NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 06-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
Open |
93.30 |
95.00 |
1.70 |
1.8% |
92.67 |
High |
95.36 |
96.48 |
1.12 |
1.2% |
95.36 |
Low |
93.26 |
94.55 |
1.29 |
1.4% |
89.65 |
Close |
94.98 |
95.67 |
0.69 |
0.7% |
94.98 |
Range |
2.10 |
1.93 |
-0.17 |
-8.1% |
5.71 |
ATR |
1.95 |
1.94 |
0.00 |
-0.1% |
0.00 |
Volume |
19,151 |
21,857 |
2,706 |
14.1% |
80,534 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.36 |
100.44 |
96.73 |
|
R3 |
99.43 |
98.51 |
96.20 |
|
R2 |
97.50 |
97.50 |
96.02 |
|
R1 |
96.58 |
96.58 |
95.85 |
97.04 |
PP |
95.57 |
95.57 |
95.57 |
95.80 |
S1 |
94.65 |
94.65 |
95.49 |
95.11 |
S2 |
93.64 |
93.64 |
95.32 |
|
S3 |
91.71 |
92.72 |
95.14 |
|
S4 |
89.78 |
90.79 |
94.61 |
|
|
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 |
96.48 |
89.65 |
6.83 |
7.1% |
2.36 |
2.5% |
88% |
True |
False |
18,086 |
10 |
96.48 |
88.13 |
8.35 |
8.7% |
2.07 |
2.2% |
90% |
True |
False |
15,686 |
20 |
96.48 |
86.47 |
10.01 |
10.5% |
2.00 |
2.1% |
92% |
True |
False |
13,885 |
40 |
97.26 |
86.47 |
10.79 |
11.3% |
1.65 |
1.7% |
85% |
False |
False |
11,002 |
60 |
99.41 |
86.47 |
12.94 |
13.5% |
1.47 |
1.5% |
71% |
False |
False |
9,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.68 |
2.618 |
101.53 |
1.618 |
99.60 |
1.000 |
98.41 |
0.618 |
97.67 |
HIGH |
96.48 |
0.618 |
95.74 |
0.500 |
95.52 |
0.382 |
95.29 |
LOW |
94.55 |
0.618 |
93.36 |
1.000 |
92.62 |
1.618 |
91.43 |
2.618 |
89.50 |
4.250 |
86.35 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.62 |
94.94 |
PP |
95.57 |
94.22 |
S1 |
95.52 |
93.49 |
|