NYMEX Light Sweet Crude Oil Future October 2013
Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
95.98 |
95.78 |
-0.20 |
-0.2% |
95.00 |
High |
96.08 |
95.78 |
-0.30 |
-0.3% |
96.48 |
Low |
94.95 |
93.10 |
-1.85 |
-1.9% |
93.10 |
Close |
96.00 |
95.63 |
-0.37 |
-0.4% |
95.63 |
Range |
1.13 |
2.68 |
1.55 |
137.2% |
3.38 |
ATR |
1.78 |
1.86 |
0.08 |
4.5% |
0.00 |
Volume |
25,568 |
23,128 |
-2,440 |
-9.5% |
104,772 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.88 |
101.93 |
97.10 |
|
R3 |
100.20 |
99.25 |
96.37 |
|
R2 |
97.52 |
97.52 |
96.12 |
|
R1 |
96.57 |
96.57 |
95.88 |
95.71 |
PP |
94.84 |
94.84 |
94.84 |
94.40 |
S1 |
93.89 |
93.89 |
95.38 |
93.03 |
S2 |
92.16 |
92.16 |
95.14 |
|
S3 |
89.48 |
91.21 |
94.89 |
|
S4 |
86.80 |
88.53 |
94.16 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.21 |
103.80 |
97.49 |
|
R3 |
101.83 |
100.42 |
96.56 |
|
R2 |
98.45 |
98.45 |
96.25 |
|
R1 |
97.04 |
97.04 |
95.94 |
97.75 |
PP |
95.07 |
95.07 |
95.07 |
95.42 |
S1 |
93.66 |
93.66 |
95.32 |
94.37 |
S2 |
91.69 |
91.69 |
95.01 |
|
S3 |
88.31 |
90.28 |
94.70 |
|
S4 |
84.93 |
86.90 |
93.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.48 |
93.10 |
3.38 |
3.5% |
1.59 |
1.7% |
75% |
False |
True |
20,954 |
10 |
96.48 |
89.65 |
6.83 |
7.1% |
1.92 |
2.0% |
88% |
False |
False |
18,530 |
20 |
96.48 |
86.47 |
10.01 |
10.5% |
1.97 |
2.1% |
92% |
False |
False |
16,250 |
40 |
97.26 |
86.47 |
10.79 |
11.3% |
1.69 |
1.8% |
85% |
False |
False |
12,310 |
60 |
99.07 |
86.47 |
12.60 |
13.2% |
1.50 |
1.6% |
73% |
False |
False |
10,335 |
80 |
99.41 |
86.47 |
12.94 |
13.5% |
1.33 |
1.4% |
71% |
False |
False |
9,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.17 |
2.618 |
102.80 |
1.618 |
100.12 |
1.000 |
98.46 |
0.618 |
97.44 |
HIGH |
95.78 |
0.618 |
94.76 |
0.500 |
94.44 |
0.382 |
94.12 |
LOW |
93.10 |
0.618 |
91.44 |
1.000 |
90.42 |
1.618 |
88.76 |
2.618 |
86.08 |
4.250 |
81.71 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.23 |
95.29 |
PP |
94.84 |
94.95 |
S1 |
94.44 |
94.61 |
|