NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 03-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
Open |
87.65 |
90.17 |
2.52 |
2.9% |
89.39 |
High |
90.35 |
91.78 |
1.43 |
1.6% |
91.78 |
Low |
87.65 |
89.97 |
2.32 |
2.6% |
86.89 |
Close |
90.35 |
91.38 |
1.03 |
1.1% |
91.38 |
Range |
2.70 |
1.81 |
-0.89 |
-33.0% |
4.89 |
ATR |
1.59 |
1.61 |
0.02 |
1.0% |
0.00 |
Volume |
13,578 |
9,541 |
-4,037 |
-29.7% |
55,078 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.47 |
95.74 |
92.38 |
|
R3 |
94.66 |
93.93 |
91.88 |
|
R2 |
92.85 |
92.85 |
91.71 |
|
R1 |
92.12 |
92.12 |
91.55 |
92.49 |
PP |
91.04 |
91.04 |
91.04 |
91.23 |
S1 |
90.31 |
90.31 |
91.21 |
90.68 |
S2 |
89.23 |
89.23 |
91.05 |
|
S3 |
87.42 |
88.50 |
90.88 |
|
S4 |
85.61 |
86.69 |
90.38 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.69 |
102.92 |
94.07 |
|
R3 |
99.80 |
98.03 |
92.72 |
|
R2 |
94.91 |
94.91 |
92.28 |
|
R1 |
93.14 |
93.14 |
91.83 |
94.03 |
PP |
90.02 |
90.02 |
90.02 |
90.46 |
S1 |
88.25 |
88.25 |
90.93 |
89.14 |
S2 |
85.13 |
85.13 |
90.48 |
|
S3 |
80.24 |
83.36 |
90.04 |
|
S4 |
75.35 |
78.47 |
88.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.78 |
86.89 |
4.89 |
5.4% |
1.96 |
2.1% |
92% |
True |
False |
11,015 |
10 |
91.78 |
86.10 |
5.68 |
6.2% |
1.74 |
1.9% |
93% |
True |
False |
10,147 |
20 |
91.99 |
84.84 |
7.15 |
7.8% |
1.48 |
1.6% |
91% |
False |
False |
10,077 |
40 |
93.96 |
84.84 |
9.12 |
10.0% |
1.23 |
1.3% |
72% |
False |
False |
9,557 |
60 |
95.87 |
84.84 |
11.03 |
12.1% |
1.12 |
1.2% |
59% |
False |
False |
8,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.47 |
2.618 |
96.52 |
1.618 |
94.71 |
1.000 |
93.59 |
0.618 |
92.90 |
HIGH |
91.78 |
0.618 |
91.09 |
0.500 |
90.88 |
0.382 |
90.66 |
LOW |
89.97 |
0.618 |
88.85 |
1.000 |
88.16 |
1.618 |
87.04 |
2.618 |
85.23 |
4.250 |
82.28 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
91.21 |
90.70 |
PP |
91.04 |
90.02 |
S1 |
90.88 |
89.34 |
|