NYMEX Light Sweet Crude Oil Future June 2014
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 |
91.71 |
91.83 |
0.12 |
0.1% |
89.39 |
High |
92.24 |
92.42 |
0.18 |
0.2% |
91.78 |
Low |
91.46 |
91.41 |
-0.05 |
-0.1% |
86.89 |
Close |
92.17 |
92.42 |
0.25 |
0.3% |
91.38 |
Range |
0.78 |
1.01 |
0.23 |
29.5% |
4.89 |
ATR |
1.49 |
1.45 |
-0.03 |
-2.3% |
0.00 |
Volume |
10,632 |
13,484 |
2,852 |
26.8% |
55,078 |
|
Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.11 |
94.78 |
92.98 |
|
R3 |
94.10 |
93.77 |
92.70 |
|
R2 |
93.09 |
93.09 |
92.61 |
|
R1 |
92.76 |
92.76 |
92.51 |
92.93 |
PP |
92.08 |
92.08 |
92.08 |
92.17 |
S1 |
91.75 |
91.75 |
92.33 |
91.92 |
S2 |
91.07 |
91.07 |
92.23 |
|
S3 |
90.06 |
90.74 |
92.14 |
|
S4 |
89.05 |
89.73 |
91.86 |
|
|
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 |
92.65 |
89.97 |
2.68 |
2.9% |
1.18 |
1.3% |
91% |
False |
False |
11,275 |
10 |
92.65 |
86.89 |
5.76 |
6.2% |
1.52 |
1.6% |
96% |
False |
False |
11,259 |
20 |
92.65 |
84.84 |
7.81 |
8.5% |
1.54 |
1.7% |
97% |
False |
False |
10,479 |
40 |
93.96 |
84.84 |
9.12 |
9.9% |
1.25 |
1.3% |
83% |
False |
False |
9,874 |
60 |
95.87 |
84.84 |
11.03 |
11.9% |
1.14 |
1.2% |
69% |
False |
False |
8,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.71 |
2.618 |
95.06 |
1.618 |
94.05 |
1.000 |
93.43 |
0.618 |
93.04 |
HIGH |
92.42 |
0.618 |
92.03 |
0.500 |
91.92 |
0.382 |
91.80 |
LOW |
91.41 |
0.618 |
90.79 |
1.000 |
90.40 |
1.618 |
89.78 |
2.618 |
88.77 |
4.250 |
87.12 |
|
|
Fisher Pivots for day following 09-May-2013 |
Pivot |
1 day |
3 day |
R1 |
92.25 |
92.21 |
PP |
92.08 |
91.99 |
S1 |
91.92 |
91.78 |
|