NYMEX Light Sweet Crude Oil Future November 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 |
95.58 |
95.30 |
-0.28 |
-0.3% |
95.81 |
High |
95.59 |
95.30 |
-0.29 |
-0.3% |
95.99 |
Low |
94.51 |
92.78 |
-1.73 |
-1.8% |
92.78 |
Close |
95.52 |
95.16 |
-0.36 |
-0.4% |
95.16 |
Range |
1.08 |
2.52 |
1.44 |
133.3% |
3.21 |
ATR |
1.71 |
1.78 |
0.07 |
4.3% |
0.00 |
Volume |
13,612 |
10,745 |
-2,867 |
-21.1% |
55,173 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.97 |
101.09 |
96.55 |
|
R3 |
99.45 |
98.57 |
95.85 |
|
R2 |
96.93 |
96.93 |
95.62 |
|
R1 |
96.05 |
96.05 |
95.39 |
95.23 |
PP |
94.41 |
94.41 |
94.41 |
94.01 |
S1 |
93.53 |
93.53 |
94.93 |
92.71 |
S2 |
91.89 |
91.89 |
94.70 |
|
S3 |
89.37 |
91.01 |
94.47 |
|
S4 |
86.85 |
88.49 |
93.77 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.27 |
102.93 |
96.93 |
|
R3 |
101.06 |
99.72 |
96.04 |
|
R2 |
97.85 |
97.85 |
95.75 |
|
R1 |
96.51 |
96.51 |
95.45 |
95.58 |
PP |
94.64 |
94.64 |
94.64 |
94.18 |
S1 |
93.30 |
93.30 |
94.87 |
92.37 |
S2 |
91.43 |
91.43 |
94.57 |
|
S3 |
88.22 |
90.09 |
94.28 |
|
S4 |
85.01 |
86.88 |
93.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.99 |
92.78 |
3.21 |
3.4% |
1.47 |
1.5% |
74% |
False |
True |
11,034 |
10 |
95.99 |
89.26 |
6.73 |
7.1% |
1.83 |
1.9% |
88% |
False |
False |
10,729 |
20 |
95.99 |
85.96 |
10.03 |
10.5% |
1.90 |
2.0% |
92% |
False |
False |
9,745 |
40 |
96.74 |
85.96 |
10.78 |
11.3% |
1.58 |
1.7% |
85% |
False |
False |
7,743 |
60 |
98.75 |
85.96 |
12.79 |
13.4% |
1.38 |
1.5% |
72% |
False |
False |
6,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.01 |
2.618 |
101.90 |
1.618 |
99.38 |
1.000 |
97.82 |
0.618 |
96.86 |
HIGH |
95.30 |
0.618 |
94.34 |
0.500 |
94.04 |
0.382 |
93.74 |
LOW |
92.78 |
0.618 |
91.22 |
1.000 |
90.26 |
1.618 |
88.70 |
2.618 |
86.18 |
4.250 |
82.07 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
94.79 |
94.84 |
PP |
94.41 |
94.51 |
S1 |
94.04 |
94.19 |
|