NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 03-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
Open |
90.50 |
93.30 |
2.80 |
3.1% |
92.67 |
High |
93.68 |
95.36 |
1.68 |
1.8% |
95.36 |
Low |
90.50 |
93.26 |
2.76 |
3.0% |
89.65 |
Close |
93.50 |
94.98 |
1.48 |
1.6% |
94.98 |
Range |
3.18 |
2.10 |
-1.08 |
-34.0% |
5.71 |
ATR |
1.93 |
1.95 |
0.01 |
0.6% |
0.00 |
Volume |
21,714 |
19,151 |
-2,563 |
-11.8% |
80,534 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.83 |
100.01 |
96.14 |
|
R3 |
98.73 |
97.91 |
95.56 |
|
R2 |
96.63 |
96.63 |
95.37 |
|
R1 |
95.81 |
95.81 |
95.17 |
96.22 |
PP |
94.53 |
94.53 |
94.53 |
94.74 |
S1 |
93.71 |
93.71 |
94.79 |
94.12 |
S2 |
92.43 |
92.43 |
94.60 |
|
S3 |
90.33 |
91.61 |
94.40 |
|
S4 |
88.23 |
89.51 |
93.83 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.46 |
108.43 |
98.12 |
|
R3 |
104.75 |
102.72 |
96.55 |
|
R2 |
99.04 |
99.04 |
96.03 |
|
R1 |
97.01 |
97.01 |
95.50 |
98.03 |
PP |
93.33 |
93.33 |
93.33 |
93.84 |
S1 |
91.30 |
91.30 |
94.46 |
92.32 |
S2 |
87.62 |
87.62 |
93.93 |
|
S3 |
81.91 |
85.59 |
93.41 |
|
S4 |
76.20 |
79.88 |
91.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.36 |
89.65 |
5.71 |
6.0% |
2.25 |
2.4% |
93% |
True |
False |
16,106 |
10 |
95.36 |
87.95 |
7.41 |
7.8% |
2.03 |
2.1% |
95% |
True |
False |
14,067 |
20 |
95.36 |
86.47 |
8.89 |
9.4% |
1.95 |
2.1% |
96% |
True |
False |
13,386 |
40 |
97.26 |
86.47 |
10.79 |
11.4% |
1.62 |
1.7% |
79% |
False |
False |
10,693 |
60 |
99.41 |
86.47 |
12.94 |
13.6% |
1.45 |
1.5% |
66% |
False |
False |
9,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.29 |
2.618 |
100.86 |
1.618 |
98.76 |
1.000 |
97.46 |
0.618 |
96.66 |
HIGH |
95.36 |
0.618 |
94.56 |
0.500 |
94.31 |
0.382 |
94.06 |
LOW |
93.26 |
0.618 |
91.96 |
1.000 |
91.16 |
1.618 |
89.86 |
2.618 |
87.76 |
4.250 |
84.34 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
94.76 |
94.16 |
PP |
94.53 |
93.33 |
S1 |
94.31 |
92.51 |
|