NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 01-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
Open |
90.70 |
89.53 |
-1.17 |
-1.3% |
86.78 |
High |
90.78 |
89.53 |
-1.25 |
-1.4% |
90.81 |
Low |
89.57 |
86.89 |
-2.68 |
-3.0% |
86.10 |
Close |
89.94 |
87.84 |
-2.10 |
-2.3% |
89.87 |
Range |
1.21 |
2.64 |
1.43 |
118.2% |
4.71 |
ATR |
1.39 |
1.51 |
0.12 |
8.6% |
0.00 |
Volume |
11,371 |
11,476 |
105 |
0.9% |
46,394 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.01 |
94.56 |
89.29 |
|
R3 |
93.37 |
91.92 |
88.57 |
|
R2 |
90.73 |
90.73 |
88.32 |
|
R1 |
89.28 |
89.28 |
88.08 |
88.69 |
PP |
88.09 |
88.09 |
88.09 |
87.79 |
S1 |
86.64 |
86.64 |
87.60 |
86.05 |
S2 |
85.45 |
85.45 |
87.36 |
|
S3 |
82.81 |
84.00 |
87.11 |
|
S4 |
80.17 |
81.36 |
86.39 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.06 |
101.17 |
92.46 |
|
R3 |
98.35 |
96.46 |
91.17 |
|
R2 |
93.64 |
93.64 |
90.73 |
|
R1 |
91.75 |
91.75 |
90.30 |
92.70 |
PP |
88.93 |
88.93 |
88.93 |
89.40 |
S1 |
87.04 |
87.04 |
89.44 |
87.99 |
S2 |
84.22 |
84.22 |
89.01 |
|
S3 |
79.51 |
82.33 |
88.57 |
|
S4 |
74.80 |
77.62 |
87.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.84 |
86.89 |
3.95 |
4.5% |
1.73 |
2.0% |
24% |
False |
True |
10,574 |
10 |
90.84 |
84.84 |
6.00 |
6.8% |
1.50 |
1.7% |
50% |
False |
False |
10,257 |
20 |
91.99 |
84.84 |
7.15 |
8.1% |
1.38 |
1.6% |
42% |
False |
False |
9,867 |
40 |
93.96 |
84.84 |
9.12 |
10.4% |
1.16 |
1.3% |
33% |
False |
False |
9,302 |
60 |
95.87 |
84.84 |
11.03 |
12.6% |
1.06 |
1.2% |
27% |
False |
False |
8,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.75 |
2.618 |
96.44 |
1.618 |
93.80 |
1.000 |
92.17 |
0.618 |
91.16 |
HIGH |
89.53 |
0.618 |
88.52 |
0.500 |
88.21 |
0.382 |
87.90 |
LOW |
86.89 |
0.618 |
85.26 |
1.000 |
84.25 |
1.618 |
82.62 |
2.618 |
79.98 |
4.250 |
75.67 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
88.21 |
88.87 |
PP |
88.09 |
88.52 |
S1 |
87.96 |
88.18 |
|