NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 09-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
Open |
94.99 |
95.58 |
0.59 |
0.6% |
91.90 |
High |
95.59 |
95.59 |
0.00 |
0.0% |
94.82 |
Low |
94.44 |
94.51 |
0.07 |
0.1% |
89.26 |
Close |
95.50 |
95.52 |
0.02 |
0.0% |
94.49 |
Range |
1.15 |
1.08 |
-0.07 |
-6.1% |
5.56 |
ATR |
1.75 |
1.71 |
-0.05 |
-2.7% |
0.00 |
Volume |
8,484 |
13,612 |
5,128 |
60.4% |
52,126 |
|
Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.45 |
98.06 |
96.11 |
|
R3 |
97.37 |
96.98 |
95.82 |
|
R2 |
96.29 |
96.29 |
95.72 |
|
R1 |
95.90 |
95.90 |
95.62 |
95.56 |
PP |
95.21 |
95.21 |
95.21 |
95.03 |
S1 |
94.82 |
94.82 |
95.42 |
94.48 |
S2 |
94.13 |
94.13 |
95.32 |
|
S3 |
93.05 |
93.74 |
95.22 |
|
S4 |
91.97 |
92.66 |
94.93 |
|
|
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 |
92.81 |
3.18 |
3.3% |
1.37 |
1.4% |
85% |
False |
False |
11,248 |
10 |
95.99 |
89.26 |
6.73 |
7.0% |
1.71 |
1.8% |
93% |
False |
False |
10,774 |
20 |
95.99 |
85.96 |
10.03 |
10.5% |
1.89 |
2.0% |
95% |
False |
False |
9,621 |
40 |
96.74 |
85.96 |
10.78 |
11.3% |
1.53 |
1.6% |
89% |
False |
False |
7,620 |
60 |
99.05 |
85.96 |
13.09 |
13.7% |
1.35 |
1.4% |
73% |
False |
False |
6,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.18 |
2.618 |
98.42 |
1.618 |
97.34 |
1.000 |
96.67 |
0.618 |
96.26 |
HIGH |
95.59 |
0.618 |
95.18 |
0.500 |
95.05 |
0.382 |
94.92 |
LOW |
94.51 |
0.618 |
93.84 |
1.000 |
93.43 |
1.618 |
92.76 |
2.618 |
91.68 |
4.250 |
89.92 |
|
|
Fisher Pivots for day following 09-May-2013 |
Pivot |
1 day |
3 day |
R1 |
95.36 |
95.34 |
PP |
95.21 |
95.17 |
S1 |
95.05 |
94.99 |
|