NYMEX Light Sweet Crude Oil Future October 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
92.60 |
90.50 |
-2.10 |
-2.3% |
88.50 |
| High |
92.60 |
93.68 |
1.08 |
1.2% |
93.65 |
| Low |
89.65 |
90.50 |
0.85 |
0.9% |
87.95 |
| Close |
90.62 |
93.50 |
2.88 |
3.2% |
92.73 |
| Range |
2.95 |
3.18 |
0.23 |
7.8% |
5.70 |
| ATR |
1.84 |
1.93 |
0.10 |
5.2% |
0.00 |
| Volume |
14,546 |
21,714 |
7,168 |
49.3% |
60,142 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.10 |
100.98 |
95.25 |
|
| R3 |
98.92 |
97.80 |
94.37 |
|
| R2 |
95.74 |
95.74 |
94.08 |
|
| R1 |
94.62 |
94.62 |
93.79 |
95.18 |
| PP |
92.56 |
92.56 |
92.56 |
92.84 |
| S1 |
91.44 |
91.44 |
93.21 |
92.00 |
| S2 |
89.38 |
89.38 |
92.92 |
|
| S3 |
86.20 |
88.26 |
92.63 |
|
| S4 |
83.02 |
85.08 |
91.75 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.54 |
106.34 |
95.87 |
|
| R3 |
102.84 |
100.64 |
94.30 |
|
| R2 |
97.14 |
97.14 |
93.78 |
|
| R1 |
94.94 |
94.94 |
93.25 |
96.04 |
| PP |
91.44 |
91.44 |
91.44 |
92.00 |
| S1 |
89.24 |
89.24 |
92.21 |
90.34 |
| S2 |
85.74 |
85.74 |
91.69 |
|
| S3 |
80.04 |
83.54 |
91.16 |
|
| S4 |
74.34 |
77.84 |
89.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.08 |
89.65 |
4.43 |
4.7% |
2.12 |
2.3% |
87% |
False |
False |
16,107 |
| 10 |
94.08 |
87.85 |
6.23 |
6.7% |
1.89 |
2.0% |
91% |
False |
False |
13,278 |
| 20 |
94.83 |
86.47 |
8.36 |
8.9% |
1.92 |
2.1% |
84% |
False |
False |
12,975 |
| 40 |
97.26 |
86.47 |
10.79 |
11.5% |
1.59 |
1.7% |
65% |
False |
False |
10,333 |
| 60 |
99.41 |
86.47 |
12.94 |
13.8% |
1.44 |
1.5% |
54% |
False |
False |
9,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.20 |
|
2.618 |
102.01 |
|
1.618 |
98.83 |
|
1.000 |
96.86 |
|
0.618 |
95.65 |
|
HIGH |
93.68 |
|
0.618 |
92.47 |
|
0.500 |
92.09 |
|
0.382 |
91.71 |
|
LOW |
90.50 |
|
0.618 |
88.53 |
|
1.000 |
87.32 |
|
1.618 |
85.35 |
|
2.618 |
82.17 |
|
4.250 |
76.99 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
93.03 |
92.96 |
| PP |
92.56 |
92.41 |
| S1 |
92.09 |
91.87 |
|