NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 07-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.00 |
95.43 |
0.43 |
0.5% |
92.67 |
High |
96.48 |
95.67 |
-0.81 |
-0.8% |
95.36 |
Low |
94.55 |
94.61 |
0.06 |
0.1% |
89.65 |
Close |
95.67 |
95.20 |
-0.47 |
-0.5% |
94.98 |
Range |
1.93 |
1.06 |
-0.87 |
-45.1% |
5.71 |
ATR |
1.94 |
1.88 |
-0.06 |
-3.2% |
0.00 |
Volume |
21,857 |
21,485 |
-372 |
-1.7% |
80,534 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.34 |
97.83 |
95.78 |
|
R3 |
97.28 |
96.77 |
95.49 |
|
R2 |
96.22 |
96.22 |
95.39 |
|
R1 |
95.71 |
95.71 |
95.30 |
95.44 |
PP |
95.16 |
95.16 |
95.16 |
95.02 |
S1 |
94.65 |
94.65 |
95.10 |
94.38 |
S2 |
94.10 |
94.10 |
95.01 |
|
S3 |
93.04 |
93.59 |
94.91 |
|
S4 |
91.98 |
92.53 |
94.62 |
|
|
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 |
7.2% |
2.24 |
2.4% |
81% |
False |
False |
19,750 |
10 |
96.48 |
89.40 |
7.08 |
7.4% |
2.04 |
2.1% |
82% |
False |
False |
17,085 |
20 |
96.48 |
86.47 |
10.01 |
10.5% |
1.98 |
2.1% |
87% |
False |
False |
14,704 |
40 |
97.26 |
86.47 |
10.79 |
11.3% |
1.65 |
1.7% |
81% |
False |
False |
11,393 |
60 |
99.41 |
86.47 |
12.94 |
13.6% |
1.47 |
1.5% |
67% |
False |
False |
10,023 |
80 |
99.41 |
86.47 |
12.94 |
13.6% |
1.30 |
1.4% |
67% |
False |
False |
9,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.18 |
2.618 |
98.45 |
1.618 |
97.39 |
1.000 |
96.73 |
0.618 |
96.33 |
HIGH |
95.67 |
0.618 |
95.27 |
0.500 |
95.14 |
0.382 |
95.01 |
LOW |
94.61 |
0.618 |
93.95 |
1.000 |
93.55 |
1.618 |
92.89 |
2.618 |
91.83 |
4.250 |
90.11 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.18 |
95.09 |
PP |
95.16 |
94.98 |
S1 |
95.14 |
94.87 |
|