NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 08-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.43 |
94.95 |
-0.48 |
-0.5% |
92.67 |
High |
95.67 |
96.11 |
0.44 |
0.5% |
95.36 |
Low |
94.61 |
94.94 |
0.33 |
0.3% |
89.65 |
Close |
95.20 |
96.02 |
0.82 |
0.9% |
94.98 |
Range |
1.06 |
1.17 |
0.11 |
10.4% |
5.71 |
ATR |
1.88 |
1.83 |
-0.05 |
-2.7% |
0.00 |
Volume |
21,485 |
12,734 |
-8,751 |
-40.7% |
80,534 |
|
Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.20 |
98.78 |
96.66 |
|
R3 |
98.03 |
97.61 |
96.34 |
|
R2 |
96.86 |
96.86 |
96.23 |
|
R1 |
96.44 |
96.44 |
96.13 |
96.65 |
PP |
95.69 |
95.69 |
95.69 |
95.80 |
S1 |
95.27 |
95.27 |
95.91 |
95.48 |
S2 |
94.52 |
94.52 |
95.81 |
|
S3 |
93.35 |
94.10 |
95.70 |
|
S4 |
92.18 |
92.93 |
95.38 |
|
|
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 |
90.50 |
5.98 |
6.2% |
1.89 |
2.0% |
92% |
False |
False |
19,388 |
10 |
96.48 |
89.65 |
6.83 |
7.1% |
1.94 |
2.0% |
93% |
False |
False |
16,698 |
20 |
96.48 |
86.47 |
10.01 |
10.4% |
1.98 |
2.1% |
95% |
False |
False |
14,773 |
40 |
97.26 |
86.47 |
10.79 |
11.2% |
1.64 |
1.7% |
89% |
False |
False |
11,550 |
60 |
99.41 |
86.47 |
12.94 |
13.5% |
1.47 |
1.5% |
74% |
False |
False |
9,950 |
80 |
99.41 |
86.47 |
12.94 |
13.5% |
1.31 |
1.4% |
74% |
False |
False |
9,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.08 |
2.618 |
99.17 |
1.618 |
98.00 |
1.000 |
97.28 |
0.618 |
96.83 |
HIGH |
96.11 |
0.618 |
95.66 |
0.500 |
95.53 |
0.382 |
95.39 |
LOW |
94.94 |
0.618 |
94.22 |
1.000 |
93.77 |
1.618 |
93.05 |
2.618 |
91.88 |
4.250 |
89.97 |
|
|
Fisher Pivots for day following 08-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.86 |
95.85 |
PP |
95.69 |
95.68 |
S1 |
95.53 |
95.52 |
|