97.00 |
90.09 |
6.91 |
7.2% |
2.10 |
2.2% |
86% |
False |
False |
40,492 |
| 20 |
97.00 |
86.26 |
10.74 |
11.2% |
2.16 |
2.3% |
91% |
False |
False |
37,576 |
| 40 |
97.66 |
86.26 |
11.40 |
11.9% |
1.83 |
1.9% |
86% |
False |
False |
29,438 |
| 60 |
99.40 |
86.26 |
13.14 |
13.7% |
1.66 |
1.7% |
74% |
False |
False |
24,561 |
| 80 |
99.69 |
86.26 |
13.43 |
14.0% |
1.50 |
1.6% |
73% |
False |
False |
22,979 |
| 100 |
99.69 |
86.26 |
13.43 |
14.0% |
1.39 |
1.4% |
73% |
False |
False |
19,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.34 |
|
2.618 |
103.05 |
|
1.618 |
100.42 |
|
1.000 |
98.79 |
|
0.618 |
97.79 |
|
HIGH |
96.16 |
|
0.618 |
95.16 |
|
0.500 |
94.85 |
|
0.382 |
94.53 |
|
LOW |
93.53 |
|
0.618 |
91.90 |
|
1.000 |
90.90 |
|
1.618 |
89.27 |
|
2.618 |
86.64 |
|
4.250 |
82.35 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
95.64 |
95.71 |
| PP |
95.24 |
95.38 |
| S1 |
94.85 |
95.06 |
|