NYMEX Light Sweet Crude Oil Future November 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 |
94.68 |
94.99 |
0.31 |
0.3% |
91.90 |
High |
95.06 |
95.59 |
0.53 |
0.6% |
94.82 |
Low |
94.39 |
94.44 |
0.05 |
0.1% |
89.26 |
Close |
94.73 |
95.50 |
0.77 |
0.8% |
94.49 |
Range |
0.67 |
1.15 |
0.48 |
71.6% |
5.56 |
ATR |
1.80 |
1.75 |
-0.05 |
-2.6% |
0.00 |
Volume |
11,767 |
8,484 |
-3,283 |
-27.9% |
52,126 |
|
Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.63 |
98.21 |
96.13 |
|
R3 |
97.48 |
97.06 |
95.82 |
|
R2 |
96.33 |
96.33 |
95.71 |
|
R1 |
95.91 |
95.91 |
95.61 |
96.12 |
PP |
95.18 |
95.18 |
95.18 |
95.28 |
S1 |
94.76 |
94.76 |
95.39 |
94.97 |
S2 |
94.03 |
94.03 |
95.29 |
|
S3 |
92.88 |
93.61 |
95.18 |
|
S4 |
91.73 |
92.46 |
94.87 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.54 |
107.57 |
97.55 |
|
R3 |
103.98 |
102.01 |
96.02 |
|
R2 |
98.42 |
98.42 |
95.51 |
|
R1 |
96.45 |
96.45 |
95.00 |
97.44 |
PP |
92.86 |
92.86 |
92.86 |
93.35 |
S1 |
90.89 |
90.89 |
93.98 |
91.88 |
S2 |
87.30 |
87.30 |
93.47 |
|
S3 |
81.74 |
85.33 |
92.96 |
|
S4 |
76.18 |
79.77 |
91.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.99 |
90.19 |
5.80 |
6.1% |
1.77 |
1.8% |
92% |
False |
False |
11,455 |
10 |
95.99 |
89.26 |
6.73 |
7.0% |
1.85 |
1.9% |
93% |
False |
False |
10,158 |
20 |
95.99 |
85.96 |
10.03 |
10.5% |
1.90 |
2.0% |
95% |
False |
False |
9,255 |
40 |
96.74 |
85.96 |
10.78 |
11.3% |
1.53 |
1.6% |
88% |
False |
False |
7,493 |
60 |
99.05 |
85.96 |
13.09 |
13.7% |
1.34 |
1.4% |
73% |
False |
False |
6,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.48 |
2.618 |
98.60 |
1.618 |
97.45 |
1.000 |
96.74 |
0.618 |
96.30 |
HIGH |
95.59 |
0.618 |
95.15 |
0.500 |
95.02 |
0.382 |
94.88 |
LOW |
94.44 |
0.618 |
93.73 |
1.000 |
93.29 |
1.618 |
92.58 |
2.618 |
91.43 |
4.250 |
89.55 |
|
|
Fisher Pivots for day following 08-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.34 |
95.34 |
PP |
95.18 |
95.18 |
S1 |
95.02 |
95.02 |
|